Related papers: Optimal synthesis in the simplest time-optimal pro…
Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…
This paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where…
We study an ancient problem that in a static or dynamical system, sought an optimal path, which the context always means within an extremal condition. In fact, through those discussions about this theme, we established a universal essential…
We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…
In this paper, we present an efficient algorithm for solving a linear optimization problem with entropic constraints, a class of problems that arises in game theory and information theory. Our analysis distinguishes between the cases of…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
Hybrid dynamical systems pose significant challenges for effective planning and control, especially when additional constraints such as obstacle avoidance, state boundaries, and actuation limits are present. In this letter, we extend the…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…
We propose an optimal control strategy to generate maximally entangled states in bipartite quantum systems. Leveraging the Pontryagin Principle, we derive time-dependent control fields that maximize the entanglement measure, specifically…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
A formalism based on Pontryagin's maximum principle is applied to determine the time-optimal protocol that drives a general initial state to a target state by a Hamiltonian with limited control, i.e., there is a single control field with…
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…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…
Optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This dynamical systems formulation allows for the analysis and synthesis of…
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…