The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
— In this paper, we study an optimal control problem arising in plasma transport which is governed by a singularly perturbed system. Time-scale separation allows us to focus on a...
Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic...
Tarek P. Mathew, Marcus Sarkis, Christian E. Schae...
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...