相关论文: A Time-Freezing Approach for Numerical Optimal Con…
This paper introduces a novel time-freezing reformulation and numerical methods for optimal control of complementarity Lagrangian systems (CLS) with state jumps. We cover the difficult case when the system evolves on the boundary of the…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
Nonsmooth phenomena, such as abrupt changes, impacts, and switching behaviors, frequently arise in real-world systems and present significant challenges for traditional optimal control methods, which typically assume smoothness and…
As we move to increasingly complex cyber-physical systems (CPS), new approaches are needed to plan efficient state trajectories in real-time. In this paper, we propose an approach to significantly reduce the complexity of solving optimal…
We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…
We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…
In this paper, we carry out the numerical analysis of a nonsmooth quasilinear elliptic optimal control problem, where the coefficient in the divergence term of the corresponding state equation is not differentiable with respect to the state…
We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…
In some optimal control problems, complex relationships between states and inputs cannot be easily represented using continuous constraints, necessitating the use of discrete logic instead. This paper presents a method for incorporating…
A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…
Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
We present a method of exploiting symmetries of discrete-time optimal control problems to reduce the dimensionality of dynamic programming iterations. The results are derived for systems with continuous state variables, and can be applied…