We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control constraints and cost are all described by...
Jean B. Lasserre, Didier Henrion, Christophe Prieu...
Given a control-affine system and a controlled invariant submanifold, we present necessary and sufficient conditions for local feedback equivalence to a system whose dynamics tran...
In a sequential Bayesian ranking and selection problem with independent normal populations and common known variance, we study a previously introduced measurement policy which we ...
We analyze controllability and observability conditions for second order descriptor systems and show how the classical conditions for first order systems can be generalized to this...
Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
In this paper we address stabilization of a network of underactuated mechanical systems with unstable dynamics. The coordinating control law stabilizes the unstable dynamics with ...