TY - GEN
T1 - Optimal Control of Bilinear Ensembles with Free-Endpoint Constraints
AU - Wang, Shuo
AU - Li, Jr Shin
N1 - Funding Information:
*This work was supported in part by the National Science Foundation under the award CMMI-1462796 and by the Air Force Office of Scientific Research under the award FA9550-17-1-0166.
Publisher Copyright:
© 2018 IEEE.
PY - 2018/7/2
Y1 - 2018/7/2
N2 - Optimal control of bilinear ensemble systems has been of great importance and interest in the areas of mathematical and computational optimal control. However, effective methods for solving these emerging optimal control problems remain underdeveloped. In this work, we extend the iterative method developed in our previous work for solving the fixed-endpoint optimal control problems to solve for the optimal control with free-endpoint conditions. The method is based on solving the corresponding optimal control problem for a linear ensemble system at each iteration and does not require numerical optimization. We discuss the convergence of the iterative method and explore the stochastic ensemble systems driven by Gaussian noise. We also illustrate its robustness and applicability with numerical examples.
AB - Optimal control of bilinear ensemble systems has been of great importance and interest in the areas of mathematical and computational optimal control. However, effective methods for solving these emerging optimal control problems remain underdeveloped. In this work, we extend the iterative method developed in our previous work for solving the fixed-endpoint optimal control problems to solve for the optimal control with free-endpoint conditions. The method is based on solving the corresponding optimal control problem for a linear ensemble system at each iteration and does not require numerical optimization. We discuss the convergence of the iterative method and explore the stochastic ensemble systems driven by Gaussian noise. We also illustrate its robustness and applicability with numerical examples.
UR - http://www.scopus.com/inward/record.url?scp=85062195303&partnerID=8YFLogxK
U2 - 10.1109/CDC.2018.8619525
DO - 10.1109/CDC.2018.8619525
M3 - Conference contribution
AN - SCOPUS:85062195303
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 4046
EP - 4051
BT - 2018 IEEE Conference on Decision and Control, CDC 2018
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 57th IEEE Conference on Decision and Control, CDC 2018
Y2 - 17 December 2018 through 19 December 2018
ER -