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We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with…
This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…
We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…
Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…
We consider the decentralized control of a discrete-time, linear system subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
We consider the decentralized control of a discrete-time time-varying linear system subject to additive disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each…
This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong to an ambiguity set consisting of all distributions whose…
We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…
This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…
In this letter, we investigate the problem of actuator scheduling for networked control systems. Given a stochastic linear system with a number of actuators, we consider the case that one actuator is activated at each time. This problem is…