相关论文: Guaranteed lower bounds for cost functionals of ti…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
The main purpose of this paper is the study of second-order optimality conditions for the bilinear control of a strongly degenerate parabolic equation. The equation is degenerate at the boundary of the spatial domain. The well-posedness of…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…
We present new Neumann-Neumann algorithms based on a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, the Lagrange multiplier approach provides a coupled…
We show that a problem on minimal periods of solutions of Lipschitz functional differential equations is closely related to the unique solvability of the periodic problem for linear functional differential equations. Sharp bounds for…
These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
Along the optimal trajectory of an optimal control problem constrained by a semilinear parabolic partial differential equation, we prove the differentiability of the value function with respect to the initial condition and, under additional…
We consider a hyperbolic free boundary problem by means of minimizing time discretized functionals of Crank-Nicolson type. The feature of this functional is that it enjoys energy conservation in the absence of free boundaries, which is an…
Isoperimetric problems consist in minimizing or maximizing a cost functional subject to an integral constraint. In this work, we present two fractional isoperimetric problems where the Lagrangian depends on a combined Caputo derivative of…
We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and…
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…
This work presents the multiharmonic analysis and derivation of functional type a posteriori estimates of a distributed eddy current optimal control problem and its state equation in a time-periodic setting. The existence and uniqueness of…
In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…
The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…
To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…
We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…