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A novel nonlinear feedback control design methodology for incompressible fluid flows aiming at the optimisation of long-time averages of flow quantities is presented. It applies to reduced-order finite-dimensional models of fluid flows,…

流体动力学 · 物理学 2016-12-21 Davide Lasagna , Deqing Huang , Owen R. Tutty , Sergei Chernyshenko

We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the…

最优化与控制 · 数学 2020-09-15 Martin P. Neuenhofen , Eric C. Kerrigan

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

最优化与控制 · 数学 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Safety is closely related to set invariance for dynamical systems. However, synthesizing a safe invariant set and at the same time synthesizing the associated safe controller still remains challenging. In this note we introduce a simple…

最优化与控制 · 数学 2025-11-25 Han Wang , Kostas Margellos , Antonis Papachristodoulou

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

最优化与控制 · 数学 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

最优化与控制 · 数学 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…

最优化与控制 · 数学 2026-05-26 Liying Sun , Xiaohan Wang , Yongyi Yu

- We discuss the approximation of distributed null controls for partial differential equations. The main purpose is to determine an approximation of controls that drives the solution from a prescribed initial state at the initial time to…

最优化与控制 · 数学 2015-10-14 Arnaud Münch , Pablo Pedregal

This paper deals with the numerical computation of boundary null controls for the 1D wave equation with a potential. The goal is to compute an approximation of controls that drive the solution from a prescribed initial state to zero at a…

最优化与控制 · 数学 2015-02-03 Nicolae Cîndea , Enrique Fernandez-Cara , Arnaud Munch

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

最优化与控制 · 数学 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

最优化与控制 · 数学 2025-05-20 Viktoriya Nikitina , Alberto De Marchi , Matthias Gerdts

Optimal quantum control of continuous variable systems poses a formidable computational challenge because of the high-dimensional character of the system dynamics. The framework of quantum invariants can significantly reduce the complexity…

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

最优化与控制 · 数学 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

The problem of characterizing a real polynomial $f$ as a sum of squares of polynomials on a real algebraic variety $V$ dates back to the pioneering work of Hilbert in [Mathematische Annalen 32.3 (1888): 342-350]. In this paper, we…

代数几何 · 数学 2023-03-10 Ngoc Hoang Anh Mai , Victor Magron

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

计算金融 · 定量金融 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

系统与控制 · 电气工程与系统科学 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

最优化与控制 · 数学 2024-10-30 Nicholas A. Corbin , Boris Kramer

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,…

最优化与控制 · 数学 2016-07-01 J. J. Trujillo , V. M. Ungureanu

In this paper, we discuss the numerical approximation of a distributed optimal control problem governed by the von Karman equations, defined in polygonal domains with point-wise control constraints. Conforming finite elements are employed…

数值分析 · 数学 2017-09-19 Gouranga Mallik , Neela Nataraj , Jean-Pierre Raymond