Souvik Das

Sparse Robust Optimal Control in Continuous-Time: A Computationally Viable Approach

Siddhartha Ganguly, Ashwin Aravind, Souvik Das, Masaaki Nagahara, Debasish Chatterjee

This article presents a novel, numerically viable algorithm for solving sparse robust optimal control problems in continuous time. We consider a constrained linear noisy system governed by an ordinary differential equation (ODE), with an $L^1$-type objective function in line with…Read more