Nonlinear Stochastic Hybrid Optimal Control with Fixed Terminal States

Explore a 48-minute ISS Informal Systems Seminar on nonlinear stochastic hybrid optimal control with fixed terminal states. Delve into novel approaches for addressing terminal state requirements in stochastic systems, presented by Ali Pakniyat from The University of Alabama. Examine the challenges of bringing systems to specific terminal configurations in engineering applications, such as multi-stage landing of reusable rockets. Discover two innovative methods: the Terminally Constrained Stochastic Minimum Principle (TCSMP) for satisfying constraints on conditional expectations of terminal states, and an approach using probability distribution constraints solved via Hamilton-Jacobi equations. Gain insights into theoretical guarantees for optimality and constraint satisfaction in stochastic settings, illustrated through numerical examples.