Related papers: Time Optimal Return of a Dynamic Object
This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…
We formulate the problem of efficient transport of a quantum particle trapped in a harmonic potential which can move with a bounded velocity, as a minimum-time problem on a linear system with bounded input. We completely solve the…
Optimal control problems are formulated and efficient computational procedures are proposed for combined orbital and rotational maneuvers of a rigid body in three dimensions. The rigid body is assumed to act under the influence of forces…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
We study the optimal control problem applied to a gas of particles with spin confined in a material with Rashba spin-orbit coupling effect, in the presence of an external magnetic field. The evolution of the particle gas is described in the…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
Incorporating force bounds is crucial for realistic control implementations in physical systems. Here, we investigate the fastest possible synchronisation of a Li\'enard system to its limit cycle using a bounded external force. To tackle…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
Motivated by the control of invasive biological populations, we consider a class of optimization problems for moving sets $t\mapsto \Omega(t)\subset\mathbb{R}^2$. Given an initial set $\Omega_0$, the goal is to minimize the area of the…
We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…
This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…
Solving for the minimum time bounded acceleration trajectory with prescribed position and velocity at endpoints is a highly nonlinear problem. The methods and bounds developed in this paper distinguish when there is a continuous…
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…
An efficient and accurate computational approach is proposed for optimal attitude control of a rigid body. The problem is formulated directly as a discrete time optimization problem using a Lie group variational integrator. Discrete…
We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…