Related papers: A Parallel Decomposition Scheme for Solving Long-H…
In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…
In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…
An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…
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…
Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…
We develop a novel parallel decomposition strategy for unweighted, undirected graphs, based on growing disjoint connected clusters from batches of centers progressively selected from yet uncovered nodes. With respect to similar previous…
This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…
We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…
Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…
We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…
An efficient strategy to construct physics-based local surrogate models for parametric linear elliptic problems is presented. The method relies on proper generalized decomposition (PGD) to reduce the dimensionality of the problem and on an…
In this paper, we provide a decentralized theoretical framework for coordination of connected and automated vehicles (CAVs) at different traffic scenarios. The framework includes: (1) an upper-level optimization that yields for each CAV its…
We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…
A novel splitting scheme to solve parametric multiconvex programs is presented. It consists of a fixed number of proximal alternating minimisations and a dual update per time step, which makes it attractive in a real-time Nonlinear Model…
This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…
This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…
This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…