Related papers: A Variation Evolving Method for Optimal Control
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…
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 is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
We give a new computational method to obtain symmetries of ordinary differential equations. The proposed approach appears as an extension of a recent algorithm to compute variational symmetries of optimal control problems [Comput. Methods…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
To mitigate dissipative effects from environmental interactions and efficiently stabilize quantum states, time-optimal control has emerged as an effective strategy for open quantum systems. This paper extends the framework by incorporating…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…
This paper is concerned with impulse approximate controllability for stochastic evolution equations with impulse controls. As direct applications, we formulate captivating minimal norm and time optimal control problems; The minimal norm…
A method of optimal control computation is proposed for problems with control and state constraints. It uses a sequence of control structure adjustments in the form of generations and reductions of nodes and arcs, which do not change the…
The integration of renewables gradually replaces the traditional power plants, and this makes that the rotational inertia provided by the power plants is decreasing with time. Virtual inertia emulated by power electronic devices is becoming…
Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…
We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…
We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…
In this contribution, we present a variational space-time formulation which generates an optimal feed-forward controller for geometrically exact strings. More concretely, the optimization problem is solved with an indirect approach, and the…