Control of vehicle formations has emerged as a topic of significant interest to the controls community. In applications such as microsatellites and underwater vehicles, formations have the potential for greater functionality and versatility than individual vehicles. In this thesis, we investigate two topics relevant to control of vehicle formations: optimal vehicle control and cooperative contr...

We consider an optimal control problem of linear stochastic integro-differential equation with conic constraints on the phase variable and the control of singular-regular type. Our setting includes consumption-investment problems for models of financial markets in the presence of proportional transaction costs where that the prices are geometric Lévy processes and the investor is allowed to tak...

of Dissertation Presented to the Graduate School of the University of Florida in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy OPTIMAL CONTROL OF UNCERTAIN EULER-LAGRANGE SYSTEMS By Keith Dupree May 2009 Chair: Warren E. Dixon Major: Mechanical Engineering Optimal control theory involves the design of controllers that can satisfy some tracking or regulation cont...

This thesis looks at a few different approaches to solving stochastic optimal control problems with state constraints. The motivating problem is optimal control of an energy buffer in a hybrid vehicle, although applications are abundant in a number of areas. Stochastic optimal control problems can be solved via the socalled Hamilton-Jacobi-Bellman (HJB) equation. State constraints result in bou...

We consider an ergodic harvesting problem with model ambiguity that arises from biology. To account for the ambiguity, is constructed as a stochastic game two players: decision maker (DM) chooses “best” policy, and adverse player “worst” probability measure. The main result establishing optimal strategy (also referred to control) of DM showing it threshold policy. payoff are obtained by solving...

This paper studies the problem of target control and how a virtual ellipsoid can avoid static obstacle. During motion to set, achieve under collision avoidance by keeping distance between We present solutions this in class closed-loop (feedback) controls based on Hamilton–Jacobi–Bellman (HJB) equation. Simulation results verify validity effectiveness our algorithm.

We consider a class of diffusions controlled through the drift and jump size, driven by Lévy process nondegenerate Wiener process, we study infinite horizon (ergodic) risk-sensitive control problems for this model. start with Dirichlet eigenvalue problem in smooth bounded domains, which also allows us to generalize current results literature on exit rate problems. Then average minimization maxi...

A bstract . We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault-tolerant control systems, flexible manufacturing systems, etc. Under fairly general conditions, we establish the existence of a stable, nonrandomized Markov policy which almost surely minimizes the pathwise long-run average cost. We the...

We formulate a new two-variable river environmental restoration problem based on jump stochastic differential equations (SDEs) governing the sediment storage and nuisance benthic algae population dynamics in dam-downstream river. Controlling is carried out through impulsive replenishment with discrete random observation/intervention to avoid depletion thick growth. consider cost-efficient manag...

This paper considers a class of optimization problems arising in wireless communication systems. We analyze the optimal control and the associated Hamilton–Jacobi–Bellman (HJB) equations. It turns out that the value function is a unique viscosity solution of the HJB equation in a certain function class. To deal with the fast growth condition of the value function in establishing uniqueness, we ...