Related papers: Optimal control problem for Stokes system: Asympto…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
We study a pointwise tracking optimal control problem for the stationary Navier--Stokes equations; control constraints are also considered. The problem entails the minimization of a cost functional involving point evaluations of the state…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
In this work, we investigate the optimal cost of null controllability for the $n$-dimensional Stokes system when the control acts on $n-1$ scalar components. We establish a novel spectral estimate for low frequencies of the Stokes operator,…
We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…
Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…
We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…
We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…
The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…
We present a methodology for bounding the error term of an asymptotic solution to a singularly perturbed optimal control (SPOC) problem whose exact solution is known to be computationally intractable. In previous works, reduced or…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…
The aim of this work is to derive a priori error estimates for finite element discretizations of control--constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
This paper develops an embedding-based approach to solve switched optimal control problems (SOCPs) with an arbitrary number of subsystems. Initially, the discrete switching signal is represented by a set of binary variables, encoding each…
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…
This paper presents an embedding-based approach for solving switched optimal control problems (SOCPs) with dwell time constraints. At first, an embedded optimal control problem (EOCP) is defined by replacing the discrete switching signal…
We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…