Related papers: An Iterative Procedure for Optimal Control of Bili…
The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…
We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…
A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…
We investigate the time-optimal solution of the selective control of two uncoupled spin 1/2 particles. Using the Pontryagin Maximum Principle, we derive the global time-optimal pulses for two spins with different offsets. We show that the…
In this paper we discuss the controllability of two-point boundary value problem (TBVP) for one-dimensional wave equation. Some new concepts are introduced: TBVP input control problem, minimum-input solution (MS) and pre-minimum-input…
We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…
Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…
The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the…
We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…
We present a computational method for open-loop minimum-norm control synthesis for fixed-endpoint transfer of bilinear ensemble systems that are indexed by two continuously varying parameters. We suppose that one ensemble parameter scales…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without…
Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…
This work deals with the study of an optimal control of a system of nonlinear differential equations using the Bagarello's operator approach, recently introduced in a paper (Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 -…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…
This paper studies the decay of an objective functional using a new control technique within Pontryagin's framework. Convergence analysis is carried out on the infinite-dimensional space of Tokamak plasma dynamical state as described by…
We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…