Related papers: Numerical optimal control for distributed delay di…
We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…
We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…
A new method for solving optimal tracking control of linear quadratic time-varying systems with multiple time delays in state and input variables and with combined constraints is presented in this paper. By using the relations of Chebyshev…
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 discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…
For several years, the completion time and the decoding delay problems in Instantly Decodable Network Coding (IDNC) were considered separately and were thought to completely act against each other. Recently, some works aimed to balance the…
This paper is devoted to the numerical analysis of a control constrained distributed optimal control problem subject to a time fractional diffusion equation with non-smooth initial data. The solutions of state and co-state are decomposed…
This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…
Networked Predictive Control is widely used to mitigate the effect of delays and dropouts in Networked Control Systems, particularly when these exceed the sampling time. A key design choice of these methods is the delay bound, which…
We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…
We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…
Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
Hybrid numerical-experimental testing is a standard approach for complex dynamical structures that are, on the one hand, not easy to model due to complexity and parameter uncertainty and, on the other hand, too expensive for full-scale…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…