Related papers: Optimal boundary control with critical penalizatio…
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…
In this article, we formulate a monolithic optimal control method for general time-dependent Fluid-Structure Interaction (FSI) systems with large solid deformation. We consider a displacement-tracking type of objective with a constraint of…
In this paper we consider some optimal control problems governed by elliptic partial differential equations. The solution is the state variable, while the control variable is, depending on the case, the coefficient of the PDE, the…
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…
Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…
In this paper we study the optimality condition for the Venttsel boundary control of a parabolic equation, that is, the state of the dynamic system is governed by a parabolic equation together with an initial condition while the control is…
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the…
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
As opposed to the distributed control of parabolic PDE's, very few contributions currently exist pertaining to the Dirichlet boundary condition control for parabolic PDE's. This motivates our interest in the Dirichlet boundary condition…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
We study a class of nonlinear hyperbolic partial differential equations with boundary control. This class describes chemical reactions of the type ``$A \to$ product'' carried out in a plug flow reactor (PFR) in the presence of an inert…
Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…
Motivated by fatigue damage models, this paper addresses optimal control problems governed by a non-smooth system featuring two non-differentiable mappings. This consists of a coupling between a doubly non-smooth history-dependent evolution…
The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the…
We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…
We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem for mean-field backward stochastic differential equations (MF-BSDE, for short) driven by a Poisson random martingale measure and a Brownian motion.…