Related papers: Optimal Tracking Control for Unknown Linear System…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…
This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…
This paper discusses a new approximation method for operators which are solution to an operational Riccati equation (ORE). The latter is derived from the theory of optimal control of linear problems posed in Hilbert spaces. The…
Shaping the reachable set of a dynamical system is a fundamental challenge in control design, with direct implications for both performance and safety. This paper considers the problem of selecting the optimal input matrix for a linear…
The State-Dependent Riccati Equation (SDRE) approach is extensively utilized in nonlinear optimal control as a reliable framework for designing robust feedback control strategies. This work provides an analysis of the SDRE approach,…
Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
The optimal tracking problem is addressed in the robotics literature by using a variety of robust and adaptive control approaches. However, these schemes are associated with implementation limitations such as applicability in uncertain…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
To cope with fast-fluctuating distributed energy resources (DERs) and uncontrolled loads, this paper formulates a time-varying optimization problem for distribution grids with DERs and develops a novel non-iterative algorithm to track the…
Discrete barycenters are the optimal solutions to mass transport problems for a set of discrete measures. Such transport problems arise in many applications of operations research and statistics. The best known algorithms for exact…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
We consider the problem of controlling the movement of multiple cooperating agents so as to minimize an uncertainty metric associated with a finite number of targets. In a one-dimensional mission space, we adopt an optimal control framework…