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This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

系统与控制 · 计算机科学 2015-04-21 Jie Fu , Ufuk Topcu

In this paper, we study optimal control problems of semilinear elliptic and parabolic equations. A tracking cost functional, quadratic in the control and state variables, is considered. No control constraints are imposed. We prove that the…

最优化与控制 · 数学 2022-10-21 Eduardo Casas , Daniel Wachsmuth

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

数值分析 · 数学 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

We consider a parabolic optimal control problem with an initial measure control. The cost functional consists of a tracking term corresponding to the observation of the state at final time. Instead of a regularization term in the cost…

最优化与控制 · 数学 2020-08-18 Evelyn Herberg , Michael Hinze

We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…

最优化与控制 · 数学 2026-03-06 Tiziano De Angelis , Erik Ekström

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

偏微分方程分析 · 数学 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

In this paper, we consider a class of optimal control problems governed by 1D parabolic state-systems of KWC types with dynamic boundary conditions. The state-systems are based on a phase-field model of grain boundary motion, proposed in…

偏微分方程分析 · 数学 2020-10-05 Shodai Kubota , Ryota Nakayashiki , Ken Shirakawa

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…

最优化与控制 · 数学 2025-03-11 Stefana-Lucia Anita , Luca Di Persio

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

最优化与控制 · 数学 2021-12-03 Eduardo Casas , Karl Kunisch

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

最优化与控制 · 数学 2010-04-20 Olga V. Baturina , Alexander V. Bulatov , Vadim F. Krotov

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…

最优化与控制 · 数学 2017-02-02 Khaled Bahlali , Omar Kebiri , Brahim Mezerdi , Ahmed Mtiraoui

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

最优化与控制 · 数学 2010-08-20 Hongwei Lou

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

最优化与控制 · 数学 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…

最优化与控制 · 数学 2017-01-31 Fouzia Baghery , Nabil Khelfallah , Brahim Mezerdi , Isabelle Turpin

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

最优化与控制 · 数学 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

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…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

最优化与控制 · 数学 2010-10-05 I. P. Smirnov

Control Barrier Functions (CBFs) have become a popular tool for enforcing set invariance in safety-critical control systems. While guaranteeing safety, most CBF approaches are myopic in the sense that they solve an optimization problem at…

系统与控制 · 电气工程与系统科学 2020-08-11 Max Cohen , Calin Belta

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

最优化与控制 · 数学 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

This paper is concerned with the state-constrained optimal control of the three-dimensional thermistor problem, a fully quasilinear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the…

最优化与控制 · 数学 2018-07-02 Hannes Meinlschmidt , Christian Meyer , Joachim Rehberg