Related papers: Highly Efficient Optimal Control for Lyophilizatio…
We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…
Time delays are ubiquitous in industry, and they must be accounted for when designing control strategies. However, numerical optimal control (NOC) of delay differential equations (DDEs) is challenging because it requires specialized…
Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…
The paper is devoted to a free-time optimal control problem for sweeping processes. We develop a constructive finite-difference approximation procedure that allows us to establish necessary optimality conditions for discrete optimal…
The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the…
In this paper, we formulate a mutual information optimal control problem (MIOCP) for discrete-time linear systems. This problem can be regarded as an extension of a maximum entropy optimal control problem (MEOCP). Differently from the MEOCP…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
For the optimal control problem governed by elliptic equations with interfaces, we present a numerical method based on the Hansbo's Nitsche-XFEM. We followed the Hinze's variational discretization concept to discretize the continuous…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
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…
In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…
We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…
Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…
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…
In the present paper an optimal control problem for a system of differential-algebraic equations (DAEs) is considered. This problem arises in the dynamic optimization of unsteady district heating networks. Based on the Carath\'eodory theory…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…