Related papers: Optimal control problem of evolution equation gove…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
Data-Enabled Predictive Control (DeePC) bypasses the need for system identification by directly leveraging raw data to formulate optimal control policies. However, the size of the optimization problem in DeePC grows linearly with respect to…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
The paper studies optimal control problem described by higher order evolution differential inclusions (DFIs) with endpoint and state constraints. In the term of Euler-Lagrange type inclusion is derived sufficient condition of optimality for…
The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…
We present a direct numerical method for the solution of an optimal control problem controlling the growth of LDL, HDL and plaque. The optimal control problem is constrained with a system of coupled nonlinear free and mixed boundary partial…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
We study an optimal control problem aimed at achieving a desired tradeoff between the network coherence and communication requirements in the distributed controller. Our objective is to add a certain number of edges to an undirected…
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…
We consider the problem of identifying a maximum clique in a given graph. We have proposed a mathematical model for this problem. The model resembles the matrix decomposition of the adjacency matrix of a given graph. The objective function…
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
We analyze an optimal control problem with pointwise tracking for a fractional semilinear elliptic partial differential equation. The diffusion is characterized by the spectral fractional Laplacian $(-\Delta)^s$ with $s \in (1/2,1)$, a…
In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…