相关论文: Dynamic programming in mixed continuous-discrete t…

Dynamic flux balance analysis of a bioreactor is based on the coupling between a dynamic problem, which models the evolution of biomass, feeding substrates and metabolites, and a linear program, which encodes the metabolic activity inside…

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

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…

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…

This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…

This paper studies a dynamic real-time optimization in the context of model-based time-optimal operation of batch processes under parametric model mismatch. In order to tackle the model-mismatch issue, a receding-horizon policy is usually…

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…