Related papers: Optimal Control from a Fluid Dynamics Perspective
We present a method for determining optimal walking paths in steep terrain using the level set method and an optimal control formulation. By viewing the walking direction as a control variable, we can determine the optimal control by…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
In this paper, we propose a novel approach for controlling surface water waves and their interaction with floating bodies. We consider a floating target rigid body surrounded by a control region where we design three control strategies of…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
This paper proposes a method to design an optimal dynamic contract between a principal and an agent, who has the authority to control both the principal's revenue and an engineered system. The key characteristic of our problem setting is…
In this paper we focus on a two-link swimmer called scallop which moves changing dynamics between two fluids regimes. We address and solve explicitly two optimal control problems, the minimum time one and the minimum quadratic cost needed…
The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…
Quantum coherence inherently affects the dynamics and the performances of a quantum machine. Coherent control can, at least in principle, enhance the work extraction and boost the velocity of evolution in an open quantum system. Using…
Semilinear parabolic systems with bi-linear nonlinearities cover a lot of applications and their optimal control leads to relatively simple optimality conditions. An example is the incompressible Navier-Stokes system for homogeneous fluids,…
In this paper we propose a new way of proving the value of a firm that is currently producing a certain product and faces the option to exit the market. The problem of optimal exiting is an optimal stopping problem, that can be solved using…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…
The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…
Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show…
Modeling heterogeneous and multi-lane traffic flow is essential for understanding and controlling complex transportation systems. In this work, we consider three vehicle populations: two classes of human-driven vehicles (cars and trucks)…
This paper addresses planning and control of robot motion under uncertainty that is formulated as a continuous-time, continuous-space stochastic optimal control problem, by developing a topology-guided path integral control method. The path…