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We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the viscosity sense. We treat open state constraints as a special case of expectation constraints and prove a comparison theorem to obtain the equation for closed state constraints., 36 pages;forthcoming in 'SIAM Journal on Control and Optimization'

A unified approach to studying convergence and stochastic stability of continuous time consensus protocols (CPs) is presented in this work. Our method applies to networks with directed information flow; both cooperative and noncooperative interactions; networks under weak stochastic forcing; and those whose topology and strength of connections may vary in time. The graph theoretic interpretation of the analytical results is emphasized. We show how the spectral properties, such as algebraic connectivity and total effective resistance, as well as the geometric properties, such the dimension and the structure of the cycle subspace of the underlying graph, shape stability of the corresponding CPs. In addition, we explore certain implications of the spectral graph theory to CP design. In particular, we point out that expanders, sparse highly connected graphs, generate CPs whose performance remains uniformly high when the size of the network grows unboundedly. Similarly, we highlight the benefits of using random versus regular network topologies for CP design. We illustrate these observations with numerical examples and refer to the relevant graph-theoretic results. Keywords: consensus protocol, dynamical network, synchronization, robustness to noise, algebraic connectivity, effective resistance, expander, random graph, SIAM Journal on Control and Optimization, to appear

For nonlinear systems that are known to be globally asymptotically stabilizable, control over networks introduces a major challenge because of the asynchrony in the transmission schedule. Maintaining global asymptotic stabilization in sampled-data implementations with zero-order hold and with perturbations in the sampling schedule is not achievable in general but we show in this paper that it is achievable for the class of feedforward systems. We develop sampled-data feedback stabilizers which are not approximations of continuous-time designs but are discontinuous feedback laws that are specifically developed for maintaining global asymptotic stabilizability under any sequence of sampling periods that is uniformly bounded by a certain "maximum allowable sampling period"., 27 pages, 5 figures, submitted for possible publication to SIAM Journal Control and Optimization. Second version with added remarks

In this paper we investigate a passivity approach to collective coordination and synchronization problems in the presence of quantized measurements and show that coordination tasks can be achieved in a practical sense for a large class of passive systems., 40 pages, 1 figure, submitted to journal, second round of review

We introduce the total s-energy of a multiagent system with time-dependent links. This provides a new analytical perspective on bidirectional agreement dynamics, which we use to bound the convergence rates of dynamical systems for synchronization, flocking, opinion dynamics, and social epistemology.

This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as a (stochastic) control on the size of the population. The objective is to find a harvesting strategy which maximizes the expected total discounted income from harvesting {\em up to the time of extinction} of the species; the income rate is allowed to be state- and environment-dependent. This is a singular stochastic control problem with both the extinction time and the optimal harvesting policy depending on the initial condition. One aspect of receiving payments up to the random time of extinction is that small changes in the initial population size may significantly alter the extinction time when using the same harvesting policy. Consequently, one no longer obtains continuity of the value function using standard arguments for either regular or singular control problems having a fixed time horizon. This paper introduces a new sufficient condition under which the continuity of the value function for the regime-switching model is established. Further, it is shown that the value function is a viscosity solution of a coupled system of quasi-variational inequalities. The paper also establishes a verification theorem and, based on this theorem, an $\varepsilon$-optimal harvesting strategy is constructed under certain conditions on the model. Two examples are analyzed in detail., Comment: Keywords: Regime-switching diffusion, singular stochastic control, quasi variational inequality, viscosity solution, verification theorem

This paper studies behaviors that are defined on a torus, or equivalently, behaviors defined in spaces of periodic functions, and establishes their basic properties analogous to classical results of Malgrange, Palamodov, Oberst et al. for behaviors on R^n. These properties - in particular the Nullstellensatz describing the Willems closure - are closely related to integral and rational points on affine algebraic varieties., Comment: 13 pages

The general theory on exact boundary controllability for general first order quasilinear hyperbolic systems requires that the characteristic speeds of system do not vanish. This paper deals with exact boundary controllability, when this is not the case. Some important models are also shown as applications of the main result. The strategy uses the return method, which allows in certain situations to recover non zero characteristic speeds., Comment: 20 pages

