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math.OC2024
Robust Stochastic Optimal Control via variance penalization: Application to Energy Management Systems
Paul Malisani, Adrien Spagnol, Vivien Smis-Michel
This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalizatio…
math.OC2023
Interior Point Methods in Optimal Control
Paul Malisani
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergenc…
math.OC2023
Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms
Paul Malisani
This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the cont…