Related papers: An Iterative Procedure for Optimal Control of Bili…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…
A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…
In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…
Using optimal control, we establish and link the ultimate bounds in time (referred to as quantum speed limit) and energy of two- and three-level quantum nonlinear systems which feature 1:2 resonance. Despite the unreachable complete…
In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…
The paper explains iterative and non-iterative approaches to control optimization with use of the Fourier series-based method. Both variants of the presented algorithm are used to numerically approximate optimal control of a discontinuous…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…
In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…
An infinite-dimensional bilinear optimal control problem with infinite-time horizon is considered. The associated value function can be expanded in a Taylor series around the equilibrium, the Taylor series involving multilinear forms which…
Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…
Initially introduced in the framework of quantum control, the so-called "monotonic algorithms" have demonstrated excellent numerical performance when dealing with bilinear optimal control problems. This paper presents a unified formulation…