Related papers: Stochastic Kinematic Optimal Control on SO(3)
In this article we introduce the use of recently developed min/max-plus techniques in order to solve the optimal attitude estimation problem in filtering for nonlinear systems on the special orthogonal (SO(3)) group. This work helps obtain…
A time optimal attitude control problem is studied for the dynamics of a rigid body. The objective is to minimize the time to rotate the rigid body to a desired attitude and angular velocity while subject to constraints on the control…
The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…
This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group \mathbb{SO}\left(3\right) with the tracking error of the normalized Euclidean distance meeting predefined transient and…
An optimal control problem is considered for a stochastic differential equation with the cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for short). This kind of cost functional can cover the general…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…
Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…
For continuous systems modeled by dynamical equations such as ODEs and SDEs, Bellman's Principle of Optimality takes the form of the Hamilton-Jacobi-Bellman (HJB) equation, which provides the theoretical target of reinforcement learning…
We propose a systematic and comprehensive procedure for the construction of synergistic potential functions, which are instrumental in hybrid control design on SO(3). A new map via angular warping on SO(3) is introduced for the construction…
This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…
This paper addresses the stabilization problem of stochastic jump systems (SJSs) closed by a generally sampled controller. Because of the controller's switching and state both sampled, it is challenging to study its stabilization. A new…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
Stochastic optimal control control problems with merely measurable coefficients are not well understood. In this manuscript, we consider fully non-linear stochastic optimal control problems in infinite horizon with measurable coefficients…
The self-organized kinetic system for body attitude coordination (SOKB) was recently derived by Degond et al. (Math. Models Methods Appl. Sci. 27(6), 1005-1049, 2017). This system describe a new collective motion for multi-agents dynamics,…
We study a stochastic control approach to managed futures portfolios. Building on the Schwartz 97 stochastic convenience yield model for commodity prices, we formulate a utility maximization problem for dynamically trading a single-maturity…
In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
This paper presents four types of tracking control systems for the attitude dynamics of a rigid body. First, a smooth control system is constructed to track a given desired attitude trajectory, while guaranteeing almost semi-global…