2 papers
math.OC2025
Singular Arcs on Average Optimal Control-Affine Problems
Maria Soledad Aronna, Gabriel de Lima Monteiro, Oscar Sierra
In this paper we address optimal control problems in which the system parameters follow a probability distribution, and the optimization is based on average performance. These prob…
math.OC2024
Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty
M. Soledad Aronna, Michele Palladino, Oscar Sierra
We study the properties of the value function associated with an optimal control problem with uncertainties, known as average or Riemann-Stieltjes problem. Uncertainties are assume…