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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…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Fernando Lobo Pereira

In this study, we address a control-constrained optimal control problem pertaining to the transformation of quantum states. Our objective is to navigate a quantum system from an initial state to a desired target state while adhering to the…

Quantum Physics · Physics 2023-10-11 Nahid Binandeh Dehaghani , A. Pedro Aguiar

This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…

Optimization and Control · Mathematics 2020-07-28 Anant A. Joshi , Debasish Chatterjee , Ravi N. Banavar

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…

Optimization and Control · Mathematics 2023-10-12 Victor Ayala , Adriano Da Silva , Maria Torreblanca

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

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 and Control · Mathematics 2022-03-17 Katerina V. Sklyar , Svetlana Yu. Ignatovich

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…

Systems and Control · Electrical Eng. & Systems 2022-06-15 Alexander Gavrikov , Georgy Kostin

Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…

Logic in Computer Science · Computer Science 2016-02-29 Eva Tesarova , Maria Svorenova , Jiri Barnat , Ivana Cerna

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…

Optimization and Control · Mathematics 2021-06-09 Sotaro Katayama , Toshiyuki Ohtsuka

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…

Quantum Physics · Physics 2025-02-21 L. V. Lokutsievskiy , A. N. Pechen , M. I. Zelikin

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

Optimization and Control · Mathematics 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…

Optimization and Control · Mathematics 2014-12-08 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid , Augusto Ferrante