相关论文: Optimal management and spatial patterns in a distr…
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 consider the minimum time population transfer problem for a two level quantum system driven by {\em two} external fields with bounded amplitude. The controls are modeled as real functions and we do not use the Rotating Wave…
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…
This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…
Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…
The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
This work presents a multiscale framework to solve a class of stochastic optimal control problems in the context of robot motion planning and control in a complex environment. In order to handle complications resulting from a large decision…
Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…
An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature $k$-symplectic formalism is used to…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…
We propose an analysis of the time-optimal control of a dissipative two-level quantum system whose dynamics is governed by the Lindblad equation. This simple system allows one to use tools of geometric control theory and to construct its…
In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…