Related papers: Optimal Control of Nonconvex Sweeping Processes wi…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
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…
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
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…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
The aim of this paper is to study a wide class of non-convex sweeping processes with moving constraint whose translation and deformation are represented by regulated functions, i.e., functions of not necessarily bounded variation admitting…
The numerical method developed in [30] for optimal control problems involving sweeping processes with smooth sweeping set C is generalized to the case where C is nonsmooth, namely, C is the intersection of a finite number of sublevel sets…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it…
In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…
Existence of optimal solutions and necessary optimality conditions for a controlled version of Moreau's sweeping process are derived. The control is a measurable ingredient of the dynamics and the constraint set is a polyhedron. The novelty…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…