Related papers: On Integer Optimal Control with Total Variation Re…
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…
Solving integer optimization problems with large or widely ranged objective coefficients can lead to numerical instability and increased runtimes. When the problem also involves multiple objectives, the impact of the objective coefficients…
This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…
In this paper we consider discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…
We establish the first general regularity result for constrained optimal control problems arising naturally in mathematical physics and mathematical biology. Namely, we prove that for a large class of problems of the form ``maximise $\int…
We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…
In this paper we consider the minimization of a continuous function that is potentially not differentiable or not twice differentiable on the boundary of the feasible region. By exploiting an interior point technique, we present first- and…
In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…
Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…
We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…
The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…
Under interpolation-type assumptions such as the strong growth condition, stochastic optimization methods can attain convergence rates comparable to full-batch methods, but their performance, particularly for SGD, remains highly sensitive…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
We study an iterative regularization method of optimal control problems with control constraints. The regularization method is based on generalized Bregman distances. We provide convergence results under a combination of a source condition…
The paper addresses the problem of optimization of a guaranteed (worst case) result for a control system driven by a controlling side in presence of a dynamical disturbance. The disturbances as functions of time are subject to functional…
Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…
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…
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…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…