相关论文: Necessary conditions for turnpike property for gen…

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

This paper presents approaches to mean-field control, motivated by distributed control of multi-agent systems. Control solutions are based on a convex optimization problem, whose domain is a convex set of probability mass functions (pmfs).…

In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The…

This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…

The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…

We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…

In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space, in infinite time horizon. We show that the necessary and…

In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…

Motion planning is one of the key modules in autonomous driving systems to generate trajectories for self-driving vehicles to follow. A common motion planning approach is to generate trajectories within semantic safe corridors. The…

Portfolio turnpikes state that, as the investment horizon increases, optimal portfolios for generic utilities converge to those of isoelastic utilities. This paper proves three kinds of turnpikes. In a general semimartingale setting, the…

Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…

We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By…