Related papers: Optimal control of a nonconvex perturbed sweeping …
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…
This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
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…
This paper studies the design of controllers for discontinuous dynamics that ensure the safety of non-smooth sets. The safe set is represented by arbitrarily nested unions and intersections of 0-superlevel sets of differentiable functions.…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
This paper is mainly devoted to the study of controlled sweeping processes with polyhedral moving sets in Hilbert spaces. Based on a detailed analysis of truncated Hausdorff distances between moving polyhedra, we derive new existence and…
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong to an ambiguity set consisting of all distributions whose…
This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…
In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…