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A Generic Solver for Unconstrained Control Problems with Integral Functional Objectives

Tseng, Shih-Hao (2020) A Generic Solver for Unconstrained Control Problems with Integral Functional Objectives. In: 2020 American Control Conference (ACC). IEEE , Piscataway, NJ, pp. 112-118. ISBN 9781538682661. https://resolver.caltech.edu/CaltechAUTHORS:20200730-143942690

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Abstract

We present a generic solver for unconstrained control problems (UCPs) whose objectives take the form of an integral functional of the controllers. The solver generalizes and improves upon the algorithm in [1] for the Witsenhausen’s counterexample, which provides the best-known results. In essence, we show that minimizing the objective implies minimizing the marginal cost functions almost everywhere, and we perform the latter task pointwisely by the adaptive minimization technique, which speeds up the computation. We implement single-threaded and parallelized versions of the proposed algorithm. Our implementation runs 30× faster than the algorithm in [1] on the Witsenhausen’s counterexample, and we demonstrate the applicability of the solver and discuss the possible generalization to constrained problems and multidimensional controllers through three more examples.


Item Type:Book Section
Related URLs:
URLURL TypeDescription
https://doi.org/10.23919/acc45564.2020.9147560DOIArticle
https://arxiv.org/abs/1908.04489arXivDiscussion Paper
ORCID:
AuthorORCID
Tseng, Shih-Hao0000-0003-2376-9333
Additional Information:© 2020 AACC.
Record Number:CaltechAUTHORS:20200730-143942690
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20200730-143942690
Official Citation:S. Tseng, "A Generic Solver for Unconstrained Control Problems with Integral Functional Objectives," 2020 American Control Conference (ACC), Denver, CO, USA, 2020, pp. 112-118, doi: 10.23919/ACC45564.2020.9147560
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:104661
Collection:CaltechAUTHORS
Deposited By: George Porter
Deposited On:31 Jul 2020 14:44
Last Modified:31 Jul 2020 14:44

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