Related papers: Parareal in time intermediate targets methods for …
In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…
This paper presents an equivalence theorem for three different kinds of optimal control problems, which are optimal target control problems, optimal norm control problems and optimal time control problems. Controlled systems in this study…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
Large molecular dynamics simulations (millions of atoms, tens of microseconds, thousands of processors) hit the strong scalability wall: simulation on twice as many processors does not take half the time. Inspired by large N-body space…
Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
This paper examines the impulse controllability of degenerate singular parabolic equations through a modern framework focused on finite-time stabilization. Furthermore, we provide an explicit estimate for the exponential decay of the…
In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…
We show that Boundary Control method, a method for hyperbolic inverse problems, is also capable of dealing directly with certain classes of elliptic and parabolic Inverse Boundary Value Problems; thus pointing towards Boundary Control…
The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…
Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
In this article, a novel adaptive controller is designed for Euler-Lagrangian systems under predefined time-varying state constraints. The proposed controller could achieve this objective without a priori knowledge of system parameters and,…
The aim of this work is the numerical homogenization of a parabolic problem with several time and spatial scales using the heterogeneous multiscale method. We replace the actual cell problem with an alternate one, using Dirichlet boundary…