Related papers: Computation of Optimal Control Problems with Termi…
In this paper, we consider the optimal control problem for a class of evolution inclusions with Volterra type operators, which can be history-dependent. We establish the existence of a solution to the stated optimal control problem under…
This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for…
We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…
Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is…
We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…
We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
The Virtual Element Method (VEM) is a very effective framework to design numerical approximations with high global regularity to the solutions of elliptic partial differential equations. In this paper, we review the construction of such…
Differential evolution (DE) has competitive performance on constrained optimization problems (COPs), which targets at searching for global optimal solution without violating the constraints. Generally, researchers pay more attention on…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
The Inverse Electrical Impedance Tomography (EIT) problem on recovering electrical conductivity tensor and potential in the body based on the measurement of the boundary voltages on the electrodes for a given electrode current is analyzed.…
Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…
We develop a geometrically intrinsic formulation of the arbitrary-order Virtual Element Method (VEM) on polygonal cells for the numerical solution of elliptic surface partial differential equations (PDEs). The PDE is first written in…
Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…
In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…
We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…