Related papers: Necessary optimality conditions for implicit contr…
The controller design of the so-called "difference algebraic equation" (DAE) systems that are frequently shown in industrial processes, tend to be challenging because of the combination of algebraic equations and high state dimensions. In…
The quest for optimal operation in environments with unknowns and uncertainties is highly desirable but critically challenging across numerous fields. This paper develops a dual control framework for exploration and exploitation (DCEE) to…
Deep learning is increasingly used for complex, large-scale systems where first-principles modeling is difficult. However, standard deep learning models often fail to enforce physical structure or preserve convexity in downstream control,…
The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…
Recently, adaptive control systems with relaxed persistent excitation (PE) conditions have been proposed to guarantee true parameter convergence and improve the transient response. However, in some cases, sufficient control performance and…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…
Implicit variables of an optimization problem are used to model variationally challenging feasibility conditions in a tractable way while not entering the objective function. Hence, it is a standard approach to treat implicit variables as…
This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…
This note is concerned with an optimal control problem governed by the relativistic Maxwell-Newton-Lorentz equations, which describes the motion of charges particles in electro-magnetic fields and consists of a hyperbolic PDE system coupled…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
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…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. We derive a new necessary optimality…
This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…
This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…
This paper deals with second-order optimality conditions for a quasilinear elliptic control problem with a nonlinear coefficient in the principal part that is countably $PC^2$ (continuous and $C^2$ apart from countably many points). We…