Related papers: Riemannian optimal control
We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have…
In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…
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…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
A compact version of the variation evolving method (VEM) is developed in the primal variable space for optimal control computation. Following the idea that originates from the Lyapunov continuous-time dynamics stability theory in the…
We formulate a control system model for the distributed flow of mixtures of highly heterogeneous gases through large-scale pipeline networks with time-varying injections of constituents, withdrawals, and control actions of compressors. This…
This survey explores the geometric perspective on policy optimization within the realm of feedback control systems, emphasizing the intrinsic relationship between control design and optimization. By adopting a geometric viewpoint, we aim to…
We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…
In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…
In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…
We present a pair of adjoint optimal control problems characterizing a class of time-symmetric stochastic processes defined on random time intervals. The associated PDEs are of free-boundary type. The particularity of our approach is that…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
We discuss contact geometry naturally related with optimal control problems (and Pontryagin Maximum Principle). We explore and expand the observations of [Ohsawa, 2015], providing simple and elegant characterizations of normal and abnormal…
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…
We introduce variational approximations for curve evolutions in two-dimensional Riemannian manifolds that are conformally flat, i.e.\ conformally equivalent to the Euclidean space. Examples include the hyperbolic plane, the hyperbolic disk,…
In the present paper we derive, via a backward induction technique, and ad hoc maximum principle for an optimal control problem with multiple random terminal times. Therefore we apply the aforementioned result to the case of a linear…
In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…