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An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…
This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…
Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the convergence of policy optimization for quadratic control of…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
Solving an output consensus problem in multi-agent systems is often hindered by multiple time-variant delays. To address such fundamental problems over time, we present a new optimal time-variant distributed control for linearly perturbed…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…
The paper is concerned with a kind of minimal time control problem for the heat equation with impulse controls. The purpose of such a problem is to find an optimal impulse control (among certain control constraint set) steering the solution…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…
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…
A new method for solving optimal tracking control of linear quadratic time-varying systems with multiple time delays in state and input variables and with combined constraints is presented in this paper. By using the relations of Chebyshev…
This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…
IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…
In this paper, we present a solution to the problem of coordinating multiple robots across a communication channel that experiences delays. The proposed approach leverages control barrier functions in order to ensure that the multi-robot…
In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…