Related papers: Solving nonlinear optimal control problems with st…
In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…
We describe a summation procedure for the construction of the optimal solution in null controllability problem for differential equation with distributed delay
In this paper we study a distributed optimal control problem for a nonlocal convective Cahn--Hilliard equation with degenerate mobility and singular potential in three dimensions of space. While the cost functional is of standard tracking…
Optimal sampled-data control of a nonlinear system is considered with the stable-manifold approach and extensive use of numerical techniques. The idea is to notice the Hamiltonian system associated with the considered optimal control…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…
We establish Pontryagin principles for a Mayer's optimal control problem governed by a functional differential equation. The control functions are piecewise continuous and the state functions are piecewise continuously differentiable. To do…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…
Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…
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…
The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…
We extend the Pontryagin Maximum Principle (PMP) to the geometric setting of almost-Lie (AL) algebroids -- objects which generalize Lie algebroids. The result may be understood as a very general reduction scheme for optimal control problems…
In this article we propose a shooting algorithm for optimal control problems governed by systems that are affine in one part of the control variable. Finitely many equality constraints on the initial and final state are considered. We…
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
In this paper we develop a geometric analysis and a numerical algorithm, based on indirect methods, to solve optimal guidance of endo-atmospheric launch vehicle systems under mixed control-state constraints. Two main difficulties are…
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…
This paper presents a novel framework for the continuation method of model predictive control based on optimal control problem with a nonsmooth regularizer. Via the proximal operator, the first-order optimality inclusion relation is…