Infinite Horizon Sparse Optimal Control
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-016-1016-9
Abstract: A class of infinite horizon optimal control problems involving nonsmooth cost functionals is discussed. The existence of optimal controls is studied for both the convex case and the nonconvex case, and the sparsity structure of… read more here.
Keywords: horizon sparse; sparse optimal; optimal control; infinite horizon ... See more keywords
Infinite Horizon Optimal Output Feedback Control for Linear Systems with State Equality Constraints
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Aeronautical and Space Sciences"
DOI: 10.1007/s42405-019-00145-w
Abstract: This note deals with the infinite horizon linear regulation problem using output feedback with state equality constraints. Similar to the corresponding state feedback problem of a previous work, an existence condition for the output feedback… read more here.
Keywords: output feedback; infinite horizon; output; state equality ... See more keywords
Infinite horizon model predictive control tracking application to helicopters
Sign Up to like & getrecommendations! Published in 2020 at "Aerospace Science and Technology"
DOI: 10.1016/j.ast.2019.105675
Abstract: Abstract A novel formulation for infinite horizon model predictive control that is general and can accurately approximate and minimize the control cost is proposed. This method allows output tracking over a finite horizon when constraints… read more here.
Keywords: model predictive; horizon model; control; predictive control ... See more keywords
Value function, relaxation, and transversality conditions in infinite horizon optimal control☆
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.02.009
Abstract: Abstract We investigate the value function V : R + × R n → R + ∪ { + ∞ } of the infinite horizon problem in optimal control for a general—not necessarily discounted—running cost… read more here.
Keywords: value function; optimal control; infinite horizon;
Optimal robust tracking by state feedback: infinite horizon
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Control"
DOI: 10.1080/00207179.2020.1839790
Abstract: The existence and implementation of optimal robust state-feedback controllers that achieve optimal tracking over the infinite horizon is considered. The objective is to minimise over all times the ... read more here.
Keywords: optimal robust; state feedback; infinite horizon;
Infinite horizon billiards: Transport at the border between Gauss and Lévy universality classes.
Sign Up to like & getrecommendations! Published in 2019 at "Physical review. E"
DOI: 10.1103/physreve.100.042140
Abstract: We consider transport in two billiard models, the infinite horizon Lorentz gas and the stadium channel, presenting analytical results for the spreading packet of particles. We first obtain the cumulative distribution function of traveling times… read more here.
Keywords: transport; horizon billiards; lorentz gas; border gauss ... See more keywords
Joint Sensor and Actuator Placement for Infinite-Horizon LQG Control
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3055194
Abstract: We consider the problem of sensor and actuator (SaA) placement to minimize an infinite-horizon linear quadratic Gaussian (LQG) cost for a discrete-time Gauss–Markov system. Due to financial, topology, and bandwidth limitations, only a subset of… read more here.
Keywords: placement; sensor actuator; infinite horizon;
On Supervised On-Line Rolling-Horizon Control for Infinite-Horizon Discounted Markov Decision Processes
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2023.3274791
Abstract: This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an asynchronous on-line algorithm based… read more here.
Keywords: horizon control; rolling horizon; control; infinite horizon ... See more keywords
Multiobjective Dynamic Optimization of Cooperative Difference Games in Infinite Horizon
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Systems, Man, and Cybernetics: Systems"
DOI: 10.1109/tsmc.2020.2964797
Abstract: This article derives necessary and sufficient conditions for Pareto optimal solutions in infinite horizon cooperative difference games of autonomous systems with exponentially discounted performances. First, the $\mathcal {N}$ constrained optimal control problems are converted into… read more here.
Keywords: difference games; cooperative difference; optimization; infinite horizon ... See more keywords
Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes
Sign Up to like & getrecommendations! Published in 2017 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493717500204
Abstract: In this paper, we consider the infinite horizon nonlinear optimal control of forward–backward stochastic system governed by Teugels martingales associated with Levy processes and one dimensional independent Brownian motion. Our aim is to establish the… read more here.
Keywords: control forward; system; stochastic system; infinite horizon ... See more keywords
A generalization of Fatou’s lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-016-1288-5
Abstract: Given a sequence {fn}n∈N$\{f_{n}\}_{n \in \mathbb {N}}$ of measurable functions on a σ-finite measure space such that the integral of each fn$f_{n}$ as well as that of lim supn↑∞fn$\limsup_{n \uparrow\infty} f_{n}$ exists in R‾$\overline{\mathbb {R}}$, we… read more here.
Keywords: horizon optimization; finite measure; discrete time; measure ... See more keywords