We give a new proof of the fact that the value function of the finite time horizon American put option for a jump diffusion, when the jumps are from a compound Poisson process, is the classical solution of a quasi-variational inequality and it is C1 across the optimal stopping boundary. Our proof only uses the classical theory of parabolic partial differential equations of Friedman 2006 and does not use the theory of vicosity solutions, since our proof relies on constructing a sequence of functions, each of which is a value function of an optimal stopping time for a diffusion. The sequence is constructed by iterating a functional operator that maps a certain class of convex functions to smooth functions satisfying variational inequalities (or to value functions of optimal stopping problems involving only a diffusion). The approximating sequence converges to the value function exponentially fast, therefore it constitutes a good approximation scheme, since the optimal stopping problems for diffusions can be readily solved. Our technique also lets one see why the jump-diffusion control problems may be smoother than the control problems with piece-wise deterministic Markov processes: In the former case the sequence of functions that converge to the value function is a sequence of value function of control problems for diffusions, and in the latter case the converging sequence is a sequence of the value functions of deterministic optimal control problems. The first of these sequences is known to be smoother than the second one.

We study linear control systems in infinite--dimensional Banach spaces governed by analytic semigroups. For $p\in[1,\infty]$ and $\alpha\in\RR$ we introduce the notion of $L^p$--admissibility of type $\alpha$ for unbounded observation and control operators. Generalising earlier work by Le Merdy and the first named author and Le Merdy we give conditions under which $L^p$--admissibility of type $\alpha$ is characterised by boundedness conditions which are similar to those in the well--known Weiss conjecture. We also study $L^p$--wellposedness of type $\alpha$ for the full system. Here we use recent ideas due to Pruess and Simonett. Our results are illustrated by a controlled heat equation with boundary control and boundary observation where we take Lebesgue and Besov spaces as state space. This extends the considerations from Byrnes, Gilliam, Shubov and Weiss to non--Hilbertian settings and to $p\neq 2$., Comment: 23 pages

This paper shows how the theory of adaptive observers can be effectively used in the design internal models for nonlinear output regulation. The main result obtained in this way is a new method for the synthesis of adaptive internal models which substantially enhances the existing theory of adaptive output regulation, by allowing nonlinear internal models and more general classes of controlled plants., Comment: 30 pages

We investigate necessary and sufficient conditions under which a general nonlinear affine control system with outputs can be written as a gradient control system corresponding to some pseudo-Riemannian metric defined on the state space. The results rely on a suitable notion of compatibility of the system with respect to a given affine connection, and on the output behavior of the prolonged system and the gradient extension. The symmetric product associated with an affine connection plays a key role in the discussion., Comment: 21 pages, no figures

We develop some applications of techniques of the Lefschetz coincidence theory in control theory. The topics are existence of equilibria and their robustness, controllability and its robustness., The paper has been completely rewritten. 15 pages

We develop a fast algorithm to construct the robustness degradation function, which describes quantitatively the relationship between the proportion of systems guaranteeing the robustness requirement and the radius of the uncertainty set. This function can be applied to predict whether a controller design based on an inexact mathematical model will perform satisfactorily when implemented on the true system., Comment: 16 pages, 8 figures

We study an optimal control problem in Bolza form and we consider the value function associated to this problem. We prove two verification theorems which ensure that, if a function $W$ satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably $\mathcal H^n$-rectifiable set, then it is lower or equal to the value function. These results can be used for optimal synthesis approach., Comment: 29 pages, 3 figure

The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand, we give an example showing that exact controllability in finite time cannot be achieved, in general., Comment: 16 pages, 5figures

We discuss matching control laws for underactuated systems. We previously showed that this class of matching control laws is completely characterized by a linear system of first order partial differential equations for one set of variables ($\,\lambda$) followed by a linear system of first order partial differential equations for the second set of variables ($\,{\widehat g}$, $\,{\widehat V}$). Here we derive a new first order system of partial differential equations that encodes all compatibility conditions for the $\,\lambda$-equations. We give four examples illustrating different features of matching control laws. The last example is a system with two unactuated degrees of freedom that admits only basic solutions to the matching equations. There are systems with many matching control laws where only basic solutions are potentially useful. We introduce a rank condition indicating when this is likely to be the case.

