Related papers: A posteriori error analysis for a distributed opti…
An a posteriori error bound for the pointwise error of the quadratic discontinuous Galerkin method for the unilateral contact problem on polygonal domain is presented. The pointwise a posteriori error analysis is based on the direct use of…
In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…
We consider a class of stochastic optimal control problems for discrete-time stochastic linear systems which seek for control policies that will steer the probability distribution of the terminal state of the system close to a desired…
In this paper, error estimates are presented for a certain class of optimal control problems with elliptic PDE-constraints. It is assumed that in the cost functional the state is measured in terms of the energy norm generated by the state…
We analyze discrete optimal control problems and their connection with back propagation and deep learning. We consider in particular the symmetric representation of the discrete rigid body equations developed via optimal control analysis…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
This paper is concerned with finite element error estimates for Neumann boundary control problems posed on convex and polyhedral domains. Different discretization concepts are considered and for each optimal discretization error estimates…
In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…
We propose a novel a posteriori error estimator for the N\'ed\'elec finite element discretization of time-harmonic Maxwell's equations. After the approximation of the electric field is computed, we propose a fully localized algorithm to…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
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…
We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…
In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…