Related papers: Optimal synthesis in the simplest time-optimal pro…
Through the Pontryagin maximum principle, we solve a minimal-time problem for a linear control system on a cylinder, considered as a homogeneous space of the solvable Lie group of dimension two. The main result explicitly shows the…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…
For the time optimal control on an invariant system on SU(2), with two independent controls and a bound on the norm of the control, the extremals of the maximum principle are explicit functions of time and the resulting differential…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
In this paper we consider the minimum time population transfer problem for a two level quantum system driven by {\em two} external fields with bounded amplitude. The controls are modeled as real functions and we do not use the Rotating Wave…
We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…
We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…
A dynamical system entrains to a periodic input if its state converges globally to an attractor with the same period. In particular, for a constant input the state converges to a unique equilibrium point for any initial condition. We…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
This paper aims to address the nonlinear optimal guidance problem with impact-time and impact-angle constraints, which is fundamentally important for multiple pursuers to collaboratively achieve a target. Addressing such a guidance problem…
In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…
We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…
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…