Related papers: A DPG method for linear quadratic optimal control …
We propose and analyze a numerical method to solve an elliptic transmission problem in full space. The method consists of a variational formulation involving standard boundary integral operators on the coupling interface and an ultra-weak…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…
We consider DPG methods with optimal test functions and broken test spaces based on ultra-weak formulations of general second order elliptic problems. Under some assumptions on the regularity of solutions of the model problem and its…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
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…
We consider a distributed optimal control problem governed by an elliptic PDE, and propose an embedded discontinuous Galerkin (EDG) method to approximate the solution. We derive optimal a priori error estimates for the state, dual state,…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
We derive and analyze discontinuous Petrov-Galerkin methods with optimal test functions for Signorini-type problems as a prototype of a variational inequality of the first kind. We present different symmetric and non-symmetric formulations…