Related papers: Semi-Decentralized Approximation of Optimal Contro…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…
We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is…
A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…
We develop a complete state-space solution to H_2-optimal decentralized control of poset-causal systems with state-feedback. Our solution is based on the exploitation of a key separability property of the problem, that enables an efficient…
Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
Large scale multiagent systems must rely on distributed decision making, as centralized coordination is either impractical or impossible. Recent works approach this problem under a game theoretic lens, whereby utility functions are assigned…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a superposition of Ornstein-Uhlenbeck processes (supOU process),…
We improve the classical results by Brenner and Thom\'ee on rational approximations of operator semigroups. In the setting of Hilbert spaces, we introduce a finer regularity scale for initial data, provide sharper stability estimates, and…
This paper investigates theoretical and methodological foundations for stochastic optimal control (SOC) in discrete time. We start formulating the control problem in a general dynamic programming framework, introducing the mathematical…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
We study solution techniques for a linear-quadratic optimal control problem involving fractional powers of elliptic operators. These fractional operators can be realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…
In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…