相关论文: Correctness of the optimal control problems for di…

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…

We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are…

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of…

Algorithms of control of differential equations solutions are under investigation in the article. Idealized and real modifications of the algorithms are distinguished. An equation, which can be the base equation for investigation of the…

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…

We present existence and discrete-time approximation results on optimal control policies for continuous-time stochastic control problems under a variety of information structures. These include fully observed models, partially observed…