Related papers: Numerical Algorithm for Optimal Control of Continu…
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…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
This paper concerns two algorithms for solving optimal control problems with hybrid systems. The first algorithm aims at hybrid systems exhibiting sliding modes. The first algorithm has several features which distinguishes it from the other…
Control of quantum systems is a central element of high-precision experiments and the development of quantum technological applications. Control pulses that are typically temporally or spatially modulated are often designed based on…
An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…
This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…
Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
We introduce a novel algorithm for the task of coherently controlling a quantum mechanical system to implement any chosen unitary dynamics. It performs faster than existing state of the art methods by one to three orders of magnitude…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
Process control and optimization have been widely used to solve decision-making problems in chemical engineering applications. However, identifying and tuning the best solution algorithm is challenging and time-consuming. Machine learning…