Abstract. We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a discrete-time setting as well as the standard continuous-time formulation. Specifically, we recast the optimal control problem as a constrained variation...

Inverse optimal control is a classical problem of control theory. It was first posed by Kalman in the early sixties. The problem, as addressed in literature, answers to the following two questions: (a) Given system matrices A,B and a gain matrix K, find necessary and sufficient conditions for K to be the optimal of an infinite time LQ problem. (b) Determine all weight matrices Q, R and S which ...

In this paper we consider the problem of obtaining optimal controllers which minimize a quadratic cost function for the rotational motion of a rigid body We are not concerned with the attitude of the body and consider only the evolution of the angular velocity as described by Euler s equations We obtain conditions which guarantee the existence of linear stabilizing optimal and suboptimal contro...

An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within the class of generalized controls leading to impulse actions. Applying an approach of time transformation, developed recently for deterministic systems, the original control problem is shown to be equivalent to an opti...

We consider a parallel server system that consists of several customer classes and server pools in parallel. We propose a simple robust control policy to minimize the total linear holding and reneging costs. We show that this policy is asymptotically optimal under the many-server heavy traffic regime for parallel server systems when the service times are only server pool dependent and exponenti...

This paper presents a method concerning the integration of the benefit/cost analysis and the real genetic algorithm with various elements of reservoir dam design. The version 4.0 of HEC-RAS software and Hydro-Rout models have been used to simulate the region and flood routing in the reservoir of the dam, respectively. A mathematical programming has been prepared in MATLAB software and linked wi...

In this paper we study an optimal portfolio selection problem under general transaction cost. We consider a simplified financial market that consists of a risk free asset and a risky asset, but the admissible portfolios are only allowed to have piecewise constant paths, reflecting a more practical perspective. The problem is then reduced to an impulse control problem with subadditive transactio...

There has been much progress in the development of a model of motor control in the brain in the last decade; from the improved method for mathematically extracting the predicted movement direction from a population of neurons to the application of optimal control theory to motor control models, much work has been done to further our understanding of this area. In this paper recent literature is...

The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one–dimensional stochastic control problems of Mayer type, with no constraints on the controls. The results obtained are applied to continuous–time portfolio problems.