Related papers: Optimal Trajectory Control of Geometrically Exact …
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 new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…
In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…
In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…
Optimal control theory is usually formulated as an indirect method requiring the solution of a two-point boundary value problem. Practically, the solution is obtained by iterative forward and backward propagation of quantum wavepackets.…
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…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…
We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…
General distribution steering is intrinsically an infinite-dimensional problem, when the continuous distributions to steer are arbitrary. We put forward a moment representation of the primal system for control in [42]. However, the system…
We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…
This paper introduces a new variational formulation for Dirichlet boundary control problem of elliptic partial differential equations, based on observations that the state and adjoint state are related through the control on the boundary of…
We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…
We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion.…
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…
This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
Transformers have achieved state-of-the-art performance in numerous tasks. In this paper, we propose a continuous-time formulation of transformers. Specifically, we consider a dynamical system whose governing equation is parametrized by…