Related papers: Solving Optimal Control Problems for Delayed Contr…
This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing…
We describe a summation procedure for the construction of the optimal solution in null controllability problem for differential equation with distributed delay
We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…
Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the…
An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.
This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of…
Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper, we consider a class of optimal control problems whose…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
We consider a nonlinear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced…
We present a direct numerical method for the solution of an optimal control problem controlling the growth of LDL, HDL and plaque. The optimal control problem is constrained with a system of coupled nonlinear free and mixed boundary partial…
Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…
Achieving fast, excitation-free quantum control is a vital challenge in modern quantum technologies. In many cases, shortcuts to adiabaticity enable fast adiabatic-like protocols, yet determining control parameters that satisfy practical…
Alternating-Current Optimal Power Flow (AC-OPF) is an optimization problem critical for planning and operating the power grid. The problem is traditionally formulated using only continuous variables. Typically, control devices with…