Geometric numerical integration of nonholonomic systems and optimal control problems

A geometric derivation of numerical integrators for nonholonomic systems and optimal control problems is obtained. It is based in the classical technique of generating functions adapted to the special features of nonholonomic systems and optimal control problems.Comment: 6 pages, 1 figure. Submitted to IFAC Workshop on Lagrangian and Hamiltonian Methods for Nonlinear Control, Sevilla 200

Challenges in Optimal Control of Nonlinear PDE-Systems

The workshop focussed on various aspects of optimal control problems for systems of nonlinear partial differential equations. In particular, discussions around keynote presentations in the areas of optimal control of nonlinear/non-smooth systems, optimal control of systems involving nonlocal operators, shape and topology optimization, feedback control and stabilization, sparse control, and associated numerical analysis as well as design and analysis of solution algorithms were promoted. Moreover, also aspects of control of fluid structure interaction problems as well as problems arising in the optimal control of quantum systems were considered

Guaranteed robustness properties of multivariable, nonlinear, stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems

Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces

© 2007 EUCA.A novel online-computation approach to optimal control of nonlinear, noise-affected systems with continuous state and control spaces is presented. In the proposed algorithm, system noise is explicitly incorporated into the control decision. This leads to superior results compared to state-of-the-art nonlinear controllers that neglect this influence. The solution of an optimal nonlinear controller for a corresponding deterministic system is employed to find a meaningful state space restriction. This restriction is obtained by means of approximate state prediction using the noisy system equation. Within this constrained state space, an optimal closed-loop solution for a finite decision-making horizon (prediction horizon) is determined within an adaptively restricted optimization space. Interleaving stochastic dynamic programming and value function approximation yields a solution to the considered optimal control problem. The enhanced performance of the proposed discrete-time controller is illustrated by means of a scalar example system. Nonlinear model predictive control is applied to address approximate treatment of infinite-horizon problems by the finite-horizon controller

Analysis and optimal boundary control of a nonstandard system of phase field equations

We investigate a nonstandard phase field model of Cahn-Hilliard type. The model describes two-species phase segregation and consists of a system of two highly nonlinearly coupled PDEs. It has been studied recently in the papers arXiv:1103.4585 and arXiv:1109.3303 for the case of homogeneous Neumann boundary conditions. In this paper, we investigate the case that the boundary condition for one of the unknowns of the system is of third kind and nonhomogeneous. For the resulting system, we show well-posedness, and we study optimal boundary control problems. Existence of optimal controls is shown, and the first-order necessary optimality conditions are derived. Owing to the strong nonlinear couplings in the PDE system, standard arguments of optimal control theory do not apply directly, although the control constraints and the cost functional will be of standard type.Comment: Key words: nonlinear phase field systems, Cahn-Hilliard systems, parabolic systems, optimal boundary control, first-order necessary optimality conditions. The interested reader can also see the preprint arXiv:1106.3668 where a distributed optimal control problem is studied for a similar system. arXiv admin note: significant text overlap with arXiv:1106.366