相关论文: Generalized Lagrangian Jacobi-Gauss-Radau collocat…

While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

A method is developed for solving bang-bang and singular optimal control problems using adaptive Legendre-Gauss-Radau (LGR) collocation. The method is divided into several parts. First, a structure detection method is developed that…

An optimal guidance method is developed that reduces sensitivity to parameters in the dynamic model. The method combines a previously developed method for guidance and control using adaptive Legendre-Gauss-Radau (LGR) collocation and a…

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…

The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…

This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…

We propose an embedded discontinuous Galerkin (EDG) method to approximate the solution of a distributed control problem governed by convection diffusion PDEs, and obtain optimal a priori error estimates for the state, dual state, their…

We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter…

Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

We consider the problem of finding an event-based sampling scheme that optimizes the trade-off between average sampling rate and control performance in a linear-quadratic-Gaussian (LQG) control problem setting with output feedback. Our…

A mass-preserving two-step Lagrange-Galerkin scheme of second order in time for convection-diffusion problems is presented, and convergence with optimal error estimates is proved in the framework of $L^2$-theory. The introduced scheme…

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

The discontinuous Galerkin dG method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily…

In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is formulated into differential equation systems, and we can…

This paper, as the sequel to previous work, develops numerical schemes for fractional diffusion equations on a two-dimensional finite domain with triangular meshes. We adopt the nodal discontinuous Galerkin methods for the full spatial…