Author: Daniël Veldman, FAU DCN-AvH Code: A sheep herding game in MATLAB developed for the Long Night of Science #NdW22 (Lange Nacht der Wissenschaft) Erlangen-Furth-Nuernberg 2022. Main rules • The dog should drive sheep to the target (red). • You can steer the dog with the arrow keys. • The […]
Math Daniël Veldman
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Author: Daniel Veldman, FAU DCN-AvH Code: || Also available @Daniël’s GitHub In a previous post “Randomized time-splitting in linear-quadratic optimal control“, it was proposed to use the Random Batch Method (RBM) to solve classical Linear-Quadratic (LQ) optimal control problems. This contribution is concerned with the corresponding numerical implementation. We thus […]
Randomized time-splitting in linear-quadratic optimal control By Daniël Veldman Introduction Solving an optimal control problem for a large-scale dynamical system can be computationally demanding. This problem appears in numerous applications. One example is Model Predictive Control (MPC), which requires the solution of several optimal control problems on a receding […]