Author

Francesco Cordiano

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Preprint Aug 2026

On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems

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 $\ell_1$ or $\ell_\infty$ stage cost. Existing works, such as [1], establish that the resulting value function is PWA in the state. However, existing results...

Francesco Cordiano, Kang-Hui He, B. de Schutter · 0 citations

Preprint Aug 2026

Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints

A dual-ascent algorithm is proposed to solve the original problem as a constrained Markov decision process and it is proved that this formulation enjoys strong duality, thereby enabling it to reformulate the problem as an equivalent unconstrained one in the Lagrange dual framework.

Francesco Cordiano, Kang-Hui He, B. de Schutter · 0 citations