English
Related papers

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

200 papers

This paper utilizes finite Fourier series to represent a time-continuous motion and proposes a novel planning method that adjusts the motion harmonics of each manipulator joint. Primarily, we sum the potential energy for collision detection…

Robotics · Computer Science 2023-12-15 Feng Yichang , Wang Jin , Lu Guodong

We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…

Optimization and Control · Mathematics 2021-10-15 Eloïse Berthier , Justin Carpentier , Alessandro Rudi , Francis Bach

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Ricardo Gutierrez , Jesse B. Hoagg

Direct optimal control theory for quantum dynamical problems presents itself as an interesting alternative to the traditional indirect optimal control. The method relies on the first discretize and then optimize paradigm, where a…

Chemical Physics · Physics 2022-01-19 A. R. Ramos Ramos , O. Kühn

In this paper we study the problem of approximating the general solution to an optimal control problem whose dynamics arise from a $2\times 2$ skew-symmetric evolutionary game with arbitrary initial condition. Our approach uses a Fourier…

Optimization and Control · Mathematics 2022-08-31 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

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

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

Optimization and Control · Mathematics 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…

Numerical Analysis · Mathematics 2025-08-27 Z. Y. Zhao , Y. F Wang , A. G. Yagola

In this paper, we propose a new approach for stochastic control problems arising from utility maximization. The main idea is to directly start from the dynamical programming equation and compute the conditional expectation using a novel…

Mathematical Finance · Quantitative Finance 2022-02-28 Jingtang Ma , Zhengyang Lu , Zhenyu Cui

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

Continuum soft robots are inherently underactuated and subject to intrinsic input constraints, making dynamic control particularly challenging, especially in hybrid rigid-soft robots. While most existing methods focus on quasi-static…

We analyse an optimal control with the following features: the dynamical system is linear, and the dependence upon the control parameter is affine. More precisely we consider $\dot x_\alpha(t) = (G + \alpha(t) F)x_\alpha(t)$, where $G$ and…

Analysis of PDEs · Mathematics 2012-03-26 Vincent Calvez , Pierre Gabriel

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…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

This thesis presents new mathematical algorithms for the numerical solution of a mathematical problem class called \emph{dynamic optimization problems}. These are mathematical optimization problems, i.e., problems in which numbers are…

Optimization and Control · Mathematics 2022-08-22 Martin Peter Neuenhofen

Optimal control theory is usually formulated as an indirect method requiring the solution of a two-point boundary value problem. Practically, the solution is obtained by iterative forward and backward propagation of quantum wavepackets.…

Quantum Physics · Physics 2020-10-09 Alejandro R. Ramos Ramos , Oliver Kühn