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In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

The shooting method is used to solve a boundary value problem with separated and explicit constraints. To obtain approximations of an unknown initial values there are considered arguments based on the adjoint differential system attached to…

Numerical Analysis · Mathematics 2022-10-06 Ernest Scheiber

We propose a modified normalized direct linear transform (DLT) algorithm for solving the perspective-n-point (PnP) problem with much better behavior than the conventional DLT. The modification consists of analytically weighting the…

Computer Vision and Pattern Recognition · Computer Science 2025-01-28 Sébastien Henry , John A. Christian

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Continuous-depth neural networks can be viewed as deep limits of discrete neural networks whose dynamics resemble a discretization of an ordinary differential equation (ODE). Although important steps have been taken to realize the…

Neural and Evolutionary Computing · Computer Science 2020-12-09 François-Xavier Vialard , Roland Kwitt , Susan Wei , Marc Niethammer

This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…

Optimization and Control · Mathematics 2025-10-13 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

In this paper, we propose a novel method for addressing Optimal Control Problems (OCPs) with input-affine dynamics and cost functions. This approach adopts a Model Predictive Control (MPC) strategy, wherein a controller is synthesized to…

Optimization and Control · Mathematics 2024-06-18 Morgan Jones , Yuanbo Nie , Matthew M. Peet

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…

Optimization and Control · Mathematics 2024-03-19 Chen YAN

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…

Optimization and Control · Mathematics 2023-12-18 Alessandro Betti , Michele Casoni , Marco Gori , Simone Marullo , Stefano Melacci , Matteo Tiezzi

Bang-bang control is ubiquitous for Optimal Control Problems (OCPs) where the constrained control variable appears linearly in the dynamics and cost function. Based on the Pontryagin's Minimum Principle, the indirect method is widely used…

Optimization and Control · Mathematics 2023-12-04 Kun Wang , Zheng Chen , Zhenyu Wei , Fangmin Lu , Jun Li

In this paper we We propose GoPRONTO, a first-order, feedback-based approach to solve nonlinear discrete-time optimal control problems. This method is a generalized first-order framework based on incorporating the original dynamics into a…

Optimization and Control · Mathematics 2023-08-22 Lorenzo Sforni , Sara Spedicato , Ivano Notarnicola , Giuseppe Notarstefano

A general-purpose C++ software program called $\mathbb{CGPOPS}$ is described for solving multiple-phase optimal control problems using adaptive Gaussian quadrature collocation. The software employs a Legendre-Gauss-Radau direct orthogonal…

Optimization and Control · Mathematics 2019-05-30 Yunus M. Agamawi , Anil V. Rao

Optimization of deep neural networks (DNNs) has been a driving force in the advancement of modern machine learning and artificial intelligence. With DNNs characterized by a prolonged sequence of nonlinear propagation, determining their…

Machine Learning · Computer Science 2025-10-17 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan
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