相关论文: Mathematical modelling and optimal control of anth…

Most recent advances in machine learning and analytics for process control pose the question of how to naturally integrate new data-driven methods with classical process models and control. We propose a process modeling framework enabling…

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

This paper presents a novel, mathematically rigorous framework for autoencoder-type deep neural networks that combines optimal control theory and low-rank tensor methods to yield memory-efficient training and automated architecture…

We present a direct numerical method for the solution of an optimal control problem controlling the growth of LDL, HDL and plaque. The optimal control problem is constrained with a system of coupled nonlinear free and mixed boundary partial…

We study the Optimal Control Problem (OCP) for regular linear differential-algebraic systems (DAEs). To this end, we introduce the input index, which allows, on the one hand, to characterize the space of consistent initial values in terms…

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…

Ordinary differential equations (ODE) are a popular tool to model the spread of infectious diseases, yet they implicitly assume an exponential distribution to describe the flow from one infection state to another. However, scientific…

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

We present and compare two different optimal control approaches applied to SEIR models in epidemiology, which allow us to obtain some policies for controlling the spread of an epidemic. The first approach uses Dynamic Programming to…

We introduce the problem of parameter identification for a coupled nonlocal Cahn-Hilliard-reaction-diffusion PDE system stemming from a recently introduced tumor growth model. The inverse problem of identifying relevant parameters is…

In this paper, we study the existence of an optimal strategy for the stochastic control of diffusion in general case and a saddle-point for zero-sum stochastic differential games. The problem is formulated as an extended BSDE with…

In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

We consider an optimal control problem for a diffuse interface model of tumor growth. The state equations couples a Cahn-Hilliard equation and a reaction-diffusion equation, which models the growth of a tumor in the presence of a nutrient…

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…

This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

We study a bilinear OCP for an evolution equation governed by the fractional Laplacian of order $0 < s < 1$, incorporating a nonlocal time component modeled by an integral kernel. After establishing well-posedness of the problem, we analyze…