Related papers: Optimal control and numerical software: an overvie…
We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…
Quantum Optimal Control (QOC) is the field devoted to the production of external control protocols that actively guide quantum dynamics. Solutions to QOC problems were shown to constitute continuous submanifolds of control space. A solution…
Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…
In this work, we investigate an indirect approach for the numerical solution of optimal control problems via neural networks. A customized neural network is constructed, where optimal state, co-state and control trajectories are…
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…
Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…
This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…
We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…
We consider a state-constrained optimal control problem of a system of two non-local partial-differential equations, which is an extension of the one introduced in a previous work in mathematical oncology. The aim is to minimize the tumor…
Time scale separation is a natural property of many control systems that can be ex- ploited, theoretically and numerically. We present a numerical scheme to solve optimal control problems with considerable time scale separation that is…
The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…
Optimal pulse patterns (OPPs) are a modulation method in which the switching angles and levels of a switching signal are computed via an offline optimization procedure to minimize a performance metric, typically the harmonic distortions of…
Motivated by the control of invasive biological populations, we consider a class of optimization problems for moving sets $t\mapsto \Omega(t)\subset\mathbb{R}^2$. Given an initial set $\Omega_0$, the goal is to minimize the area of the…
In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs for short), in which the control has two components: the…
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…
A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…
This paper is based on a crucial issue in the aviation world: how to optimize the trajectory and controls given to the aircraft in order to optimize flight time and fuel consumption. This study aims to provide elements of a response to this…