Related papers: A hybrid control framework for an optimal visiting…
We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…
The quantum navigation problem of finding the time-optimal control Hamiltonian that transports a given initial state to a target state through quantum wind, that is, under the influence of external fields or potentials, is analysed. By…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject capital into the portfolio account such that the total…
This paper addresses the sensitivity analysis for hybrid systems with discontinuous (jumping) state trajectories. We consider state-triggered jumps in the state evolution, potentially accompanied by mode switching in the control vector…
Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…
In this paper we study the optimization problem of an economic agent who chooses a job and the time of retirement as well as consumption and portfolio of assets. The agent is constrained in the ability to borrow against future income. We…
The orienteering problem (OP) is a combinatorial optimization problem that seeks a path visiting a subset of locations to maximize collected rewards under a limited resource budget. This article presents a systematic PRISMA-based review of…
Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the…
The paper addresses the problem of providing suitable reference trajectories in motion planning problems for autonomous vehicles. Among the various approaches to compute a reference trajectory, our aim is to find those trajectories which…
We consider the problem of planning a closed walk $\mathcal W$ for a UAV to persistently monitor a finite number of stationary targets with equal priorities and dynamically changing properties. A UAV must physically visit the targets in…
We present a framework wherein the trajectory optimization problem (or a problem involving calculus of variations) is formulated as a search problem in a discrete space. A distinctive feature of our work is the treatment of discretization…
The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation related to optimal control problem regulated by a transport equation with boundary control. A suitable viscosity solution approach is needed in view of the…
In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…
Reach-avoid problems involve driving a system to a set of desirable configurations while keeping it away from undesirable ones. Providing mathematical guarantees for such scenarios is challenging but have numerous potential practical…
Many evolutionary and constructive heuristic approaches have been introduced in order to solve the Traveling Thief Problem (TTP). However, the accuracy of such approaches is unknown due to their inability to find global optima. In this…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…
We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…
Autonomous robots commonly aim to complete a nominal behavior while minimizing a cost; this leaves them vulnerable to failure or unplanned scenarios, where a backup or contingency plan to a safe set is needed to avoid a total mission…