Related papers: Numerical optimal control for distributed delay di…
The limitations of centralized optimization methods in managing power distribution systems operations motivate distributed control and optimization algorithms. However, the existing distributed optimization algorithms are inefficient in…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
In this paper, we study the well-posedness and approximate controllability of a class of network systems having delays and controls at the boundary conditions. The particularity of this work is that the network system is defined on infinite…
Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…
The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…
This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…
This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show…
Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…