Related papers: Time-optimal control with direct collocation and v…
We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…
For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
We propose two new optimistic planning algorithms for nonlinear hybrid-input systems, in which the input has both a continuous and a discrete component, and the discrete component must respect a dwell-time constraint. Both algorithms select…
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…
There is a rising interest in Spatio-temporal systems described by Partial Differential Equations (PDEs) among the control community. Not only are these systems challenging to control, but the sizing and placement of their actuation is an…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
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…
Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that…
We consider a control constrained parabolic optimal control problem and use variational discretization for its time semi-discretization. The state equation is treated with a Petrov-Galerkin scheme using a piecewise constant Ansatz for the…
The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…
Time-optimal control of a multi-rotor remains an open problem due to the under-actuation and nonlinearity of its dynamics, which make it difficult to solve this problem directly. In this paper, the time-optimal control problem of the…
This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…