ﻻ يوجد ملخص باللغة العربية
- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally demanding because their implementation is faced with two difficulties: the extremal equations are of mixed type, and besides, the shooting method has to be carefully initialized. Here, starting from the solution of the non-delayed version of the optimal control problem, the delay is introduced by numerical homotopy methods. Convergence results, which ensure the effectiveness of the whole procedure, are provided. The numerical efficiency is illustrated on an example.
We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a discrete-time se
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of this problem
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and state process
This manuscript presents an algorithm for obtaining an approximation of nonlinear high order control affine dynamical systems, that leverages the controlled trajectories as the central unit of information. As the fundamental basis elements leveraged
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class of problems