Related papers: Dynamical System Approach for Optimal Control Prob…
A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…
Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…
Nonlinear optimal control problems for trajectory planning with obstacle avoidance present several challenges. While general-purpose optimizers and dynamic programming methods struggle when adopted separately, their combination enabled by a…
In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…
This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of network-wide constrained optimization…
A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…
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…
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…
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…
This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…
We propose two novel numerical schemes for approximate implementation of the dynamic programming~(DP) operation concerned with finite-horizon, optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms…
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…
The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…
Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…
Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained…
We study the Optimal Control Problem (OCP) for regular linear differential-algebraic systems (DAEs). To this end, we introduce the input index, which allows, on the one hand, to characterize the space of consistent initial values in terms…
In haptics, guaranteeing stability is essential to ensure safe interaction with remote or virtual environments. One of the most relevant methods at the state-of-the-art is the Time Domain Passivity Approach (TDPA). However, its high…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…