Results 11 to 20 of about 116,116,737 (263)
Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems [PDF]
49th IEEE Conference on Decision and Control (CDC), 2010 Continuous-time linear constrained optimal control problems are in practice often solved using discretization techniques, e.g. in model predictive control (MPC). This requires the discretization of the (linear time-invariant) dynamics and the cost functional leading to discrete-time optimization problems.
Lanshan Han +3 more
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Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2013 The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an inter- mediate position between continuous-time and discrete-time ...
Boris S. Mordukhovich, Ilya Shvartsman
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Journal of Differential Equations, 2021 This paper addresses a new class of optimal control problems for perturbed sweeping processes with measurable controls in additive perturbations of the dynamics and smooth controls in polyhedral moving sets. We develop a constructive discrete approximation procedure that allows us to strongly approximate any feasible trajectory of the controlled ...
Tan H. Cao +3 more
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Optimal Control of Differential Inclusions, I: Lipschitzian case
Известия Иркутского государственного университета: Серия "Математика", 2019 We develop the method of discrete approximations to study optimal control problems for differential inclusions by using advanced tools of variational analysis and generalized differentiation.
B.S. Mordukhovich
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Optimal Control of Neutral Functional-Differential Inclusions Linear in Velocities
Trends in Computational and Applied Mathematics, 2004 This paper studies optimal control problems for dynamical systems governed by neutral functional-differential inclusions that linearly depend on delayed velocity variables.
B.S. Mordukovich, L. Wang
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Discrete Mechanics and Optimal Control for Space Trajectory Design [PDF]
, 2011 Space trajectory design is often achieved through a combination of dynamical systems theory and optimal control. The union of trajectory design techniques utilizing invariant manifolds of the planar circular restricted three-body problem and the optimal ...
Moore, Ashley
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A set oriented approach to global optimal control [PDF]
, 2002 We describe an algorithm for computing the value function for 'all source, single destination' discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies.
Oliver Junge +3 more
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On the dynamic programming algorithm under the assumption of monotonicity
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2014 We formulate a discrete optimal control problem, which has not been considered earlier, which arises in the design of oil and gas networks. For this problem we set four theorems so that you can have a process, the optimal process and the optimum value ...
Valery G Ovchinnikov
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Optimal policies for discrete time risk processes with a Markov chain investment model [PDF]
, 2006 We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Romera, Rosario, Diasparra, Maikol
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A priori error estimates for optimal control problems with pointwise constraints on the gradient of the state [PDF]
, 2011 We analyze a finite element approximation of an elliptic optimal control problem with pointwise bounds on the gradient of the state variable. We derive convergence rates if the control space is discretized implicitly by the state equation. In contrast to
Ortner, Christoph +4 more
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