Related papers: A space-time relaxation for $L^1$ optimal control …
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
We consider the application of the theory of vibrational control to H_infinity-problems. We study the possibility of introduction of high-frequency parametric vibrations in order to decrease the minimal attainable value of the…
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…
We consider the optimal control problem associated with a general version of the well known shallow lake model, and we prove the existence of an optimum in the class $L_{loc}^{1}\left(0,+\infty\right)$. Any direct proof seems to be missing…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
We consider the $\mathbb{H}_2$-optimal feedback control problem, for the case in which the plant is passive with bounded $\mathbb{L}_2$ gain, and the feedback law is constrained to be output-strictly passive. In this circumstance, we show…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
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…
This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…
We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…
This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…
This paper introduces a framework for quantitative characterization of the controllability of time-varying linear systems (or networks) in terms of input novelty. The motivation for such an approach comes from the study of biophysical…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…
This work is concerned with a class of optimal control problems governed by a partial differential equation that are motivated by an application in radiotherapy treatment planning, where the primary design objective is to minimize the…
We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…