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This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…

Optimization and Control · Mathematics 2016-01-14 Shuo Wang , Jr-Shin Li

Optimal control of bilinear systems has been a well-studied subject in the areas of mathematical and computational optimal control. However, effective methods for solving emerging optimal control problems involving an ensemble of…

Optimization and Control · Mathematics 2016-12-02 Shuo Wang , Jr-Shin Li

This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…

Numerical Analysis · Mathematics 2017-10-10 Haijun Yu , Hassan Saberi Nik

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

Quantum Physics · Physics 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny

We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…

Optimization and Control · Mathematics 2024-06-28 Daniel Wachsmuth

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

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.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

This paper extends the Model Predictive Static Programming (MPSP) framework for nonlinear systems evolving on Euclidean spaces to simple mechanical systems evolving on Lie groups. Classical optimal control approaches based on Pontryagin's…

Systems and Control · Electrical Eng. & Systems 2026-05-06 Akhil B Krishna , Mangal Kothari

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

Optimization and Control · Mathematics 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…

Optimization and Control · Mathematics 2024-03-08 Kenshiro Oguri

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

This work contributes to the field of optimal control of bilinear systems. It concerns a continuous time, finite dimensional, bilinear state equation with a quadratic performance index to be minimized. The state equation is non-autonomous…

Optimization and Control · Mathematics 2022-05-02 Ido Halperin

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

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…

Optimization and Control · Mathematics 2022-03-17 Katerina V. Sklyar , Svetlana Yu. Ignatovich
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