Related papers: Time-optimal control with direct collocation and v…
We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…
Linear control theory is used to develop an improved localized control scheme for spatially extended chaotic systems, which is applied to a Coupled Map Lattice as an example. The optimal arrangement of the control sites is shown to depend…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it…
This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
The paper addresses the exact linearization of flat nonlinear discrete-time systems by generalized static or dynamic feedbacks which may also depend on forward-shifts of the new input. We first investigate the question which forward-shifts…
Least-squares programming is a popular tool in robotics due to its simplicity and availability of open-source solvers. However, certain problems like sparse programming in the $\ell_0$- or $\ell_1$-norm for time-optimal control are not…
Time-optimal control for triple integrator under full box constraints is a fundamental problem in the field of optimal control, which has been widely applied in the industry. However, scenarios involving asymmetric constraints,…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
Standard optimal control methods perform optimization in the time domain. However, many experimental settings demand the expression of the control signal as a superposition of given waveforms, a case that cannot easily be accommodated using…
This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…
The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. Specifically in the optimal control minimization problem, a tracking-type cost functional is minimized to steer the…
This article regards numerical optimal control of a class of hybrid systems with hysteresis using solely techniques from nonlinear optimization, without any integer variables. Hysteresis is a rate independent memory effect which often…
We study local structure of time-optimal controls and trajectories for a 3-dimensional control-affine system with a 2-dimensional control parameter with values in the disk. In particular, we give sufficient conditions, in terms of Lie…