Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations

DOI10.1137/070685051zbMath1188.90193arXivmath/0703377OpenAlexW2000714860MaRDI QIDQ5320734

Christophe Prieur, Jean-Bernard Lasserre, Didier Henrion, Emmanuel Trélat

Publication date: 22 July 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703377

zbMATH Keywords

measuresmomentsoptimal controlsemidefinite programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear systems in control theory (93C10) Classical measure theory (28A99)

Related Items (70)

Convergence of Lasserre's hierarchy: the general case ⋮ An Algorithm to Construct Subsolutions of Convex Optimal Control Problems ⋮ Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time ⋮ Linearly Solvable Stochastic Control Lyapunov Functions ⋮ Linear Conic Optimization for Inverse Optimal Control ⋮ Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects ⋮ SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ Approximate super-resolution of positive measures in all dimensions ⋮ Aggregated occupation measures and linear programming approach to constrained impulse control problems ⋮ Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time ⋮ Time minimal saturation of a pair of spins and application in magnetic resonance imaging ⋮ A moment approach for entropy solutions to nonlinear hyperbolic PDEs ⋮ Towards global optimal control via Koopman lifts ⋮ Converging outer approximations to global attractors using semidefinite programming ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation ⋮ Moment and polynomial bounds for ruin-related quantities in risk theory ⋮ On sets of occupational measures generated by a deterministic control system on an infinite time horizon ⋮ The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments ⋮ Convex computation of maximal Lyapunov exponents ⋮ Algebraic optimization of sequential decision problems ⋮ Auxiliary functions as Koopman observables: data-driven analysis of dynamical systems via polynomial optimization ⋮ Some applications of linear programming formulations in stochastic control ⋮ Linear programming formulation of long-run average optimal control problem ⋮ Optimal control and applications to aerospace: some results and challenges ⋮ Ensemble approximations for constrained dynamical systems using Liouville equation ⋮ Modal occupation measures and LMI relaxations for nonlinear switched systems control ⋮ Data-driven optimal control via linear transfer operators: a convex approach ⋮ A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems ⋮ Semi-definite relaxations for optimal control problems with oscillation and concentration effects ⋮ Tighter bounds on transient moments of stochastic chemical systems ⋮ Optimal perturbations for nonlinear systems using graph-based optimal transport ⋮ Optimality Conditions (in Pontryagin Form) ⋮ Transverse contraction criteria for existence, stability, and robustness of a limit cycle ⋮ Controller synthesis for robust invariance of polynomial dynamical systems using linear programming ⋮ Analysis of averages over distributions of Markov processes ⋮ Computing Controlled Invariant Sets from Data Using Convex Optimization ⋮ Optimal transport over nonlinear systems via infinitesimal generators on graphs ⋮ Computable Primal and Dual Bounds for Stochastic Control ⋮ Optimal control problems with oscillations, concentrations and discontinuities ⋮ Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach ⋮ Stochastic optimal control via forward and backward stochastic differential equations and importance sampling ⋮ Convergence rates of moment-sum-of-squares hierarchies for optimal control problems ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ Stochastic optimal control and linear programming approach ⋮ On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria ⋮ Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes ⋮ Stochastic differential games: a sampling approach via FBSDEs ⋮ Koopman operator-based model reduction for switched-system control of PDEs ⋮ A semidefinite programming approach to the generalized problem of moments ⋮ A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems ⋮ Finding Extremal Periodic Orbits with Polynomial Optimization, with Application to a Nine-Mode Model of Shear Flow ⋮ Existence of asymptotic values for nonexpansive stochastic control systems ⋮ Mean squared error minimization for inverse moment problems ⋮ Bounding Extreme Events in Nonlinear Dynamics Using Convex Optimization ⋮ Semi-algebraic approximation using Christoffel-Darboux kernel ⋮ LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case ⋮ Exact Algorithms for Linear Matrix Inequalities ⋮ Two-sided space-time \(L^1\) polynomial approximation of hypographs within polynomial optimal control ⋮ Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis ⋮ A sequential quadratic Hamiltonian scheme to compute optimal relaxed controls ⋮ Geometric and numerical methods in the contrast imaging problem in nuclear magnetic resonance ⋮ Unnamed Item ⋮ Approximate dynamic programming via iterated Bellman inequalities ⋮ Efficient upper and lower bounds for global mixed-integer optimal control ⋮ Parallel generalized Lagrange-Newton method for fully coupled solution of PDE-constrained optimization problems with bound-constraints ⋮ Averaging and linear programming in some singularly perturbed problems of optimal control ⋮ Advances in computational Lyapunov analysis using sum-of-squares programming ⋮ Controller design and value function approximation for nonlinear dynamical systems

This page was built for publication: Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations