Related papers: Optimal Control for Multi-Mode Systems with Discre…
We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
The paper is devoted to a free-time optimal control problem for sweeping processes. We develop a constructive finite-difference approximation procedure that allows us to establish necessary optimality conditions for discrete optimal…
Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…
Model predictive control (MPC) is a powerful control method that handles dynamical systems with constraints. However, solving MPC iteratively in real time, i.e., implicit MPC, remains a computational challenge. To address this, common…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…
We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
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…
Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…
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…
This work is focused on optimal control of mechanical compression refrigeration systems. A reduced-order state-space model based on the moving boundary approach is proposed for the canonical cycle, which eases the controller design. The…
We consider the problem of finding collision-free paths for curvature-constrained systems in the presence of obstacles while minimizing execution time. Specifically, we focus on the setting where a planar system can travel at some range of…
This paper addresses two minimum reaching time control problems within the context of finite stable systems. The well-known Variable Structure Control (VSC) and Unity Vector Control (UVC) strategies are analyzed, with the primary objective…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…