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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…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

In this paper, a model of a pair of Dubins vehicles is considered. The vehicles move from an initial position and orientation to final position and orientation. A long the motion, the two vehicles are not allowed to collide however the two…

Robotics · Computer Science 2008-05-01 Heru Tjahjana , Iwan Pranoto , Hari Muhammad , J. Naiborhu , Miswanto

We investigate how the concepts of optimal control of measurables of a system with a time dependent Hamiltonian may be mixed with the level set technique to keep the desired entity invariant. We derive sets of equations for this purpose and…

Quantum Physics · Physics 2007-05-23 Fariel Shafee

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Recent work linking deep neural networks and dynamical systems opened up new avenues to analyze deep learning. In particular, it is observed that new insights can be obtained by recasting deep learning as an optimal control problem on…

Optimization and Control · Mathematics 2020-07-21 Weinan E , Jiequn Han , Qianxiao Li

Retractions maps are used to define a discretization of the tangent bundle of the configuration manifold as two copies of the configuration manifold where the dynamics take place. Such discretization maps can be conveniently lifted to the…

Optimization and Control · Mathematics 2022-03-03 María Barbero Liñán , David Martín de Diego

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

Geometric optimal control utilizes tools from differential geometry to analyze the structure of a problem to determine the control and state trajectories to reach a desired outcome while minimizing some cost function. For a controlled…

Optimization and Control · Mathematics 2022-09-20 Maria Oprea , Max Ruth , Dora Kassabova , William Clark

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

Optimization and Control · Mathematics 2026-04-09 Alberto De Marchi

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

The preparation of highly entangled many-body systems is one of the central challenges of both basic and applied science. The complexity of interparticle interaction and environment coupling increases rapidly with the number of…

Quantum Physics · Physics 2013-09-20 Felix Platzer , Florian Mintert , Andreas Buchleitner

We address a class of systems for which the solution to an H-infinity optimal control problem can be given on a very simple closed form. In fact, both the control law and optimal performance value are explicitly given. The class of systems…

Optimization and Control · Mathematics 2019-03-18 Carolina Bergeling , Richard Pates , Anders Rantzer

We present and compare two different optimal control approaches applied to SEIR models in epidemiology, which allow us to obtain some policies for controlling the spread of an epidemic. The first approach uses Dynamic Programming to…

Optimization and Control · Mathematics 2024-05-06 Simone Cacace , Alessio Oliviero

In this paper, we compare the performance of different numerical schemes in approximating Pontryagin's Maximum Principle's necessary conditions for the optimal control of nonholonomic systems. Retraction maps are used as a seed to construct…

In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the…

Optimization and Control · Mathematics 2024-07-23 C. Ciancarelli , R. Ferretti , A. Intelisano , G. Villani

We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…

Optimization and Control · Mathematics 2016-04-06 Jakob Löber

We study the problem of generating control laws for systems with unknown dynamics. Our approach is to represent the controller and the value function with neural networks, and to train them using loss functions adapted from the…

Robotics · Computer Science 2023-02-21 Selim Engin , Volkan Isler

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang