Related papers: HJB-POD feedback control for Navier-Stokes equatio…
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…
In this work, we consider the following two- and three-dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations in torus $\mathbb{T}^d,\ d\in\{2,3\}$: \begin{align*} \mathrm{d}\boldsymbol{u}+\left[-\mu…
Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…
This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but non-predicable parameter process, in addition to the…
We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…
In this paper, we study a hyperbolic version of the Navier-Stokes equations, obtained by using the approximation by relaxation of the Euler system, evolving in a thin strip domain. The formal limit of these equations is a hyperbolic Prandtl…
We consider the two-phase dynamics of two incompressible and immiscible fluids. As a mathematical model we rely on the Navier-Stokes-Cahn-Hilliard system that belongs to the class of diffuse-interface models. Solutions of the…
This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…
We propose an approach for the synthesis of robust and optimal feedback controllers for nonlinear PDEs. Our approach considers the approximation of infinite-dimensional control systems by a pseudospectral collocation method, leading to…
The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
This paper is devoted to the study of the turnpike phenomenon arising in the optimal distributed control tracking-type problem for the Navier-Stokes equations. We obtain a positive answer to this property in the case when the controls are…
We study the numerical performance of a continuous data assimilation (downscaling) algorithm, based on ideas from feedback control theory, in the context of the two-dimensional incompressible Navier--Stokes equations. Our model problem is…
We consider 2- or 3-dimensional incompressible Navier-Stokes equations defined on a bounded domain $\Omega$, with no-slip boundary conditions and subject to an external force, assumed to cause instability. We then seek to uniformly…
In this work we recast parametrized time dependent optimal control problems governed by partial differential equations in a saddle point formulation and we propose reduced order methods as an effective strategy to solve them. Indeed, on one…
This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…
This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…
The present paper provides a solution in the affirmative to a recognized open problem in the theory of uniform stabilization of 3-dimensional Navier-Stokes equations in the vicinity of an unstable equilibrium solution, by means of a…