Related papers: Generalized Lagrangian Jacobi-Gauss-Radau collocat…
This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…
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…
The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…
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…
A distributed optimal control problem with final observation for a three- dimensional Lagrange averaged Navier-Stokes-? model is studied. The solvability of the optimal control problem is proved and the first-order optimality conditions are…
In this paper, we present optimal error estimates of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear convection-diffusion systems. The upwind-biased flux with adjustable numerical…
In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…
We present an analysis and numerical study of an optimal control problem for the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs), which is a crucial component in modern technology. They exhibit long range orientational order…
An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the…
We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…
A singularly perturbed reaction-diffusion problem posed on the unit square in $\mathbb{R}^2$ is solved numerically by a local discontinuous Galerkin (LDG) finite element method. Typical solutions of this class of 2D problems exhibit…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
We investigate discontinuous Galerkin methods for an elliptic optimal control problem with a general state equation and pointwise state constraints on general polygonal domains. We show that discontinuous Galerkin methods for general…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…