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In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

Optimization and Control · Mathematics 2022-10-05 Arzu Ahmadova , Nazim I. Mahmudov

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…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

Neural ordinary differential equations (Neural ODEs) define continuous time dynamical systems with neural networks. The interest in their application for modelling has sparked recently, spanning hybrid system identification problems and…

Optimization and Control · Mathematics 2022-11-15 Ilya Orson Sandoval , Panagiotis Petsagkourakis , Ehecatl Antonio del Rio-Chanona

This article describes a new, efficient way of finding control and state trajectories in optimal control problems by reformulation as a system of differential-algebraic equations (DAEs). The optimal control and state vectors can be obtained…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Prakitr Srisuma , George Barbastathis , Richard D. Braatz

This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…

Optimization and Control · Mathematics 2025-04-23 Javad A. Asadzade , Nazim I. Mahmudov

This paper proposes a novel non-iterative method to solve power system differential algebraic equations (DAEs) using the differential transformation, a mathematical tool that can obtain power series coefficients by transformation rules…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Yang Liu , Kai Sun

This work presents a novel approach for the optimization of dynamic systems on finite-dimensional Lie groups. We rephrase dynamic systems as so-called neural ordinary differential equations (neural ODEs), and formulate the optimization…

Optimization and Control · Mathematics 2024-09-18 Yannik P. Wotte , Federico Califano , Stefano Stramigioli

In this paper, we design a controller for an interconnected system where a linear Stochastic Differential Equation (SDE) is actuated through a linear parabolic heat equation. These dynamics arise in various applications, such as coupled…

Analysis of PDEs · Mathematics 2025-04-03 Gabriel Velho , Jean Auriol , Islam Boussaada , Riccardo Bonalli

In this paper, we consider a residential heating system with renewable and non-renewable heat generation and different consumption units and investigate a stochastic optimal control problem for its cost-optimal management. As a special…

Optimization and Control · Mathematics 2025-03-04 Paul Honore Takam , Ralf Wunderlich

We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…

Optimization and Control · Mathematics 2023-11-21 Timm Faulwasser , Jonas Kirchhoff , Volker Mehrmann , Friedrich Philipp , Manuel Schaller , Karl Worthmann

Modern power systems integrate renewable distributed energy resources (DERs) as an environment-friendly enhancement to meet the ever-increasing demands. However, the inherent unreliability of renewable energy renders developing DER…

Systems and Control · Electrical Eng. & Systems 2024-05-30 Xiaotong Cheng , Ioannis Tsetis , Setareh Maghsudi

We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…

Optimization and Control · Mathematics 2015-09-22 Emmanuel Trélat , Lijuan Wang , Yubiao Zhang

We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…

Optimization and Control · Mathematics 2020-06-24 Christian Glusa , Enrique Otarola

We consider control systems governed by nonlinear O.D.E.'s that are affine in the time-derivative du/dt of the control u. The latter is allowed to be an integrable, possibly of unbounded variation function, which gives the system an…

Optimization and Control · Mathematics 2014-11-07 M. Soledad Aronna , Franco Rampazzo

A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…

Optimization and Control · Mathematics 2017-05-03 Shinji Tanimoto

In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

Optimization and Control · Mathematics 2020-10-06 Manil T. Mohan

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…

Numerical Analysis · Mathematics 2024-12-17 Aaron Pim , Tristan Pryer , Alex Trenam

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist

Classical methods to control heating systems are often marred by suboptimal performance, inability to adapt to dynamic conditions and unreasonable assumptions e.g. existence of building models. This paper presents a novel deep reinforcement…

Applications · Statistics 2018-05-11 Adam Nagy , Hussain Kazmi , Farah Cheaib , Johan Driesen