This paper is concerned with the coordinate-free approach to control systems. The coordinate-free approach is a factorization approach but does not require the coprime factorizations of the plant. We present two criteria for feedback stabilizability for MIMO systems in which transfer functions belong to the total rings of fractions of commutative rings. Both of them are generalizations of Sule's results in [SIAM J. Control Optim., 32-6, 1675-1695(1994)]. The first criterion is expressed in terms of modules generated from a causal plant and does not require the plant to be strictly causal. It shows that if the plant is stabilizable, the modules are projective. The other criterion is expressed in terms of ideals called generalized elementary factors. This gives the stabilizability of a causal plant in terms of the coprimeness of the generalized elementary factors. As an example, a discrete finite-time delay system is considered., Comment: 39 pages

This paper presents necessary and sufficient characterizations of several notions of input to output stability. Similar Lyapunov characterizations have been found to play a key role in the analysis of the input to state stability property, and the results given here extend their validity to the case when the output, but not necessarily the entire internal state, is being regulated. The work is related to partial stability of differential equations (the particular case which arises when there are no external inputs)., Comment: 24 pages See http://www.math.rutgers.edu/~sontag/ for many related papers

In the setting of step 2 sub-Finsler Carnot groups with strictly convex norms, we prove that all infinite geodesics are lines. It follows that for any other homogeneous distance, all geodesics are lines exactly when the induced norm on the horizontal space is strictly convex. As a further consequence, we show that all isometric embeddings between such homogeneous groups are affine. The core of the proof is an asymptotic study of the extremals given by the Pontryagin Maximum Principle., Comment: 19 pages, simplified Section 3 and proof of Theorem 1.1, extracted proof of Theorem 1.3 into an independent proposition. To appear in SIAM Journal on Control and Optimization

First Published in SIAM Journal on Control and Optimization in Volume 55, Issue 4, 2017, Pages 2437-2459, published by the Society for Industrial and Applied Mathematics (SIAM), This article is devoted to studying the null controllability of evolution equations with memory terms. The problem is challenging not only because the state equation contains memory terms but also because the classical controllability requirement at the final time has to be reinforced, involving the contribution of the memory term, to ensure that the solution reaches the equilibrium. Using duality arguments, the problem is reduced to the obtention of suitable observability estimates for the adjoint system. We first consider finite-dimensional dynamical systems involving memory terms and derive rank conditions for controllability. Then the null controllability property is established for some parabolic equations with memory terms, by means of Carleman estimates, F. W. Chaves-Silva was partially supported by the ERC project Semi- Classical Analysis of Partial Di erential Equations, ERC-2012-ADG, project number: 320845. X. Zhang was supported by the NSF of China under grant 11231007 and the Chang Jiang Scholars Program from the Chinese Education Ministry. This work was partially supported by the Advanced Grant DYCON (Dynamic Control) of the European Research Council Executive Agency, ICON of the French ANR (ANR-2016-ACHN-0014-01), FA9550-15-1-0027 of AFOSR, A9550-14-1-0214 of the EOARD-AFOSR, and the MTM2014-52347 Grant of the MINECO (Spain)

The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the convergence of the solution of the associated differential Riccati equation as the terminal time approaches infinity. This convergence has been investigated in linear systems theory in the 1980s. We extend classical system theoretic results for the investigation of turnpike properties of standard state space systems and descriptor systems. We present conditions for turnpike in the nondetectable case and for impulse controllable descriptor systems. For the latter, in line with the theory for standard linear systems, we establish existence and convergence of solutions to a generalized differential Riccati equation., Comment: 31 pages, 1 figure

International audience; Self-organization and control around flocks and mills is studied for second-order swarming systems involving self-propulsion and potential terms. It is shown that through the action of constrained control, is it possible to control any initial configuration to a flock or a mill. The proof builds on an appropriate combination of several arguments: LaSalle invariance principle and Lyapunov-like decreasing functionals, control linearization techniques, and quasi-static deformations. A stability analysis of the second-order system guides the design of feedback laws for the stabilization to flock and mills, which are also assessed computationally.

This paper proposes penalty schemes for a class of weakly coupled systems of Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) arising from stochastic hybrid control problems of regime-switching models with both continuous and impulse controls. We show that the solutions of the penalized equations converge monotonically to those of the HJBQVIs. We further establish that the schemes are half-order accurate for HJBQVIs with Lipschitz coefficients, and first-order accurate for equations with more regular coefficients. Moreover, we construct the action regions and optimal impulse controls based on the error estimates and the penalized solutions. The penalty schemes and convergence results are then extended to HJBQVIs with possibly negative impulse costs. We also demonstrate the convergence of monotone discretizations of the penalized equations, and establish that policy iteration applied to the discrete equation is monotonically convergent with an arbitrary initial guess in an infinite dimensional setting. Numerical examples for infinite-horizon optimal switching problems are presented to illustrate the effectiveness of the penalty schemes over the conventional direct control scheme., Accepted for publication in SIAM Journal on Control and Optimization