Related papers: A Variation Evolving Method for Optimal Control
We propose an algorithm using method of evolving junctions to solve the optimal path planning problems with piece-wise constant flow fields. In such flow fields with a convex Lagrangian in the objective function, we can prove that the…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…
Motivated by the fact that both the classical and quantum description of nature rest on causality and a variational principle, we develop a novel and highly versatile discretization prescription for classical initial value problems (IVPs).…
This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…
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…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
We study the application of a generalized form of the level set method used in classical physical contexts to quantum optimal control situations. The set of OCT equations needed to keep the expectation value of an observable constant is…
To ensure preservation of local or global bounds for numerical solutions of conservation laws, we constrain a baseline finite element discretization using optimization-based (OB) flux correction. The main novelty of the proposed methodology…
This article's subject matter is the study of the asymptotic analysis of the optimal control problem (OCP) constrained by the stationary Stokes equations in a periodically perforated domain. We subject the interior region of it with…