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Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global optima often faces NP-hardness, and thus only locally optimal…

Optimization and Control · Mathematics 2024-09-04 Jihun Kim , Yuhao Ding , Yingjie Bi , Javad Lavaei

A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal…

- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…

Optimization and Control · Mathematics 2017-03-16 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

This work is concerned with solving neural network-based feedback controllers efficiently for optimal control problems. We first conduct a comparative study of two prevalent approaches: offline supervised learning and online direct policy…

Optimization and Control · Mathematics 2024-04-10 Yue Zhao , Jiequn Han

In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

Optimal control theory is developed for the task of obtaining a primary objective in a subspace of the Hilbert space while avoiding other subspaces of the Hilbert space. The primary objective can be a state-to-state transition or a unitary…

Quantum Physics · Physics 2008-06-13 Jose P. Palao , Ronnie Kosloff , Christiane P. Koch

The nature and complexity of software have changed significantly in the last few decades. With the easy availability of computing power, deeper and broader applications are made. It has been extremely necessary to produce good quality…

Software Engineering · Computer Science 2012-05-30 Bandla Srinivasa Rao , R. Satya Prasad , R. R. L. Kantham

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum…

Optimization and Control · Mathematics 2008-02-06 Maria Barbero-Liñan , Miguel C. Muñoz-Lecanda

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…

Optimization and Control · Mathematics 2009-07-17 Wei Kang , Liang Xu

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

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…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

Optimization and Control · Mathematics 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse

It is well-known that proper scaling can increase the efficiency of computational problems. In this paper we define and show that a balancing technique can substantially improve the computational efficiency of optimal control algorithms. We…

Optimization and Control · Mathematics 2018-10-29 I. M. Ross , Q. Gong , M. Karpenko , R. J. Proulx

This paper aims to provide a Dynamic Programming (DP) approach to solve the Mission-Wide Chance-Constrained Optimal Control Problems (MWCC-OCP). The mission-wide chance constraint guarantees that the probability that the entire state…

Optimization and Control · Mathematics 2022-09-14 Kai Wang , Sebastien Gros

Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…

Quantum Physics · Physics 2026-04-08 Yuki Kurokawa , Yoshihiko Hasegawa

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

Systems and Control · Computer Science 2019-05-08 Wen Dong , Bo Liu , Fan Yang

Sampling-based model predictive control methods like MPPI and CEM are essential for real-time control of nonlinear robotic systems, particularly where discontinuous dynamics preclude gradient-based optimization. However, these methods…

Robotics · Computer Science 2026-05-05 Vincent Pacelli , Akash Ratheesh , Evangelos A. Theodorou