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In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

In this thesis, we consider two simple but typical control problems and apply deep reinforcement learning to them, i.e., to cool and control a particle which is subject to continuous position measurement in a one-dimensional quadratic…

Quantum Physics · Physics 2022-12-15 Zhikang Wang

In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…

Optimization and Control · Mathematics 2025-05-13 Qiming Wang , Wanfang Shen , Wenbin Liu

Optimal and Learning Control for Autonomous Robots has been taught in the Robotics, Systems and Controls Masters at ETH Zurich with the aim to teach optimal control and reinforcement learning for closed loop control problems from a unified…

Systems and Control · Computer Science 2017-08-31 Jonas Buchli , Farbod Farshidian , Alexander Winkler , Timothy Sandy , Markus Giftthaler

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…

Numerical Analysis · Mathematics 2020-07-14 Mingshang Hu , Lianzi Jiang

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

Optimization and Control · Mathematics 2016-04-27 Michael Hinze , Heiko Kröner

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

Optimization and Control · Mathematics 2025-09-23 Liam Hallinan , Ioannis Lestas

This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT compares measures with unequal total mass by balancing…

Optimization and Control · Mathematics 2026-05-08 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

This article discusses numerical analysis of the distributed optimal control problem governed by the von K\'{a}rm\'{a}n equations defined on a polygonal domain in $\mathbb{R}^2$. The state and adjoint variables are discretised using the…

Numerical Analysis · Mathematics 2021-07-14 Sudipto Chowdhury , Asha K. Dond , Neela Nataraj , Devika Shylaja

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

Optimization and Control · Mathematics 2007-12-31 Anthony M. Bloch , Islam I. Hussein , Melvin Leok , Amit K. Sanyal

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

In this paper we characterize the definiteness of the discrete symplectic system, study a nonhomogeneous discrete symplectic system, and introduce the minimal and maximal linear relations associated with these systems. Fundamental…

Spectral Theory · Mathematics 2016-08-30 Stephen Clark , Petr Zemánek

Deep Model Predictive Control (Deep MPC) is an evolving field that integrates model predictive control and deep learning. This manuscript is focused on a particular approach, which employs deep neural network in the loop with MPC. This…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Prabhat K. Mishra , Mateus V. Gasparino , Girish Chowdhary

We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…

Optimization and Control · Mathematics 2018-09-24 George I. Boutselis , Evangelos Theodorou