相关论文: Nonessential Functionals in Multiobjective Optimal…
We consider bilinear optimal control problems, whose objective functionals do not depend on the controls. Hence, bang-bang solutions will appear. We investigate sufficient second-order conditions for bang-bang controls, which guarantee…
Reactive control is often considered insufficient for multi-objective tasks because conflicting objectives give rise to local minima. We argue this limitation is not inherent but arises from static encodings that fail to reflect how…
The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands…
Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate…
This short note shows how to solve optimal control problems using second order sensitivity analysis
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.
Quantum optimal control theory is a powerful tool for engineering quantum systems subject to external fields such as the ones created by intense lasers. The formulation relies on a suitable definition for a target functional, that…
We address a class of systems for which the solution to an H-infinity optimal control problem can be given on a very simple closed form. In fact, both the control law and optimal performance value are explicitly given. The class of systems…
In this short note, we address the discretization of optimal control problems with higher order polynomials. We develop a necessary and sufficient condition to ensure that weak limits of discrete feasible controls are feasible for the…
For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…
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…
This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…
In this two-part study we develop a general approach to the design and analysis of exact penalty functions for various optimal control problems, including problems with terminal and state constraints, problems involving differential…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…
The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
In optimal control theory, infimum gap means that there is a gap between the infimum values of a given minimum problem and an extended problem, obtained by enlarging the set of original solutions and controls. The gap phenomenon is somewhat…
Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…