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An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…

Optimization and Control · Mathematics 2009-11-18 Qingxin Meng

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

We calculate arbitrarily tight upper and lower bounds on an unconstrained control, linear-quadratic, singularly perturbed optimal control problem whose exact solution is computationally intractable. It is well known that for the…

Optimization and Control · Mathematics 2017-02-17 Sei Howe , Panos Parpas

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…

Optimization and Control · Mathematics 2020-02-25 Myun-Seok Cheon

This paper is concerned with the optimal control problem governed by a linear parabolic equation and subjected to box constraints on control variables. This type of problem has important applications in heating and cooling systems. By…

Optimization and Control · Mathematics 2022-04-04 Hailing Wang , Changjun Yu , Di Wu

In this paper, we present some properties of time optimal controls for linear ODEs with the ball-type control constraint. More precisely, for an optimal control, we build up an upper bound for the number of its switching points; show that…

Optimization and Control · Mathematics 2019-11-19 Shulin Qin , Gengsheng Wang , Huaiqiang Yu

A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

Optimization and Control · Mathematics 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

This paper concerns some time optimal control problems of three different ordinary differential equations in $\mathbb{R}^2$. Corresponding to certain initial data and controls, the solutions of the systems quench at finite time. The goal to…

Optimization and Control · Mathematics 2012-09-06 Ping Lin

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

In this work, we investigate a neural network based solver for optimal control problems (without / with box constraint) for linear and semilinear second-order elliptic problems. It utilizes a coupled system derived from the first-order…

Optimization and Control · Mathematics 2024-05-09 Yongcheng Dai , Bangti Jin , Ramesh Sau , Zhi Zhou

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…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…

Systems and Control · Electrical Eng. & Systems 2020-11-05 Moad Abudia , Michael Harlan , Ryan Self , Rushikesh Kamalapurkar

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos