Related papers: A semi-Lagrangian algorithm in policy space for hy…
This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…
In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
This paper addresses an optimization problem in satellite observation mission planning, focusing on the challenges of decentralized decision-making among satellites, which is crucial for optimizing strategies in dynamic observation…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
A new relation among a class of optimal control systems and Lagrangian systems with symmetry is discussed. It will be shown that a family of solutions of optimal control systems whose control equation are obtained by means of a group action…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…
Historically, scalability has been a major challenge to the successful application of semidefinite programming in fields such as machine learning, control, and robotics. In this paper, we survey recent approaches for addressing this…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between…
Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
We geometrically describe optimal control problems in terms of Morse families in the Hamiltonian framework. These geometric structures allow us to recover the classical first order necessary conditions for optimality and the starting point…
Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…
We study so{\`u}e infinite-horizon optimization problems on spaces of periodic functions for non periodic Lagrangians. The main strategy relies on the reduction to finite horizon thanks in the introduction of an avering operator.We then…