Related papers: Analysis of Unregularized Optimal Control Problems…
In the time- and frequency-limited model order reduction, a reduced-order approximation of the original high-order model is sought to ensure superior accuracy in some desired time and frequency intervals. We first consider the time-limited…
Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…
We focus on optimal control problems governed by elliptic, quasilinear PDEs. Though there are various examples of such problems in the literature, we make an attempt at describing some general principles by dealing with three basic…
We consider the tracking of geometric paths in output spaces of nonlinear systems subject to input and state constraints without pre-specified timing requirements. Such problems are commonly referred to as constrained output path-following…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…
This is mainly a survey on the properties of Strong Metric Regularity (SMR) and Strong Metric subRegularity (SMsR) of mappings representing first order optimality conditions (so-called optimality mappings) of optimization problems in…
In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…
This paper develops an adaptive tracking controller for a class of nonlinear systems with parametric uncertainty subject to state constraints. The system is characterized by a strict-feedback structure with unknown parameters entering both…
In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…