Related papers: Optimal complexity solution of space-time finite e…
A stochastic optimal control problem driven by an abstract evolution equation in a separable Hilbert space is considered. Thanks to the identification of the mild solution of the state equation as $\nu$-weak Dirichlet process, the value…
A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…
In this paper, we consider a chain of distributed systems governed by a degenerate parabolic equation, which satisfies a weak H\"{o}rmander type condition, with a control distributed over an open subdomain. In particular, we consider two…
In this paper, we discuss the distributed control problem governed by the following parabolic integro-differential equation (PIDE) in the abstract form \begin{eqnarray*} \frac{\partial y}{\partial t} + A y &=& \int_0^t B(t, s) y(s) ds + Gu,…
In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
We introduce the optimality question to the relaxation in multiple control problems described by Sobolev type nonlinear fractional differential equations with nonlocal control conditions in Banach spaces. Moreover, we consider the…
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…
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.…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-plus variational formulation, and exploits the properties of…
We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…
We consider an optimal control problem governed by a rate-inde\-pendent system with non-convex energy. The state equation is approximated by means of viscous regularization w.r.t.\ to hierarchy of two different Hilbert spaces. The…
We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…
In this article, we study the regularity of solutions to inhomogeneous time-fractional evolution equations involving anisotropic non-local operators in mixed-norm Sobolev spaces of variable order, with non-trivial initial conditions. The…
The optimal control of unitary transformations is a fundamental problem in quantum control theory and quantum information processing. The feasibility of performing such optimizations is determined by the computational and control resources…