Related papers: Performance Bounds for Constrained Linear Min-Max …
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…
We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…
Significant improvements have been achieved in motion control systems with the availability of high speed power switches and microcomputers on the market. Even though motor drivers are able to provide high torque control bandwidth under…
In this paper we estimate the minimal controllability time for a class of non-linear control systems with a bounded convex state constraint. An explicit expression is given for the controllability time if the image of the control matrix is…
A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…
We present a new error analysis for finite element methods for a linear-quadratic elliptic optimal control problem with Neumann boundary control and pointwise control constraints. It can be applied to standard finite element methods when…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
The paper is concerned with a kind of minimal time control problem for the heat equation with impulse controls. The purpose of such a problem is to find an optimal impulse control (among certain control constraint set) steering the solution…
In this paper, we investigate optimal boundary control problems for Cahn-Hilliard variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The cost functional is of…
Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…