Related papers: Computation of Optimal Control Problems with Termi…
An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…
Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…
An emerging and challenging area in mathematical control theory called Ensemble Control encompasses a class of problems that involves the guidance of an uncountably infinite collection of structurally identical dynamical systems, which are…
We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…
This paper examines the Evolutionary programming (EP) method for optimizing PID parameters. PID is the most common type of regulator within control theory, partly because it's relatively simple and yields stable results for most…
We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the…
We analyze an optimal control problem governed by a rate-independent system in an abstract infinite-dimensional setting. The rate-independent system is characterized by a nonconvex stored energy functional, which depends on time via a…
A class of evolution variational inequalities (EVIs), which comprises ordinary differential equations (ODEs) coupled with variational inequalities (VIs) associated with time-varying set-valued mappings, is proposed in this paper. We first…
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…
We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…
We explore the recently-proposed Virtual Element Method (VEM) for numerical solution of boundary value problems on arbitrary polyhedral meshes. More specifically, we focus on the elasticity equations in three-dimensions and elaborate upon…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We design an adaptive virtual element method (AVEM) of lowest order over triangular meshes with hanging nodes in 2d, which are treated as polygons. AVEM hinges on the stabilization-free a posteriori error estimators recently derived in [8].…