Dec 2, 2016
Green Hall, Room 0120
Department of Applied Mathematics,
Naval Postgraduate School, will present.
Abstract: Optimal control of nonlinear systems is a challenging problem due to various reasons such as the system
nonlinearity and the curse of dimensionality. This presentation provides an overview of some numerical methods developed
at Navel Postgraduate School for both open-loop and closed-loop optimal control. Some Galerkin-based numerical
formulations are presented for solving nonlinear optimal control problems. It is a family of direct methods that calculate
optimal trajectories by discretizing the system dynamics using Galerkin numerical techniques and approximate the cost
function with Gaussian quadrature. In the second half of the talk, the focus is on a causality free method of solving HamiltonJacobi-Bellman
equations for closed-loop optimal control. A sparse grid is used to mitigate the course of dimensionality for
problems that cannot be solved using a traditional dense grid.
Bio: Wei Kang received B.S. and M.S. degrees from Nankai University, China, in 1982 and 1985, respectively, and a Ph.D.
degree from the University of California at Davis in 1991, all in mathematics. In 1991-1994, he held a faculty position at
Washington University in St. Louis. Since 1994, he has been with the faculty of Applied Mathematics at US Naval
Postgraduate School, where he is currently a professor. He was a Director of American Institute of Mathematics (2008-2011)
for business and international collaborations. He was a visiting scientist at Intel (2005). He is a fellow of IEEE. Professor
Kang’s research interests include computational mathematics and control systems, power systems, bifurcations and normal
forms, H-infinity control, manufacturing and process control, autonomous vehicles, and space systems. He has served as
an associate editor for several journals including IEEE Transactions on Automatic Control and Automatica. He was a plenary
speaker at several international conferences organized by SIAM and IFAC. He is the recipient of several awards including
the Best Paper Award of the 6th ICCARV in 2000, and the Carl E. and Jessie W. Menneken Faculty Award bestowed by
NPS Foundation in 2003. Professor Kang was elected in 2016 as the Program Director of SIAM Activity Group on Control
and System Theory. He is a Co-chair of the 2013 and 2017 SIAM Conference on Control and Its Applications.