Related papers: A gradient flow equation for optimal control probl…
This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…
The paper is concerned with an optimal control problem on $\mathbb{R}^n$, where the dynamics is linear w.r.t.~the control functions. For a terminal cost $\psi$ in a $mathcal{G}_\delta$ set of $\mathcal{C}^4(\mathbb{R}^n)$ (i.e., in a…
We study an optimal control problem for traffic regulation via variable speed limit. The traffic flow dynamics is described with the Lighthill-Whitham-Richards (LWR) model with Newell-Daganzo flux function. We aim at minimizing the $L^2$…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…
This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
We study the problem of controlling the initial condition of a vibrating beam. The optimal control problem seeks to determine solutions of initial velocity that assure the approach of the state of the beam to a given target function in the…
This paper characterizes the solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in…
The present paper considers a stochastic optimal control problem, in which the cost function is defined through a backward stochastic differential equation with infinite horizon driven by G-Brownian motion. Then we study the regularities of…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…
We prove full convergence of gradient-flows of the arc-length restricted tangent point energies in the Hilbert-case towards critical points. This is done through a {\L}ojasiewicz-Simon gradient inequality for these energies. In order to do…
We are interested in the optimal control problem associated with certain quadratic cost functionals depending on the solution $X=X^\alpha$ of the stochastic mean-field type evolution equation in $\mathbb R^d$ $dX_t=b(t,X_t,\mathcal…
We study a projection-type gradient flow for equality-constrained maximisation of a smooth bilinear control objective on $\mathcal{H}=L^2(0,T;\mathbb{R})$, eliminating Lagrange multipliers through an $(M{+}1)\times(M{+}1)$ moving Gram…
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…
We give a short overview of advantages and drawbacks of the classical formulation of minimum cost network flow problems and solution techniques, to motivate a reformulation of classical static minimum cost network flow problems as optimal…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
In this paper, we study the asymptotic behavior of continuous- and discrete-time gradient flows of a ``lower-unbounded" convex function $f$ on a Hadamard manifold $M$, particularly, their convergence properties to the boundary $M^{\infty}$…