Section: Overall Objectives
To develop new algorithms in deterministic and stochastic optimal control, and deal with associated applications, especially for aerospace trajectories and management for the power industries (hydroelectric resources, storage of gas and petroleum).
In the field of deterministic optimal control, our objective is to develop algorithms combining iterative fast resolution of optimality conditions (of the discretized problem) and refinement of discretization, through the use of interior point algorithms. At the same time we wish to study multiarcs problems (separations, rendez-vous, formation flights) which necessitates the use of decomposition ideas.
In the field of stochastic optimal control, our first objective is to develop fast algorithms for problems of dimension two and three, based on fast computation of consistent approximations as well as splitting methods. The second objective is to link these methods to the stochastic programming approach, in order to deal with problems of dimensions greater than three.