Related papers: Mutual Information Optimal Control of Discrete-Tim…
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…
We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…
This paper extends our previous work in [1],[2], on optimal scheduling of autonomous vehicle arrivals at intersections, from one to a grid of intersections. A scalable distributed Mixed Integer Linear Program (MILP) is devised that solves…
We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…
Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
Cooperative Distributed Model Predictive Control (DiMPC) architecture employs local MPC controllers to control different subsystems, exchanging information with each other through an iterative procedure to enhance overall control…
Dual control addresses the trade-off between exploitation and exploration, where control inputs both regulate the system and generate informative data for estimation and identification. For certain problem classes, control and estimation…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…
Maximum Causal Entropy (MCE) Inverse Optimal Control (IOC) has become an effective tool for modelling human behaviour in many control tasks. Its advantage over classic techniques for estimating human policies is the transferability of the…
Adaptive control problems are notoriously difficult to solve even in the presence of plant-specific controllers. One way to by-pass the intractable computation of the optimal policy is to restate the adaptive control as the minimization of…
In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
This study examines a resource-sharing problem involving multiple parties that agree to use a set of capacities together. We start with modeling the whole problem as a mathematical program, where all parties are required to exchange…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…