Related papers: Numerical optimal control for distributed delay di…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
We present a time-parallelization method that enables to accelerate the computation of quantum optimal control algorithms. We show that this approach is approximately fully efficient when based on a gradient method as optimization solver:…
In this paper, we consider the application of optimal periodic control sequences to switched dynamical systems. The control sequence is obtained using a finite-horizon optimal method based on dynamic programming. We then consider Euler…
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…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
In this paper we study the approximate controllability and existence of optimal control of impulsive fractional semilinear delay differential equations with non-local conditions. We use Sadovskii's fixed point theorem, semigroup theory of…
Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…
Delay-coordinate maps have been widely used recently to study nonlinear dynamical systems, where there is only access to the time series of one of their variables. Here, we show how the partial control method can be applied in this kind of…
This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…
We investigate feedback control of linear quantum systems subject to feedback-loop time delays. In particular, we examine the relation between the potentially achievable control performance and the time delays, and provide theoretical…
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…
We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…
Reachable sets of nonlinear control systems can in general only be approximated numerically, and these approximations are typically very expensive to compute. In this paper, we explore a strategy for choosing the temporal and spatial…
Control of wireless multihop networks, while simultaneously meeting end-to-end mean delay requirements of different flows is a challenging problem. Additionally, distributed computation of control parameters adds to the complexity. Using…
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…
In this paper, we study probabilistic numerical methods based on optimal quantization algorithms for computing the solution to optimal multiple switching problems with regime-dependent state process. We first consider a discrete-time…
A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…
In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…