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Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
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…
Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
This paper presents a unified derivation of transversality conditions in optimal control problems using exact penalty functions. The key regularity condition is that the origin is uniformly separated from the subdifferential of the penalty…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
This paper addresses novel applications to practical modeling of the newly developed theory of necessary optimality conditions in controlled sweeping/Moreau processes with free time and pointwise control and state constraints. Problems of…
This paper presents an enhanced direct-method-based approach for the real-time solution of optimal control problems to handle path constraints, such as obstacles. The principal contributions of this work are twofold: first, the existing…
In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
We prove the existence of approximate solutions in the (regular) Denjoy-Carleman sense for some systems of smooth complex vector fields. Such approximate solutions provide a well defined notion of Denjoy-Carleman wave front set of…
We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…
Control invariant set is critical for guaranteeing safe control and the problem of computing control invariant set for linear discrete-time system is revisited in this paper by using a data-driven approach. Specifically, sample points on…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…