Related papers: Global optimal control of perturbed systems
We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…
In this work, we analyze Parametrized Advection-Dominated distributed Optimal Control Problems with random inputs in a Reduced Order Model (ROM) context. All the simulations are initially based on a finite element method (FEM)…
While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…
Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…
We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…
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…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
Introduction of renewable generation leads to significant reduction of inertia in power system, which deteriorates the quality of frequency control. This paper suggests a new control scheme utilizing controllable load to deal with low…
We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…
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…
In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…
In the present work, sufficient conditions for global stabilization of nonlinear uncertain systems by means of discrete-delay static output feedback are presented. Illustrating examples show the efficiency of the proposed control strategy.
In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…