Average Optimal Control of Uncertain Control-Affine Systems

2025/05/09 by M. Soledad Aronna, Aronna, M. Soledad, Gabriel de Lima Monteiro +3 · 1 citation
Computer Science · Engineering · #Optimization and Variational Analysis #Stability and Control of Uncertain Systems #Advanced Control Systems Optimization

paper · pdf · doi:10.48550/arxiv.2505.06204

Abstract

This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is crucial when parameter uncertainty matters. We derive necessary optimality conditions and characterize feedback controls for control-affine systems. Two scenarios are examined: known initial conditions (finite-dimensional case) and uncertain initial conditions (infinite-dimensional framework). The Pontryagin Maximum Principle is extended using a Hilbert space formulation.

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