Related papers: Dynamical System Approach for Optimal Control Prob…
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 present a distributed model predictive control (DMPC) scheme for dynamically decoupled systems which are subject to state constraints, coupling state constraints and input constraints. In the proposed control scheme,…
We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…
This study introduces the divergence-conforming discontinuous Galerkin finite element method (DGFEM) for numerically approximating optimal control problems with distributed constraints, specifically those governed by stationary generalized…
In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…
The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…
We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…
In this paper, elliptic control problems with integral constraint on the gradient of the state and box constraints on the control are considered. The optimal conditions of the problem are proved. To numerically solve the problem, we use the…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multiplies the state and control variables. These classes of…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
Dynamical systems with a distributed yet interconnected structure, like multi-rigid-body robots or large-scale multi-agent systems, introduce valuable sparsity into the system dynamics that can be exploited in an optimal control setting for…
This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The corresponding dynamic programming (DP)…
We consider a general optimal control problem in the setting of gradient flows. Two approximations of the problem are presented, both relying on the variational reformulation of gradient-flow dynamics via the Weighted-Energy-Dissipation…
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…
We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…