Related papers: How not to discretize the control
We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…
In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…
A joint characterisation of the controllability and observability of a particular kind of discrete system has been developed. The key idea of the procedure can be reduced to a correct choice of the sampling sequence. This freedom, owing to…
We present precise bit and degree estimates for the optimal value of the polynomial optimization problem $f^*:=\text{inf}_{x\in \mathscr{X}}~f(x)$, where $\mathscr{X}$ is a semi-algebraic set satisfying some non-degeneracy conditions. Our…
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…
The paper studies generalized differentiability properties of the marginal function of parametric optimal control problems of semilinear elliptic partial differential equations. We establish upper estimates for the regular and the limiting…
This short note shows how to solve optimal control problems using second order sensitivity analysis
This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We give a high precision polynomial-time approximation scheme for the supremum of any honest n-variate (n+2)-nomial with a constant term, allowing real exponents as well as real coefficients. Our complexity bounds count field operations and…
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…
It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…
This paper deals with a problem from discrete-time robust control which requires the solution of constraints over the reals that contain both universal and existential quantifiers. For solving this problem we formulate it as a program in a…
We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…
We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…