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2018年7月16日周好民教授学术报告
上传时间:2018-07-05 作者:杭电理学院 浏览次数:
报告题目Method of Evolving Junctions (MEJ) for Optimal Control
 
报告人Professor Haomin Zhou (周好民)
 
报告摘要We design a new stochastic differential equation (SDE) based
algorithm that can efficiently compute the solutions of a class of infinite dimensional optimal control problems with constraints on both state and control variables. The main ideas include two parts. 1) Use junctions to separate paths into segments on which no constraint changes from active to in-active, or vice versa. In this way, we transfer the original infinite dimensional optimal control problems into finite dimensional optimizations. 2) Employ the intermittent diffusion (ID), a SDE based global optimization strategy, to compute the solutions efficiently. It can find the global optimal solution in our numerical experiments. We illustrate the performance of this algorithm by several shortest path problems, the frogger problem and generalized Nash equilibrium examples. This is joint work with Shui-Nee Chow (Math, Georgia Tech), Magnus Egerstedt (ECE, Georgia Tech). Wuchen Li (Math, UCLA), Jun Lu (Shunfeng) and Haoyan Zhai (Math, Georgia Tech).
 
报告时间:2018年7月16日上午9:30-10:30
报告地点:理学院学术报告厅(6教南528)
 
 
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