Related papers: Pressure-robustness in the context of optimal cont…
$D$-optimal designs originate in statistics literature as an approach for optimal experimental designs. In numerical analysis points and weights resulting from maximal determinants turned out to be useful for quadrature and interpolation.…
In this article, we prove the existence of optimal risk-sensitive control with state constraints. We use near monotone assumption on the running cost to prove the existence of optimal risk-sensitive control.
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
We consider a two-phase Darcy flow in a fractured and deformable porous medium for which the fractures are described as a network of planar surfaces leading to so-called hybrid-dimensional models. The fractures are assumed open and filled…
We approximate the solution of the Stokes equations by a new quasi-optimal and pressure robust discontinuous Galerkin discretization of arbitrary order. This means quasi-optimality of the velocity error independent of the pressure.…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
To ensure preservation of local or global bounds for numerical solutions of conservation laws, we constrain a baseline finite element discretization using optimization-based (OB) flux correction. The main novelty of the proposed methodology…
In this paper we analyse and improve integer discrete flows for lossless compression. Integer discrete flows are a recently proposed class of models that learn invertible transformations for integer-valued random variables. Their discrete…
Recent works showed that pressure-robust modifications of mixed finite element methods for the Stokes equations outperform their standard versions in many cases. This is achieved by divergence-free reconstruction operators and results in…
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…
We analyze optimal control problems for two-phase Navier-Stokes equations with surface tension. Based on $L_p$-maximal regularity of the underlying linear problem and recent well-posedness results of the problem for sufficiently small data…
We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the…
In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…
The control of a network of signalized intersections is considered. Previous work demonstrates that the so-called back-pressure control provides stability guarantees, assuming infinite queues capacities. In this paper, we highlight the…