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Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
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…
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…
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…
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…
In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…
We introduce a new method, stepwise method for solving optimal con- trol problems. Our first motivation for new approach emanate from limi- tations on continuous time control functions in PMP. Practically in most of the real world models,…
We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…
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…
Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…
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…
Optimal control problems with oscillations (chattering controls) and concentrations (impulsive controls) can have integral performance criteria such that concentration of the control signal occurs at a discontinuity of the state signal.…
An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…