Related papers: Higher order variational time discretization of op…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
Discrete control systems, as considered here, refer to the control theory of discrete-time Lagrangian or Hamiltonian systems. These discrete-time models are based on a discrete variational principle, and are part of the broader field of…
We consider optimal control of an elliptic two-point boundary value problem governed by functions of bounded variation (BV). The cost functional is composed of a tracking term for the state and the BV-seminorm of the control. We use the…
We present a complete theory of higher-order autonomous contact mechanics, which allows us to describe higher-order dynamical systems with dissipation. The essential tools for the theory are the extended higher-order tangent bundles, ${\rm…
Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
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 investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…
Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…