Finite-horizon optimal control problems for discrete-time switched linear control systems are investigated in this paper. Two kinds of quadratic cost functions are considered. The weight matrices are different. One is subsystem dependent; the other is time dependent. For a switched linear control system, not only the control input but also the switching signals are control factors and are neede...

We develop a numerically efficient algorithm for computing controls for nonlinear systems that minimize a quadratic performance measure. We formulate the optimal control problem in discrete-time, but many continuous-time problems can also be solved after discretization. Our approach is similar to sequential quadratic programming for finite-dimensional optimization problems in that we solve the ...

An important technique for computing motions for robot systems is to conduct a numerical search for a trajectory that minimizes a physical criteria like energy, control effort, jerk, or time. In this paper, we provide example solutions of these types of optimal control problems, and develop a framework to solve these problems reliably. Our approach uses an efficient solver for both inverse and ...

We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular , we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (...

An important technique for computing motions for robot systems is to conduct a numerical search for a trajectory that minimizes a physical criteria like energy, control effort, jerk, or time. In this paper, we provide example solutions of these types of optimal control problems, and develop a framework to solve these problems reliably. Our approach uses an efficient solver for both inverse and ...