Related papers: Multilevel Selective Harmonic Modulation via Optim…
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…
In this paper we define an infinite-dimensional controlled piecewise deterministic Markov process (PDMP) and we study an optimal control problem with finite time horizon and unbounded cost. This process is a coupling between a continuous…
In this paper, we study the non-convex problem of continuous frequency optimal spectrum management in multiuser frequency selective interference channels. Firstly, a simple pairwise channel condition for FDMA schemes to achieve all Pareto…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
This article examines a linear-quadratic elliptic optimal control problem in which the cost functional and the state equation involve a highly oscillatory periodic coefficient $A^\varepsilon$. The small parameter $\varepsilon>0$ denotes the…
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…
This paper concerns two algorithms for solving optimal control problems with hybrid systems. The first algorithm aims at hybrid systems exhibiting sliding modes. The first algorithm has several features which distinguishes it from the other…
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
We consider the problem of optimal sparse output feedback controller synthesis for continuous linear time invariant systems when the feedback gain is static and subject to specified structural constraints. Introducing an additional term…
A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…
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…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…
Hybrid dynamical systems are systems which undergo both continuous and discrete transitions. The Bolza problem from optimal control theory is applied to these systems and a hybrid version of Pontryagin's maximum principle is presented. This…
Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…
For many natural and engineered systems, a central function or design goal is the synchronization of one or more rhythmic or oscillating processes to an external forcing signal, which may be periodic on a different time-scale from the…