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We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

Optimal control theory is applied to analyze the time-optimal solution with a single scalar control knob in a two-level quantum system without quantum decoherence. Emphasis is \change{placed} on the dependence on the maximum control…

Quantum Physics · Physics 2025-04-03 Chungwei Lin , Qi Ding , Petros T. Boufounos , Yanting Ma , Yebin Wang , Dries Sels , Chih-Chun Chien

Optimal control is a popular approach to synthesize highly dynamic motion. Commonly, $L_2$ regularization is used on the control inputs in order to minimize energy used and to ensure smoothness of the control inputs. However, for some…

Robotics · Computer Science 2022-07-18 Traiko Dinev , Wolfgang Merkt , Vladimir Ivan , Ioannis Havoutis , Sethu Vijayakumar

This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…

Optimization and Control · Mathematics 2019-01-14 Christian Clason , Thi Bich Tram Do , Frank Pörner

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…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

The purpose of this paper is to review and highlight some connections between the problem of nonlinear smoothing and optimal control of the Liouville equation. The latter has been an active area of recent research interest owing to work in…

Optimization and Control · Mathematics 2023-03-23 Jin W. Kim , Prashant G. Mehta

A method is developed for solving bang-bang and singular optimal control problems using adaptive Legendre-Gauss-Radau (LGR) collocation. The method is divided into several parts. First, a structure detection method is developed that…

Optimization and Control · Mathematics 2022-01-28 Elisha R. Pager , Anil V. Rao

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

In the present work, we present numerical results for an iterative method for solving an optimal control problem with inequality contraints. The method is based on generalized Bregman distances. Under a combination of a source condition and…

Optimization and Control · Mathematics 2016-06-07 Frank Pörner

A mesh refinement method is developed for solving bang-bang optimal control problems using direct collocation. The method starts by finding a solution on a coarse mesh. Using this initial solution, the method then determines automatically…

Optimization and Control · Mathematics 2019-05-31 Yunus M. Agamawi , William W. Hager , Anil V. Rao

This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

Optimization and Control · Mathematics 2024-08-28 Wenqiang Pu , Kaizhao Sun , Jiawei Zhang

This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…

Dynamical Systems · Mathematics 2019-04-02 Tyler Westenbroek , Xiaobin Xiong , Aaron D Ames , S Shankar Sastry

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Physically motivated classical heuristic optimization algorithms such as simulated annealing (SA) treat the objective function as an energy landscape, and allow walkers to escape local minima. It has been argued that quantum properties such…

Quantum Physics · Physics 2019-08-05 Aniruddha Bapat , Stephen Jordan

In some optimal control problems, complex relationships between states and inputs cannot be easily represented using continuous constraints, necessitating the use of discrete logic instead. This paper presents a method for incorporating…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

The paper studies integral functionals with non-smooth functions from L_2 defined on solutions of ODEs. Some regularity is obtained in the form of estimates of L_2-norm for these functionals. This result is used for regularization of…

Optimization and Control · Mathematics 2010-11-01 Nikolai Dokuchaev

The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal…

Optimization and Control · Mathematics 2021-07-20 Mahya Aghaee , William W. Hager

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Optimization and Control · Mathematics 2025-09-09 Thomas L. Ahrens , Ian M. Down , Manoranjan Majji

The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…

Optimization and Control · Mathematics 2024-02-19 Takuya Ikeda