Related papers: Optimal Control Duality and the Douglas-Rachford A…
The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…
This paper studies the problem of robustly optimal operation control of microgrids with a high share of renewable energy sources. The main goal is to ensure optimal operation under a wide range of circumstances, given the highly…
With the explosion of distributed energy resources (DERs), voltage regulation in distribution networks has been facing a great challenge. This paper derives an asynchronous distributed voltage control strategy based on the partial…
We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…
In this paper we present a duality theory for the robust utility maximisation problem in continuous time for utility functions defined on the positive real axis. Our results are inspired by -- and can be seen as the robust analogues of --…
We consider the minimum-energy control of a car, which is modelled as a point mass sliding on the ground in a fixed direction, and so it can be mathematically described as the double integrator. The control variable, representing the…
In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…
The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal…
This short note shows how to solve optimal control problems using second order sensitivity analysis
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
Douglas-Rachford Splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated…
In this note, we consider an optimal control problem associated to a differential equation driven by a H\"{o}lder continuous function g of index greater than 1/2. We split our study in two cases. If the coefficient of dg\_t does not depend…
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…
This article is concerned with the optimal boundary control of the Maxwell system. We consider a Bolza problem, where the quadratic functional to be minimized penalizes the electromagnetic field at a given final time. Since the state is…
An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.
In this paper, we investigate optimal control problems for Allen-Cahn variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The approach covers both the cases of…
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…
In this work we focus on the convex feasibility problem (CFP) in Hilbert space. A specific method in this area that has gained a lot of interest in recent years is the Douglas-Rachford (DR) algorithm. This algorithm was originally…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
This work addresses the problem of robot manipulation tasks under unknown dynamics, such as pick-and-place tasks under payload uncertainty, where active exploration and(/for) online parameter adaptation during task execution are essential…