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This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The corresponding dynamic programming (DP)…

Computational Finance · Quantitative Finance 2010-06-07 Fabien Guilbaud , Mohamed Mnif , Huyên Pham

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

Due to the complexity and inconstancy of the space environment, accurate mathematical models for spacecraft rendezvous are difficult to obtain, which consequently complicates the control tasks. In this paper, a linearized time-variant plant…

Systems and Control · Computer Science 2016-01-05 Neng Wan , Weiran Yao

This paper presents a novel approach for collision avoidance in optimal and model predictive control, in which the environment is represented by a large number of points and the robot as a union of padded polygons. The conditions that none…

Robotics · Computer Science 2026-03-24 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Rashmi Dabir , Moritz Diehl

Designing optimal trajectories for multi-flyby asteroid missions is scientifically critical but technically challenging due to nonlinear dynamics, intermediate constraints, and numerous local optima. This paper establishes a method that…

Optimization and Control · Mathematics 2025-08-06 Zhong Zhang , Xiang Guo , Di Wu , Hexi Baoyin , Junfeng Li , Francesco Topputo

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

Linear matrix inequalities (LMIs) are ubiquitous in modern control theory, as well as in a variety of other fields in science and engineering. Their analytic centers, i.e. the maximum determinant elements of the feasible set spanned by…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Ramtin Madani

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…

Optimization and Control · Mathematics 2019-03-25 Liguo Jiao , Jae Hyoung Lee , Tien-Son Pham

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

Space mission planning and spacecraft design are tightly coupled and need to be considered together for optimal performance; however, this integrated optimization problem results in a large-scale Mixed-Integer Nonlinear Programming (MINLP)…

Optimization and Control · Mathematics 2025-08-27 Masafumi Isaji , Yuji Takubo , Koki Ho

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…

Optimization and Control · Mathematics 2020-09-02 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo

Nonlinear optimal control problems for trajectory planning with obstacle avoidance present several challenges. While general-purpose optimizers and dynamic programming methods struggle when adopted separately, their combination enabled by a…

Optimization and Control · Mathematics 2024-08-09 Rebecca Richter , Alberto De Marchi , Matthias Gerdts

In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Nan Li , Ehsan Taheri , Ilya Kolmanovsky , Dimitar Filev

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This work presents a model predictive controller (MPC) that is able to handle linear time-varying (LTV) plants with PWM control. The MPC is based on a planner that employs a PAM or impulsive approximation as a hot-start and then uses…

Optimization and Control · Mathematics 2015-11-04 Rafael Vazquez , Francisco Gavilan , Eduardo F. Camacho

In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the…

Optimization and Control · Mathematics 2024-07-23 C. Ciancarelli , R. Ferretti , A. Intelisano , G. Villani