Related papers: Numerical optimal control for distributed delay di…
We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…
This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…
Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…
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…
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…