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We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

In this paper, we propose a method to solve nonlinear optimal control problems (OCPs) with constrained control input in real-time using neural networks (NNs). We introduce what we have termed co-state Neural Network (CoNN) that learns the…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Lihan Lian , Uduak Inyang-Udoh

Differential dynamic programming (DDP) is a direct single shooting method for trajectory optimization. Its efficiency derives from the exploitation of temporal structure (inherent to optimal control problems) and explicit…

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…

Optimization and Control · Mathematics 2015-03-19 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Elena Arcari , Lukas Hewing , Melanie N. Zeilinger

Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…

Optimization and Control · Mathematics 2022-03-16 Federico Berto , Stefano Massaroli , Michael Poli , Jinkyoo Park

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

Robotics · Computer Science 2026-03-26 Dries Dirckx , Jan Swevers , Wilm Decré

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

This paper presents a transferable solution method for optimal control problems with varying objectives using function encoder (FE) policies. Traditional optimization-based approaches must be re-solved whenever objectives change, resulting…

Optimization and Control · Mathematics 2026-03-12 Xingjian Li , Kelvin Kan , Deepanshu Verma , Krishna Kumar , Stanley Osher , Ján Drgoňa

This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…

Optimization and Control · Mathematics 2025-12-04 Kangyu Lin , Toshiyuki Ohtsuka

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

This paper is concerned with finding an optimal path for an observer, or sensor, moving at a constant speed, which is to estimate the position of a stationary target, using only bearing angle measurements. The generated path is optimal in…

Optimization and Control · Mathematics 2022-01-19 C. Yalçın Kaya

Orthogonal collocation methods are direct approaches for solving optimal control problems (OCP). A high solution accuracy is achieved with few optimization variables, making it more favorable for embedded and real-time NMPC applications.…

Optimization and Control · Mathematics 2023-07-11 Jean Pierre Allamaa , Panagiotis Patrinos , Herman Van der Auweraer , Tong Duy Son

In model predictive control (MPC), an optimal control problem (OCP) is solved for the current state and the first input of the solution, the optimal feedback law, is applied to the system. This procedure requires to solve the OCP in every…

Optimization and Control · Mathematics 2020-09-10 Ruth Mitze , Raphael Dyrska , Kai König , Martin Mönnigmann

This paper develops an embedding-based approach to solve switched optimal control problems (SOCPs) with an arbitrary number of subsystems. Initially, the discrete switching signal is represented by a set of binary variables, encoding each…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Masoud S. Sakha , Rushikesh Kamalapurkar

In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…

Optimization and Control · Mathematics 2017-03-16 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

In this paper, we present a unified computational method based on pseudospectral approximations for the design of optimal pulse sequences in open quantum systems. The proposed method transforms the problem of optimal pulse design, which is…

Chemical Physics · Physics 2009-08-17 Jr-Shin Li , Justin Ruths , Dionisis Stefanatos
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