相关论文: Summation method in optimal control problem with d…
We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…
We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…
The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…
This paper develops a controller synthesis algorithm for distributed LQG control problems under output feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
This paper is concerned with the null controllability problem for a class of quasilinear parabolic equations under multiplicative control, locally supported in space. For the purpose of proving the existence of a multiplicative control…
In this paper, we study the well-posedness and approximate controllability of a class of network systems having delays and controls at the boundary conditions. The particularity of this work is that the network system is defined on infinite…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…
We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…
In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on…
In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…