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Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

We introduce StoDynProg, a small library created to solve Optimal Control problems arising in the management of Renewable Power Sources, in particular when coupled with an Energy Storage System. The library implements generic Stochastic…

Systems and Control · Computer Science 2014-04-28 Pierre Haessig , Thibaut Kovaltchouk , Bernard Multon , Hamid Ben Ahmed , Stéphane Lascaud

In coal-fired power plants, it is critical to improve the operational efficiency of boilers for sustainability. In this work, we formulate real-time boiler control as an optimization problem that looks for the best distribution of…

Systems and Control · Computer Science 2019-03-13 Yukun Ding , Yiyu Shi

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. First, a time discretization of the forward problem is derived using a discontinuous Galerkin formulation. Here, a…

Optimization and Control · Mathematics 2022-03-24 Denis Khimin , Marc C. Steinbach , Thomas Wick

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in…

Optimization and Control · Mathematics 2020-02-24 Edouard Pauwels , Didier Henrion , Jean-Bernard Lasserre

We look into minimizing the hydrogen fuel consumption of hydrogen hybrid trains by optimizing their operation. The powertrain considered is a fuel cell charge-sustaining hybrid. Convex optimization is utilized to compute optimal speed and…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Rabee Jibrin , Stuart Hillmansen , Clive Roberts , Ning Zhao , Zhongbei Tian

Efficient control of qubits plays a key role in quantum information processing. In the current work, an alternative set of differential equations are derived for an optimal quantum control of single or multiple qubits with or without…

Quantum Physics · Physics 2020-11-26 Ding Wang , Haowei Shi , Yueheng Lan

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

Using the Pontryagin maximum principle, the generic structure of optimal policies is deduced for typical quantum control tasks involving coherent lasers, magnetic fields and reservoir engineering. In addition, the periodic optimization is…

Quantum Physics · Physics 2018-01-09 Dmitry V. Zhdanov , Tamar Seideman

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We propose an optimal operation control strategy for an electro-thermal microgrid. Compared to existing work, our approach increases flexibility by operating the thermal network with variable flow temperatures and in that way explicitly…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Max Rose , Christian A. Hans , Johannes Schiffer

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2012-03-13 Yvon Maday , Mohamed-Kamel Riahi , Julien Salomon

In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

Optimization and Control · Mathematics 2025-02-25 Arash Fahim , Md. Arafatur Rahman

Optimally combining frequency control with self-consumption can increase revenues from battery storage systems installed behind-the-meter. This work presents an optimized control strategy that allows a battery to be used simultaneously for…

Optimization and Control · Mathematics 2018-01-01 Jonas Engels , Bert Claessens , Geert Deconinck

Nonlinear model predictive control has been widely adopted to manipulate bilinear systems with dynamics that include products of the inputs and the states. These systems are ubiquitous in chemical processes, mechanical systems, and quantum…

Systems and Control · Electrical Eng. & Systems 2023-07-06 Yingzhao Lian , Yuning Jiang , Daniel F. Opila , Colin N. Jones

Consider a storage system where the content is driven by a Brownian motion absent control. At any time, one may increase or decrease the content at a cost proportional to the amount of adjustment. A decrease of the content takes effect…

Probability · Mathematics 2016-08-05 Zhen Xu , Jiheng Zhang , Rachel Q. Zhang

In this paper, we consider a domestic standalone microgrid equipped with local renewable energy generation such as photovoltaic panels, consumption units, and battery storage to balance supply and demand and investigate the stochastic…

Optimization and Control · Mathematics 2025-11-04 Paul Honore Takam , Nathalie Fruiba