Related papers: Computation of Optimal Control Problems with Termi…
We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…
In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…
Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…
An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…
We present a dynamic model for the optimal control problem (OCP) of hydrogen blending into natural gas pipeline networks subject to inequality constraints. The dynamic model is derived using the first principles partial differential…
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…
Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…
This paper details an approach to linearise differentiable but non-convex collision avoidance constraints tailored to convex shapes. It revisits introducing differential collision avoidance constraints for convex objects into an optimal…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
The balance of exploration versus exploitation (EvE) is a key issue on evolutionary computation. In this paper we will investigate how an adaptive controller aimed to perform Operator Selection can be used to dynamically manage the EvE…
In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…
We study the Optimal Control Problem (OCP) for regular linear differential-algebraic systems (DAEs). To this end, we introduce the input index, which allows, on the one hand, to characterize the space of consistent initial values in terms…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
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…
This study introduces an approach to obtain a neighboring extremal optimal control (NEOC) solution for a closed-loop optimal control problem, applicable to a wide array of nonlinear systems and not necessarily quadratic performance indices.…
In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…
This paper is concerned with the development of weak Galerkin (WG) finite element method for optimal control problems governed by second order elliptic partial differential equations (PDEs). It is advantageous to use discontinuous finite…