中文
相关论文

相关论文: Generalized splines in R^n and optimal control

200 篇论文

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…

最优化与控制 · 数学 2015-12-22 Kai Du

Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

最优化与控制 · 数学 2023-03-17 Franco Cardin , Cristina Giannotti , Andrea Spiro

This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…

最优化与控制 · 数学 2019-07-08 Karl Kunisch , Hannes Meinlschmidt

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

系统与控制 · 电气工程与系统科学 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…

最优化与控制 · 数学 2023-07-25 Giovanni Fusco , Monica Motta

We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…

最优化与控制 · 数学 2017-03-07 Xun Li , Yuan-Hua Ni , Ji-Feng Zhang

We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…

最优化与控制 · 数学 2024-07-11 Giovanni Fusco , Monica Motta , Richard Vinter

We derive the explicit solution of the problem of time-optimal control by a common magnetic fields for two independent spin-$\frac{1}{2}$ particles. Our approach is based on the Pontryagin Maximum Principle and a novel symmetry reduction…

量子物理 · 物理学 2018-12-12 Yunlan Ji , Ji Bian , Min Jiang , Domenico D'Alessandro , Xinhua Peng

We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…

量子物理 · 物理学 2021-02-09 Quentin Ansel , Steffen J. Glaser , Dominique Sugny

This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…

最优化与控制 · 数学 2016-11-25 Can Zhang

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

概率论 · 数学 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…

最优化与控制 · 数学 2023-02-07 Loïc Bourdin , Emmanuel Trélat

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

最优化与控制 · 数学 2024-03-04 Deyue Li

We consider the minimum-time problem for a multi-input control-affine system, where we assume that the controlled vector fields generate a non-involutive distribution of constant dimension, and where we do not assume a-priori bounds for the…

最优化与控制 · 数学 2014-04-30 Francesca Chittaro , Gianna Stefani

In this paper we study a Pontryagin type stochastic maximum principle for the optimal control of a system, where the state dynamics satisfy a stochastic partial differential equation (SPDE) driven by a two-parameter (time-space) Brownian…

最优化与控制 · 数学 2024-01-03 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

概率论 · 数学 2024-06-27 Wilhelm Stannat , Lukas Wessels

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

最优化与控制 · 数学 2020-12-22 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee , Masaaki Nagahara

This paper extends the Model Predictive Static Programming (MPSP) framework for nonlinear systems evolving on Euclidean spaces to simple mechanical systems evolving on Lie groups. Classical optimal control approaches based on Pontryagin's…

系统与控制 · 电气工程与系统科学 2026-05-06 Akhil B Krishna , Mangal Kothari

We apply an extension of the Pontryagin Maximum Principle to derive time-optimal controls of two-level quantum systems by means of piecewise constant pulses. Global optimal solutions are obtained for state-to-state transfer in the cases…

量子物理 · 物理学 2026-04-16 E. Dionis , D. Sugny