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In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…

Optimization and Control · Mathematics 2023-11-06 Natalia Pavlasek , Sarah H. Q. Li , Behçet Açıkmeşe , Meeko Oishi , Claus Danielson

This paper formulates an optimal control problem for a system of rigid bodies that are connected by ball joints and immersed in an irrotational and incompressible fluid. The rigid bodies can translate and rotate in three-dimensional space,…

Optimization and Control · Mathematics 2009-09-23 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

Optimization and Control · Mathematics 2024-08-01 Daniel Wachsmuth

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…

Systems and Control · Computer Science 2017-04-11 Sheng Zhang , En-Mi Yong , Wei-Qi Qian , Kai-Feng He

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Probability · Mathematics 2020-04-16 Mingshang Hu , Falei Wang

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We study the interplay between rotating wave approximation and optimal control. In particular, we show that for a wide class of optimal control problems one can choose the control field such that the Hamiltonian becomes time-independent…

Quantum Physics · Physics 2016-03-21 Maximilian Keck , Matthias M. Müller , Tommaso Calarco , Simone Montangero

We consider an exit-time minimum problem with a running cost, $l\geq 0$ and unbounded controls. The occurrence of points where $l=0$ can be regarded as a transversality loss. Furthermore, since controls range over unbounded sets, the family…

Optimization and Control · Mathematics 2016-11-03 A. C. Lai , M. Motta , F. Rampazzo

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…

Optimization and Control · Mathematics 2016-11-16 Milan Korda , Colin N. Jones

We address the issue of safe optimal path planning under parametric uncertainties using a novel regularizer that allows trading off optimality with safety. The proposed regularizer leverages the notion that collisions may be modeled as…

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…

Robotics · Computer Science 2018-03-28 Arun Kumar Singh , Sigal Berman , Ilana Nisky

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

The purpose of this paper is to review and highlight some connections between the problem of nonlinear smoothing and optimal control of the Liouville equation. The latter has been an active area of recent research interest owing to work in…

Optimization and Control · Mathematics 2023-03-23 Jin W. Kim , Prashant G. Mehta

The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…

Optimization and Control · Mathematics 2007-05-23 Igor Borovikov

We study a stochastic recursive optimal control problem in which the cost functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Some of the economic and financial optimization…

Optimization and Control · Mathematics 2015-09-01 Mingshang Hu , Shaolin Ji