Related papers: Solving Optimal Control Problems for Delayed Contr…
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…
Optimal control problems with oscillations (chattering controls) and concentrations (impulsive controls) can have integral performance criteria such that concentration of the control signal occurs at a discontinuity of the state signal.…
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,…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…
In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…
Optimal controller synthesis is a bilinear problem and hence difficult to solve in a computationally efficient manner. We are able to resolve this bilinearity for systems with delay by first convexifying the problem in infinite-dimensions -…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
This paper devotes to the development of an optimal acceleration/speed profile for autonomous vehicles approaching a traffic light. The design objective is to achieve both short travel time and low energy consumption as well as avoid idling…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
In this paper we study the problem of designing periodic orbits for a special class of hybrid systems, namely mechanical systems with underactuated continuous dynamics and impulse events. We approach the problem by means of optimal control.…
The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the…
This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…
The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…
Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…