Related papers: Switched Optimal Control with Dwell Time Constrain…
Studies regarding the computation of Optimal Control Problems (OCPs) with terminal inequality constraint, under the frame of the Variation Evolving Method (VEM), are carried out. The attributes of equality constraints and inequality…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…
Stochastic Optimal Control Problems (SOCPs) plays a major role in the sequential decision-making challenges. There exist various iterative algorithms, under framework of stochastic maximum principle, that sequentially find the optimal…
Discrete time control systems whose dynamics and observations are described by stochastic equations are common in engineering, operations research, health care, and economics. For example, stochastic filtering problems are usually defined…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…
This paper proposes a novel approach to formulate time-optimal point-to-point motion planning and control under uncertainty. The approach defines a robustified two-stage Optimal Control Problem (OCP), in which stage 1, with a fixed time…
The optimal control problem for the kinematic bicycle model is considered where the trajectories are required to satisfy the safety constraints in the continuous-time sense. Based on the differential flatness property of the model,…
The worst-case robust adaptive beamforming problem for general-rank signal model is considered. Its formulation is to maximize the worst-case signal-to-interference-plus-noise ratio (SINR), incorporating a positive semidefinite constraint…
In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…
In this paper, we propose a novel method for addressing Optimal Control Problems (OCPs) with input-affine dynamics and cost functions. This approach adopts a Model Predictive Control (MPC) strategy, wherein a controller is synthesized to…
Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…
Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…
It is well known that for ergodic channel processes the Generalized Max-Weight Matching (GMWM) scheduling policy stabilizes the network for any supportable arrival rate vector within the network capacity region. This policy, however, often…
We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…
In the last decade, the integration of Renewable Energy Sources (RES) in distribution networks has been constantly increasing due to their many technical, economical, and environmental benefits. However, the large-scale penetration of RESs…
Computation of general state- and/or control-constrained Optimal Control Problems (OCPs) is difficult for various constraints, especially the intractable path constraint. For such problems, the theoretical convergence of numerical…
We consider a bounded domain $\Omega$ in $\mathbb{R}^{n}$ whose regular boundary $\partial\Omega$ consists of the union of two disjoint portions $\Gamma_{1}$ and $\Gamma_{2}$ with $meas(\Gamma_{1})>0$. The convergence of a family of…
The commonly adopted assumption of stationary demands cannot actually reflect fluctuating demands and will weaken solution effectiveness in real practice. We consider an On-line Non-stationary Inventory Control Problem (ONICP), in which no…
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…