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math.OC2026
On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems
Francesco Cordiano, Kanghui He, Bart De Schutter
In this paper, we study the structure of the value function in constrained infinite-time optimal control (CITOC) problems of piecewise affine (PWA) systems, with or $\ell_…
math.OC2026
Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints
Francesco Cordiano, Kanghui He, Bart De Schutter
In this paper, we consider stochastic optimal control problems with infinite-horizon joint chance constraints. By means of an appropriate state augmentation, we reformulate the ori…