Related papers: Optimal Control on Positive Cones
In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which…
This paper is concerned with a linear quadratic optimal control for a class of singular Volterra integral equations. Under proper convexity conditions, optimal control uniquely exists, and it could be characterized via Frechet derivative of…
This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…
Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement. Using a quantum noise model to describe the stochastic evolution of the open quantum system and working in parallel with classical indeterministic…
We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…
We consider an optimal control problem for the three-dimensional non-linear Primitive Equations of the ocean in a vertically bounded and horizontally periodic domain. The observation operator maps a solution of the Primitive Equations to…
We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
In this paper, we present some properties of time optimal controls for linear ODEs with the ball-type control constraint. More precisely, for an optimal control, we build up an upper bound for the number of its switching points; show that…
We consider optimal control problems of elliptic PDEs on hypersurfaces in 2- or 3-dimensional Euclidean space. The leading part of the PDE is given by the Laplace-Beltrami operator, which is discretized by finite elements on a polyhedral…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
We consider an elliptic optimal control problem where the objective functional contains an integral along a surface of codimension 1, also known as a hypersurface. In particular, we use a fidelity term that encourages the state to take…
We consider the freeway network control problem where the aim is to optimize the operation of traffic networks modeled by the Cell Transmission Model via ramp metering and partial mainline demand control. Optimal control problems using the…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…