相关论文: Some Insights on Synthesizing Optimal Linear Quadr…
In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…
This work contributes to the field of optimal control of bilinear systems. It concerns a continuous time, finite dimensional, bilinear state equation with a quadratic performance index to be minimized. The state equation is non-autonomous…
Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…
The non-linear optimization method developed by Konnov and Krotov [Automation and Remote Control 60, 1427 (1999)] has been used previously to extend the capabilities of optimal control theory from the linear to the non-linear Schr\"odinger…
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…
This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…
This article presents a new technique for suboptimal consensus protocol design for a class of multiagent systems. The technique is based upon the extension of newly developed sufficient conditions for suboptimal linear-quadratic optimal…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
We present an optimize-then-discretize framework for solving linear-quadratic optimal control problems (OCP) governed by time-inhomogeneous ordinary differential equations (ODEs). Our method employs a modified overlapping Schwarz…
This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…
This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…
Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…
This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…
Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…
This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
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…