相关论文: Polynomial Profits in Renewable Resources Manageme…

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

We formalise decompression planning as an optimal control problem with gas feasibility windows (ppO$_2$, END), affine ceilings, and convex penalties in normalised oversaturation. The depth trajectory is constrained to be a monotone ascent,…

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Initially introduced in the framework of quantum control, the so-called "monotonic algorithms" have demonstrated excellent numerical performance when dealing with bilinear optimal control problems. This paper presents a unified formulation…

To achieve ambitious greenhouse gas emission reduction targets in time, the planning of future energy systems needs to accommodate societal preferences, e.g. low levels of acceptance for transmission expansion or onshore wind turbines, and…

An infinite-dimensional bilinear optimal control problem with infinite-time horizon is considered. The associated value function can be expanded in a Taylor series around the equilibrium, the Taylor series involving multilinear forms which…

As the penetration level of transmission-scale time-intermittent renewable generation resources increases, control of flexible resources will become important to mitigating the fluctuations due to these new renewable resources. Flexible…

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

We study minimal time strategies for the treatment of pollution of large volumes, such as lakes or natural reservoirs, with the help of an autonomous bioreactor. The control consists in feeding the bioreactor from the resource, the clean…

We review the optimal control of systems modeling the dynamics of tuberculosis. Time dependent control functions are introduced in the mathematical models, representing strategies for the improvement of the treatment and cure of active…

We consider the problem of maximizing expected utility from terminal wealth in models with stochastic factors. Using martingale methods and a conditioning argument, we determine the optimal strategy for power utility under the assumption…

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

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.…

In order to survive, reproduce and (in multicellular organisms) differentiate, cells must control the concentrations of the myriad different proteins that are encoded in the genome. The precision of this control is limited by the inevitable…

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

This paper deals with an optimal control problem and describes the reachable set for the scalar 1-D conservation laws with discontinuous flux. Regarding the optimal control problem we first prove the existence of a minimizer and then we…