Related papers: Optimal Control of a Parabolic Distributed Paramet…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…
This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…
Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
This work is concerned with a switching point optimization problem governed by a semilinear parabolic equation in abstract function spaces. It is shown that the switching-point-to-control mapping is continuously Fr\'echet-differentiable…
A novel splitting scheme to solve parametric multiconvex programs is presented. It consists of a fixed number of proximal alternating minimisations and a dual update per time step, which makes it attractive in a real-time Nonlinear Model…
In this paper, we discuss the distributed control problem governed by the following parabolic integro-differential equation (PIDE) in the abstract form \begin{eqnarray*} \frac{\partial y}{\partial t} + A y &=& \int_0^t B(t, s) y(s) ds + Gu,…
In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…
In this work, we present a new numerical method for solving the scalar transmission problem with sign-changing coefficients. In electromagnetism, such a transmission problem can occur if the domain of interest is made of a classical…
This paper studies the linear-quadratic (LQ) optimal control problem of a class of systems governed by the first-order hyperbolic partial differential equations (PDEs) with final state constraints. The main contribution is to present the…
In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
In various physical implementations of quantum information processing, qubits are realized in a Lambda type system configuration as two stable lower energy levels coupled indirectly via an unstable higher energy level, that is, in…
In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…