Related papers: Nonlinear optimal control via occupation measures …
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
Optimized Pulse Patterns (OPPs) are gaining increasing popularity in the power electronics community over the well-studied pulse width modulation due to their inherent ability to provide the switching instances that optimize current…
In this paper, the optimal consensus problem for general nonlinear multi-agent systems is studied, where both leaderless and leader-follower cases are considered in a unified framework. The key idea is to convert consensus problems into…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
We consider a continuous time linear multi inventory system with unknown demands bounded within ellipsoids and controls bounded within ellipsoids or polytopes. We address the problem of "-stabilizing the inventory since this implies some…
The optimal power flow (OPF) problem minimizes power system operating cost subject to both engineering and network constraints. With the potential to find global solutions, significant research interest has focused on convex relaxations of…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
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…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…
The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…
In this presentation, we will develop a short overview of main trends of optimization in systems and control, and from there outline some new perspectives emerging today. More specifically, we will focus on the current situation, where it…
We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…
Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…
We consider a nonlinear optimal control problem with dynamics described by a differential inclusion involving a maximal monotone map $A:\mathbb{R}^N\rightarrow2^{\mathbb{R}^N}$. We do not assume that $D(A)=\mathbb{R}^N$, incorporating in…
Moment optimization techniques have been recently proposed to solve globally various classes of optimal control problems. As those methods return truncated moment sequences of occupation measures, this paper explores a numeric method for…