Related papers: Discrete Approximations and Optimality Conditions …
Microscopic machines utilize free energy to create and maintain out-of-equilibrium organization in virtually all living things. Often this takes the form of converting the free energy stored in nonequilibrium chemical potential differences…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
In [1] we consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization, where we provide a condition which allows to decide whether a solution of the necessary first order conditions…
To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…
Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…
We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…
This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on…
This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…
In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…
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…
PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…
Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…
This paper presents an abstraction-refinement method to synthesize control inputs for a discrete-time piecewise linear system. The controlled system behavior satisfies a finite-word linear-time temporal objective while incurring minimal…
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…
We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…