3 papers
math.OC2026
Pontryagin-Based Solver with Smoothed Hamiltonian, Adaptive , and PA-Bundle Refinement
Salim Ksous, Sebastian Lalvay Segovia, Mattias Sandberg +3
We present a Pontryagin-based numerical solver for deterministic optimal control problems in Bolza form. The solver regularizes the generally nonsmooth Hamiltonian using a log-sum-…
math.OC2025
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
Christian Bayer, Saifeddine Ben naamia, Erik von Schwerin +1
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dyn…
math.OC2023
Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays
Chiheb Ben Hammouda, Eliza Rezvanova, Erik von Schwerin +1
This work considers a short-term, continuous time setting characterized by a coupled power supply system controlled exclusively by a single provider and comprising a cascade of hyd…