Related papers: State-space solution to a minimum-entropy $\mathca…
This paper is concerned with the design of an augmented state feedback controller for finite-dimensional linear systems with nonlinear observation dynamics. Most of the theoretical results in the area of (optimal) feedback design are based…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the conventional issue, both the classical dynamic programming…
We consider the feedback design for stabilizing a rigid body system by making and breaking multiple contacts with the environment without prespecifying the timing or the number of occurrence of the contacts. We model such a system as a…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
This work explores the global optimization problem of finding lowest-energy configurations (ground states) in disordered continuous spins models from statistical physics, with a particular focus on the random field XY model. Due to an…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…
We consider a PDE-constrained optimization problem governed by a free boundary problem. The state system is based on coupling the Laplace equation in the bulk with a Young-Laplace equation on the free boundary to account for surface…
We propose a mixedness quantifier based on entropy fluctuations. It provides information about the degree of mixedness either for finite dimensional and infinite dimensional Hilbert spaces. It may be used to determine the reduction of the…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
This paper studies the relationship between state feedback policies and disturbance response policies for the standard Linear Quadratic Regulator (LQR). For open-loop stable plants, we establish a simple relationship between the optimal…
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…
This paper details a novel indirect method for solving constrained optimal control problems (OCPs) directly in continuous-time function space. The KKT conditions are embedded in a non-smooth complementarity function, which enables their…
In this contribution, we study an optimal control problem for the celebrated nonlocal Cahn-Hilliard equation endowed with the singular Flory-Huggins potential in the three-dimensional setting. The control enters the governing state system…
This paper addresses the optimal control of quantum coherence in multi-level systems, modeled by the Lindblad master equation, which captures both unitary evolution and environmental dissipation. We develop an energy minimization framework…
This paper presents a survey of some new applications of algebraic Riccati equations. In particular, the paper surveys some recent results on the use of algebraic Riccati equations in testing whether a system is negative imaginary and in…
In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The…
This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…
We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…