Related papers: Stochastic minimum-energy control
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
The optimal control of sustainable energy supply systems, including renewable energies and energy storage, takes a central role in the decarbonization of industrial systems. However, the use of fluctuating renewable energies leads to…
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…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…
In this paper, we discuss the approximate controllability for control systems governed by stochastic evolution hemivariational inequalities in Hilbert spaces. The interest in studying this type of equation comes from its application in some…
We study the minimization of the expected costs under stochastic constraint at the terminal time. The first and the main result says that for a power type of costs, the value function is the minimal positive solution of a second order…
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an…
This paper investigates the norm and time optimal control problems for stochastic heat equations. We begin by presenting a characterization of the norm optimal control, followed by a discussion of its properties. We then explore the…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…
The aim of this paper is to derive a maximum principle for a control problem governed by a stochastic partial differential equation (SPDE) with locally monotone coefficients. In particular, necessary conditions for optimality for this…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation…
This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. Our proposed approach is inspired by the flow matching…
Energy hubs convert and distribute energy resources by combining different energy inputs through multiple conversion and storage components. The optimal operation of the energy hub exploits its flexibility to increase the energy efficiency…
A stochastic control of the vibrational motion for a single trapped ion/atom is proposed. It is based on the possibility to continously monitor the motion through a light field meter. The output from the measurement process should be then…
This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…
The controllability of complex networks has received much attention recently, which tells whether we can steer a system from an initial state to any final state within finite time with admissible external inputs. In order to accomplish the…
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…