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We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

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…

Numerical Analysis · Mathematics 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

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.…

Quantum Physics · Physics 2020-10-09 Alejandro R. Ramos Ramos , Oliver Kühn

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

We study the problem of optimal control of dissipative quantum dynamics. Although under most circumstances dissipation leads to an increase in entropy (or a decrease in purity) of the system, there is an important class of problems for…

Quantum Physics · Physics 2009-11-10 Shlomo E. Sklarz , David J. Tannor , Navin Khaneja

This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…

Optimization and Control · Mathematics 2025-12-04 Kangyu Lin , Toshiyuki Ohtsuka

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Numerical Analysis · Computer Science 2011-03-18 Şahin Emrah Amrahov , Nizami Gasilov , Afet Golayoglu Fatullayev

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

Efficiency, comfort, and convenience are three major aspects in the design of control systems for residential Heating, Ventilation, and Air Conditioning (HVAC) units. In this paper we propose an optimization-based algorithm for HVAC control…

Optimization and Control · Mathematics 2016-05-03 Runxin He , Humberto Gonzalez

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…

Optimization and Control · Mathematics 2025-01-20 Wei Hu , Jihao Long , Yaohua Zang , Weinan E , Jiequn Han

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…

Numerical Analysis · Mathematics 2018-08-14 Jun Liu , Zhu Wang

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

The cryopreservation of biological materials is a highly complex process, as it involves numerous factors such as the cooling and thawing procedures, the administration of cryoprotective agents (CPAs), as well as the type and composition of…

Other Quantitative Biology · Quantitative Biology 2025-12-25 Jack Lee Jennings , Sanja Bojic , Lukas Breitwieser , Alex Sharpe , Roman Bauer

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

In this paper we study the mixed virtual element approximation to an elliptic optimal control problem with boundary observations. The objective functional of this type of optimal control problem contains the outward normal derivatives of…

Numerical Analysis · Mathematics 2023-12-19 Minghui Yang , Zhaojie Zhou