This paper presents a computational approach for solving optimal control problem for a class of nonlinear discretetime systems. We focus on problem in which a pre-specified N local subsystems are given to describe the studied systems. For such problem, we derive an output feedback controller and a cost function such that the resulting closed-loop system is asymptotically stable and the closed l...

We consider the problem of maximizing the expected sum of n variables X k chosen sequentially in an i.i.d. sequence of length N. It is equivalent to the following resource allocation problem: n machines have to be allocated to N jobs of value X k (k = 1; : : : ; N) arriving sequentially, the i-th machine has a (known) probability p i to perform the job successfully and the total expected reward...

We discuss one aspect of the allocation of new scientists to teaching and research careers. In the past, this allocation problem was treated on the basis of a model with kown constant parameters and as a classical open-loop optimal control problem with the allocation ratio as the sole control variable. The utility function in that treatment took both short term and long term goals into account....

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which yields a tractable design that is quantifiably nearoptimal. We exhibit a “separation” principle under a small noise assumption consisting of the optimal open-l...

I n this chapter, we review some recent contributions and present new findings on the properties of information/measurement channels in stabilization and optimization problems in networked control. First, we discuss a finite horizon optimal control problem, and investigate structural and topological properties of such a problem over the space of information channels. Existence of optimal channe...

OPTCON is an algorithm for the optimal control of nonlinear stochastic systems which is particularly applicable to econometric models. It delivers approximate numerical solutions to optimum control problems with a quadratic objective function for nonlinear econometric models with additive and multiplicative (parameter) uncertainties. The algorithm was programmed in C# and allows for determinist...

This paper is concerned with a Stackelberg stochastic differential game asymmetric noisy observation. In our model, the follower cannot observe state process directly, but could observation process, while leader can completely process. Open-loop equilibrium considered. The first solve optimal control problem partial observation, maximum principle and verification theorem are obtained. Then turn...