相关论文: Semi-Decentralized Approximation of Optimal Contro…
We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…
The State-Dependent Riccati Equation (SDRE) approach is extensively utilized in nonlinear optimal control as a reliable framework for designing robust feedback control strategies. This work provides an analysis of the SDRE approach,…
In this work, we demonstrate that the Bochner integral representation of the Algebraic Riccati Equations (ARE) are well-posed without any compactness assumptions on the coefficient and semigroup operators. From this result, we then are able…
This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…
We introduce a numerical method, based on modified hat functions, for solving a class of fractional optimal control problems. In our scheme, the control and the fractional derivative of the state function are considered as linear…
We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…
We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…
We propose a computational framework for replacing the repeated numerical solution of differential Riccati equations in finite-horizon Linear Quadratic Regulator (LQR) problems by a learned operator surrogate. Instead of solving a nonlinear…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
The State-Dependent Riccati Equation (SDRE) technique generalizes the classical algebraic Riccati formulation to nonlinear systems by designing an input to the system that optimally(suboptimally) regulates system states toward the origin…
We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…
Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…
We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximation of the state equation using a discretization of the…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…
We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…
We consider the problem of distributed optimal power flow (OPF) for multi-area electric power systems. A novel distributed algorithm is proposed, referred to as the rotated coordinate descent critical region exploration (RCDCRE). It allows…
This paper considers the optimal decentralized control for networked control systems (NCSs) with asymmetric partial information sharing between two controllers. In this NCSs model, the controller 2 (C2) shares its observations and part of…
We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…