Related papers: Time Optimal Return of a Dynamic Object
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a…
Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…
The paper is devoted to a free-time optimal control problem for sweeping processes. We develop a constructive finite-difference approximation procedure that allows us to establish necessary optimality conditions for discrete optimal…
We consider the problem of controlling a vehicle to arrive at a fixed destination while minimizing a combination of energy consumption and travel time. Our model includes vehicle speed and accelaration limits, aerodynamic drag, rolling…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…
In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the…
To ensure preservation of local or global bounds for numerical solutions of conservation laws, we constrain a baseline finite element discretization using optimization-based (OB) flux correction. The main novelty of the proposed methodology…
We investigate how to control optimally a traffic flow through a junction on the line by acting only on speed reduction or traffic light at the junction. We show the existence of an optimal control and, under structure assumptions, provide…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
The optimal control of two-level systems by time-dependent laser fields is studied using a variational theory. We obtain, for the first time, general analytical expressions for the optimal pulse shapes leading to global maximization or…
We consider the energy-optimal control problem for double-integrator systems subject to state and control constraints, with fixed terminal time and free terminal speed. When the constraints become active, the optimal trajectory consists of…
In this paper, the solvability of the Inverse Optimal Control (IOC) problem based on two existing minimum principal methods, is analysed. The aim of this work is to answer the question regarding what kinds of trajectories, that is depending…
A bottleneck can largely deteriorate the flow, such as a traffic light or an on-ramp at a road. To alleviate bottleneck situations, one of the important strategies is to control the input rate to suit the state of the road. In this study,…
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…
This paper considers the motion control of a particle and a spinning disc on rotating earth. The equations of motion are derived using Lagrangian mechanics. Trajectory planning is studied as an optimization problem using the method referred…
Spatiotemporal dynamic medical imaging is critical in clinical applications, such as tomographic imaging of the heart or lung. To address such kind of spatiotemporal imaging problems, essentially, a time-dependent dynamic inverse problem,…
The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…