演講公告

演講主題：A NEW APPROACH TO OPTIMAL CONTROL WITH CONSTRAINTS
主講人：周修義教授 (School of Mathematics, Georgia Institute of Technology)
演講日期：2015年4月22日(星期三) 上午10:30 –11:30
演講地點：(光復校區) 科學一館213室
摘要內容：
We design a new fast algorithm for a class of infinite dimensional optimal control problems with constraints on both state and control variables. Instead of searching global minimizer(s) from all feasible paths, we consider the subset of paths with structure of optimal paths. By leveraging these paths, we transfer our infinite dimensional optimal control problem with constraints to a set of finite and different dimensional optimization problems with constrains. Moreover, for each of these finite dimensional optimal control problems, we apply methods from stochastic differential equations in order to find numerically all possible global minimizers of our original optimal control problem. Comparing to the existing methods, our method is fundamentally easier and faster. Examples for some shortest path problems, fogger problem and generalized Nash equilibrium will be presented.
This is joint work with Magnus Egerstedt (ECE, Georgia Tech). Wuchen Li (Georgia Tech), Jun Lu (Wells Fargo) and Haomin Zhou (Georgia Tech)
相關檔案：talk_1040422.doc

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