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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
In this talk we discuss inverse optimal control for the case where only the output measurements are available. By considering the inverse problem as an identification problem, the focus of the talk is...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars： Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
In this talk we discuss inverse optimal control for the case where only the output measurements are available. By considering the inverse problem as an identification problem, the focus of the talk is...
Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Nonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution
2015/8/25
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
Multiobjective H_2/H_infinity-optimal control via finite dimensional Q-parametrization and linear matrix inequalities
Controller design convex semidefinite programming impulse response
2015/8/11
The problem of multi-objective H2/H-infinity optimal controller design is reviewed. There is as yet no exact solution to this problem. We present a method based on that proposed by Scherer. The proble...
A splitting method for optimal control
Operator splitting algorithm the secondary control operation
2015/8/7
We apply an operator splitting technique to a generic linear-convex optimal control problem, which results in an algorithm that alternates between solving a quadratic control problem, for which there ...
A perspective-based convex relaxation for switched-affine optimal control
Switched-affne systems optimal control mixed-integer convex programming hybrid systems disjunctive programming.
2015/8/7
We consider the switched-affine optimal control problem, i.e., the problem of selecting a sequence of affine dynamics from a finite set in order to minimize a sum of convex functions of the system sta...
Solution of the Inverse Problem of Linear Optimal Control with Positiveness Conditions and Relation to Sensitivity
Linear Optimal Control Positiveness Conditions
2015/6/23
The property that the feedback control minimizes some performance index (1.3)
with Q ≥ 0 is of considerable interest because of its connection with the ability
of the control to reduce the sensitivi...
Optimal Control of dams using P(M,Lambda,tau) policies when the input process is an inverse Gaussian process
Optimal Control of dams P(M,Lambda,tau) policies When the input process inverse Gaussian process
2012/11/23
We consider the P(M,lambda,tau) maintenance policy of a dam using the total discounted and long-run average costs, when the input process is inverse Gaussian.
Geometry of optimal control for control-affine systems
affine distributions optimal control theory Cartan's method of equivalence
2012/6/21
Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We comput...
Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
time-inconsistent optimal control problem equilibrium value function equilibrium Hamilton Jacobi-Bellman equation
2012/4/18
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equat...
An infinite-horizon optimal control problem and the stability of the adjoint variable (in Russian)
infinite-horizon optimal control problem stability adjoint variable
2011/2/21
Определения и обозначения. Пусть задано метрическое простран-ство X △= Rm. Определим T △= {t ∈ R| t ≥ 0}.
A direct sufficiency proof for a weak minimum in optimal control
Optimal control sufficient conditions for optimality
2010/9/20
In this paper we derive a sufficiency theorem for a weak minimum of a fixed-endpoint optimal control problem. The proof is direct in nature as it deals explicitly with the positivity of the second var...
Optimization of a problem of optimal control with free initial state
Department of Mathematics Yarmouk University
2010/9/20
A model for structured populations with a two-phase life cycle has been derived in [2], also we proved there the existence of a branch of positive equilibrium points in the positive cone. In this pape...
Optimal control of reverse logistics model with logistic demand and return rates
Optimal control reverse logistics model logistic demand return rates
2010/9/27
Pontryagin minimum principle (PMP) is applied in this paper to find the optimal control of the reverse logistics model of a production inventory system with deteriorating items. The total cost of the ...
Price decomposition in large-scale stochastic optimal control
Stochastic optimal control Decomposition methods
2011/1/20
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (D...