Subgradient evolution of value functions in discrete-time optimal control
Fuente:
arXiv
Saved in:
| Main Authors: | Deride, Julio, Hermosilla, Cristopher, Solla, Mattia |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026)
by: Álvarez, Sebastián, et al.
Published: (2026)
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023)
by: Schießl, Jonas, et al.
Published: (2023)
Robust generalized S-Procedure
by: Dinh, N., et al.
Published: (2025)
by: Dinh, N., et al.
Published: (2025)
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Minimizers that are not Impulsive Minimizers and Higher Order Abnormality
by: Motta, Monica, et al.
Published: (2026)
by: Motta, Monica, et al.
Published: (2026)
Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
Linear quadratic control of parabolic-like evolutions with memory of the inputs
by: Acquistapace, Paolo, et al.
Published: (2025)
by: Acquistapace, Paolo, et al.
Published: (2025)
Dissipativity-based time domain decomposition for optimal control of hyperbolic PDEs
by: Farkas, Bálint, et al.
Published: (2025)
by: Farkas, Bálint, et al.
Published: (2025)
Nonlinear systems and passivity: feedback control, model reduction, and time discretization
by: Breiten, Tobias, et al.
Published: (2025)
by: Breiten, Tobias, et al.
Published: (2025)
Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
by: Jian, Jiamin, et al.
Published: (2024)
by: Jian, Jiamin, et al.
Published: (2024)
Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
by: Sun, Jingrui, et al.
Published: (2024)
by: Sun, Jingrui, et al.
Published: (2024)
Optimal synthesis control for evolution equations subject to nonlocal inputs
by: Acquistapace, Paolo, et al.
Published: (2024)
by: Acquistapace, Paolo, et al.
Published: (2024)
Tracking optimal feedback control under uncertain parameters
by: Guth, Philipp A., et al.
Published: (2024)
by: Guth, Philipp A., et al.
Published: (2024)
Enhanced computation of the proximity operator for perspective functions
by: Briceño-Arias, Luis M., et al.
Published: (2023)
by: Briceño-Arias, Luis M., et al.
Published: (2023)
Projection onto cones generated by epigraphs of perspective functions
by: Briceño-Arias, Luis M., et al.
Published: (2024)
by: Briceño-Arias, Luis M., et al.
Published: (2024)
Monge-Kantorovich's duality for separable Baire measures in completely regular Hausdorff spaces
by: Bachir, Mohammed
Published: (2025)
by: Bachir, Mohammed
Published: (2025)
Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
The Euler-Lagrange equation and optimal control: Preliminary results
by: Join, Cédric, et al.
Published: (2024)
by: Join, Cédric, et al.
Published: (2024)
$\mathcal{H}_2$ optimal model reduction of linear systems with multiple quadratic outputs
by: Reiter, Sean, et al.
Published: (2024)
by: Reiter, Sean, et al.
Published: (2024)
Resolvent Moreau identities without monotonicity: theory and applications to Gabay duality, Douglas--Rachford and ADMM
by: Calcan, Andrew, et al.
Published: (2026)
by: Calcan, Andrew, et al.
Published: (2026)
A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)
by: Shi, Jingtao, et al.
Published: (2020)
Approximation of shape optimization problems with non-smooth PDE constraints
by: Betz, Livia
Published: (2024)
by: Betz, Livia
Published: (2024)
Linear-quadratic optimal control for infinite-dimensional input-state-output systems
by: Reis, Timo, et al.
Published: (2024)
by: Reis, Timo, et al.
Published: (2024)
Fractional Calculus in Optimal Control and Game Theory: Theory, Numerics, and Applications -- A Survey
by: Mojahed, Navid, et al.
Published: (2025)
by: Mojahed, Navid, et al.
Published: (2025)
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
by: Ding, Kai, et al.
Published: (2026)
by: Ding, Kai, et al.
Published: (2026)
Nonexpansive Markov Operators and Random Function Iterations for Stochastic Fixed Point Problems
by: Hermer, Neal, et al.
Published: (2022)
by: Hermer, Neal, et al.
Published: (2022)
Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays
by: Hammouda, Chiheb Ben, et al.
Published: (2023)
by: Hammouda, Chiheb Ben, et al.
Published: (2023)
Value functional and optimal feedback control in linear-quadratic optimal control problem for fractional-order system
by: Gomoyunov, Mikhail I.
Published: (2022)
by: Gomoyunov, Mikhail I.
Published: (2022)
An optimal uniqueness result for Riccati equations arising in abstract parabolic control problems
by: Acquistapace, Paolo, et al.
Published: (2024)
by: Acquistapace, Paolo, et al.
Published: (2024)
Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Sparsity of Quadratically Regularized Optimal Transport: Scalar Case
by: González-Sanz, Alberto, et al.
Published: (2024)
by: González-Sanz, Alberto, et al.
Published: (2024)
Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)
by: Jing, Guangdong
Published: (2024)
Newton-PIPG: A Fast Hybrid Algorithm for Quadratic Programs in Optimal Control
by: Luo, Dayou, et al.
Published: (2025)
by: Luo, Dayou, et al.
Published: (2025)
Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Exponential turnpike property for particle systems and mean-field limit
by: Herty, Michael, et al.
Published: (2024)
by: Herty, Michael, et al.
Published: (2024)
Sensitivity analysis of a scalar mechanical contact problem with perturbation of the Tresca's friction law
by: Bourdin, Loïc, et al.
Published: (2024)
by: Bourdin, Loïc, et al.
Published: (2024)
The role of communication delays in the optimal control of spatially invariant systems
by: Ballotta, Luca, et al.
Published: (2025)
by: Ballotta, Luca, et al.
Published: (2025)
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
An optimal control problem for Maxwell's equations
by: Bucci, Francesca, et al.
Published: (2024)
by: Bucci, Francesca, et al.
Published: (2024)
A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
Similar Items
-
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026) -
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023) -
Robust generalized S-Procedure
by: Dinh, N., et al.
Published: (2025) -
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026) -
Minimizers that are not Impulsive Minimizers and Higher Order Abnormality
by: Motta, Monica, et al.
Published: (2026)