相关论文: Existence of the optimum for Shallow Lake type mod…
This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…
We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
The solution existence of finite horizon optimal economic growth problems is studied by invoking Filippov's Existence Theorem for optimal control problems with state constraints of the Bolza type from the monograph of L. Cesari…
In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…
This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…
This paper describes the reachable set and resolves an optimal control problem for the scalar conservation laws with discontinuous flux. We give a necessary and sufficient criteria for the reachable set. A new backward resolution has been…
The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…
A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…
This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…
This paper presents a new model-based algorithm that computes predictive optimal controls on-line and in closed loop for traditionally challenging nonlinear systems. Examples demonstrate the same algorithm controlling hybrid impulsive,…
We initiate the study of nonsmooth optimization problems under bounded local subgradient variation, which postulates bounded difference between (sub)gradients in small local regions around points, in either average or maximum sense. The…
This paper is concerned with the distributed optimal control of a time-discrete Cahn--Hilliard/Navier--Stokes system with variable densities. It focuses on the double-obstacle potential which yields an optimal control problem for a family…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…
The paper is concerned with an optimal control problem governed by a state equation in form of a generalized abstract operator differential equation involving a maximal monotone operator. The state equation is uniquely solvable, but the…
In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…
This paper investigates the asymptotic analysis of an optimal control problem (OCP) posed on a high-contrast elastic medium with soft periodic inclusions, governed by a semilinear elasticity system with a nonlocal term. The domain consists…