Related papers: Towards optimal space-time discretization for reac…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…
We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…
In this paper, we provide a novel characterization of the reachable set of discrete-time switched linear control systems and a Kalman-type criterion for controllability, assuming that the switching parameter can be used as a control…
In this paper, we propose a novel approach for computing robust backward reachable sets from noisy data for unknown constrained linear systems subject to bounded disturbances. In particular, we develop an algorithm for obtaining zonotopic…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
While the theory of operator approximation with any given accuracy is well elaborated, the theory of {best constrained} constructive operator approximation is still not so well developed. Despite increasing demands from applications this…
We investigate how the concepts of optimal control of measurables of a system with a time dependent Hamiltonian may be mixed with the level set technique to keep the desired entity invariant. We derive sets of equations for this purpose and…
Despite the possibility to quickly compute reachable sets of large-scale linear systems, current methods are not yet widely applied by practitioners. The main reason for this is probably that current approaches are not push-button-capable…
In real world applications, uncertain parameters are the rule rather than the exception. We present a reachability algorithm for linear systems with uncertain parameters and inputs using set propagation of polynomial zonotopes. In contrast…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
This paper presents a new approach to design verified compositions of Neural Network (NN) controllers for autonomous systems with tasks captured by Linear Temporal Logic (LTL) formulas. Particularly, the LTL formula requires the system to…
In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…
This paper presents a technique to drive the state of a constrained nonlinear system to a specified target state in finite time, when the system suffers a partial loss in control authority. Our technique builds on a recent method to control…