# Questions tagged [optimal-control]

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### Inconsistent solutions to linear optimal control problem

Consider the following optimal control problem: \begin{align} J(t) = \inf_{u(t)} \ & \frac{1}{2} \int_0^\infty e^{-\delta t} \left( x(t)^2 + \lambda y(t)^2 \right) dt \\ s.t. \ &u(t) \geq - \...
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### Optimal control problem with bounded control

Let's consider the following deterministic constrained optimisation problem, where $c(t)$ is the control, and $x(t)$ and $y(t)$ are the state variables: \begin{align} J(t) = \inf_{c(t)} \ &\int_0^\...
85 views

### Resource allocation problem - RL or stochastic optimization?

I am currently working on a resource allocation problem and I am uncertain about which field of stochastic optimization and reinforcement learning encompasses this particular problem. The objective is ...
50 views

### Control variables and cofounding effects in stochastic programming/,model predictive control/reinforcement learning

How can we be sure that confounding variables/control variables donāt pickup the effect our decisions w.r.t decision variables had on the actual control variable? Since the term control variable ...
32 views

### How to establish the optimal value functions and optimal control policy for a controlled random walk problem?

Question: How to establish an explicit characterization of both the optimal value functions and the optimal control policy for a controlled random walk? Background: Assume our system is a perfectly-...
2k views

### Fast way to repeatedly solve many similar LPs/QPs in parallel

I am running a simulation where I need to repeatedly solve a set of LPs or QPs with slightly different input parameters for a Model Predictive Control application. The problem is I need it to be fast, ...