Average Optimal Control of Uncertain Control-Affine Systems
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866914194708758528 |
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| author | Aronna, M. Soledad Monteiro, Gabriel de Lima Fonseca, Oscar Sierra |
| author_facet | Aronna, M. Soledad Monteiro, Gabriel de Lima Fonseca, Oscar Sierra |
| contents | This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is crucial when parameter uncertainty matters. We derive necessary optimality conditions and characterize feedback controls for control-affine systems. Two scenarios are examined: known initial conditions (finite-dimensional case) and uncertain initial conditions (infinite-dimensional framework). The Pontryagin Maximum Principle is extended using a Hilbert space formulation. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2505_06204 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Average Optimal Control of Uncertain Control-Affine Systems Aronna, M. Soledad Monteiro, Gabriel de Lima Fonseca, Oscar Sierra Optimization and Control 49K45, 49K27, 49J55, 49M05, 93E03, 65C05 This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is crucial when parameter uncertainty matters. We derive necessary optimality conditions and characterize feedback controls for control-affine systems. Two scenarios are examined: known initial conditions (finite-dimensional case) and uncertain initial conditions (infinite-dimensional framework). The Pontryagin Maximum Principle is extended using a Hilbert space formulation. |
| title | Average Optimal Control of Uncertain Control-Affine Systems |
| topic | Optimization and Control 49K45, 49K27, 49J55, 49M05, 93E03, 65C05 |
| url | https://arxiv.org/abs/2505.06204 |