Related papers: Optimal Control of Plasticity with Inertia
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…
In this article, we study the strong well-posedness, stability and optimal control of an incompressible magneto-viscoelastic fluid model in two dimensions. The model consists of an incompressible Navier--Stokes equation for the velocity…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
We consider an optimal control problem where the state is governed by a free boundary problem called the two-phase membrane problem and the control appears in the coefficients of the characteristic function of the positivity and negativity…
We consider Inverse Electrical Impedance Tomography (EIT) problem on recovering electrical conductivity and potential in the body based on the measurement of the boundary voltages on the $m$ electrodes for a given electrode current. The…
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…
Ergodic control synthesizes optimal coverage behaviors over spatial distributions for nonlinear systems. However, existing formulations model the robot as a non-volumetric point, whereas in practice a robot interacts with the environment…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…
An elastoplastic theory is not volume conserved if it improperly sets an arbitrary plastic strain rate tensor to be deviatoric. This paper discusses how to rigorously realize volume conservation in finite strain regime, especially when the…
Using linearized elasticity as a convenient mechanical framework, we show that volumetric growth can be formulated as an optimization-driven process in which the growth tensor is determined implicitly by constrained optimization rather than…
We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…
We study relaxed stochastic control problems where the state equation is a one dimensional linear stochastic differential equation with random and unbounded coefficients. The two main results are existence of an optimal relaxed control and…
Optimal control of levitated nanoparticles subjected to thermal fluctuations is a challenging problem, both theoretically and experimentally. In this Letter, we compute the time-dependent harmonic confining potential that steers, in a…
In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…