English
Related papers

Related papers: Fourier--Hermite Dynamic Programming for Optimal C…

200 papers

Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…

Machine Learning · Computer Science 2021-06-14 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for…

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…

Numerical Analysis · Mathematics 2025-09-15 Yann-Meing Law

The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…

Optimization and Control · Mathematics 2023-08-21 Thomas Führer , Francisco Fuica

- 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

Optimal tracking in switched systems with controlled subsystem and Discrete-time (DT) dynamics is investigated. A feedback control policy is generated such that a) the system tracks the desired reference signal, and b) the optimal switching…

Systems and Control · Electrical Eng. & Systems 2019-07-30 Tohid Sardarmehni , Xingyong Song

This paper introduces OptimizedDP, a high-performance software library for several common grid-based dynamic programming (DP) algorithms used in control theory and robotics. Specifically, OptimizedDP provides functions to numerically solve…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Minh Bui , Hanyang Hu , Chong He , Michael Lu , George Giovanis , Arrvindh Shriraman , Mo Chen

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

We develop a novel, general and computationally efficient framework, called Divide and Conquer Dynamic Programming (DCDP), for localizing change points in time series data with high-dimensional features. DCDP deploys a class of greedy…

Methodology · Statistics 2023-06-05 Wanshan Li , Daren Wang , Alessandro Rinaldo

We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…

Numerical Analysis · Mathematics 2013-03-25 Mårten Gulliksson , Sverker Edvardsson , Andreas Lind

Safe control for control-affine systems has been extensively studied. However, due to the complexity of system dynamics, it is challenging and time-consuming to apply these methods directly to non-control-affine systems, which cover a large…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Yihang Yao , Tianhao Wei , Changliu Liu

Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper proposes projected primal-dual dynamical system approaches…

Optimization and Control · Mathematics 2023-12-19 Rejitha Raveendran , Arun D. Mahindrakar , Umesh Vaidya

In this paper, we study representation formulas for finite-horizon optimal control problems with or without state constraints, unifying two different viewpoints: the Lagrangian and dynamic programming (DP) frameworks. In a recent work [1],…

Optimization and Control · Mathematics 2022-11-04 Yeoneung Kim , Insoon Yang

In this paper a neural network heuristic dynamic programing (HDP) is used for optimal control of the virtual inertia based control of grid connected three phase inverters. It is shown that the conventional virtual inertia controllers are…

Machine Learning · Computer Science 2019-08-19 Sepehr Saadatmand , Mohammad Saleh Sanjarinia , Pourya Shamsi , Mehdi Ferdowsi , Donald C. Wunsch

We present a method of exploiting symmetries of discrete-time optimal control problems to reduce the dimensionality of dynamic programming iterations. The results are derived for systems with continuous state variables, and can be applied…

Systems and Control · Computer Science 2018-08-30 John Maidens , Axel Barrau , Silvere Bonnabel , Murat Arcak

A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…

Optimization and Control · Mathematics 2020-05-29 Yunus M. Agamawi , Anil V. Rao

We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Paul N. Beuchat , Joseph Warrington , John Lygeros