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ERC Advanced Grant · 2017

Optimal Control at Large

Despite wide ranging progress on both the theory and applications of optimal control for more than half a century, considerable challenges remain when it comes to applying the resulting methods to large scale systems. The difficulties become even greater when one moves outside the classical realm of model based optimal control to address problems where models are replaced by data, or macroscopic behaviours emerge out of microscopic interactions of large populations of agents. To address these challenges, we propose here to develop a framework for approximating optimal control problems using randomised optimisation. The starting point will be formulations of optimal control problems as…

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