相关论文: Optimal Control of Semilinear Elliptic Partial Dif…

We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for…

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

In this paper we study the approximate controllability and existence of optimal control of impulsive fractional semilinear delay differential equations with non-local conditions. We use Sadovskii's fixed point theorem, semigroup theory of…

We consider a bilinear optimal control problem with pointwise tracking for a semilinear elliptic PDE in two and three dimensions. The control variable enters the PDE as a (reaction) coefficient and the cost functional contains point…

The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…

We study a control-constrained optimal control problem governed by a semilinear elliptic equation. The control acts in a bilinear way on the boundary, and can be interpreted as a heat transfer coefficient. A detailed study of the state…

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

The take-home message of this paper is that solving optimal control problems can be computationally straightforward, provided that differentiable partial differential equation (PDE) solvers are available. Although this might seem to be a…

We study an optimal control problem governed by elliptic PDEs with interface, which the control acts on the interface. Due to the jump of the coefficient across the interface and the control acting on the interface, the regularity of…

For linear-quadratic optimal control problems (OCPs) governed by elliptic and parabolic partial differential equations (PDEs), we investigate the impact of perturbations on optimal solutions. Local perturbations may occur, e.g., due to…

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…

We prove that solution operators of elliptic obstacle-type variational inequalities (or, more generally, locally Lipschitz continuous functions possessing certain pointwise-a.e. convexity properties) are Newton differentiable when…

We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…

We consider a risk-averse optimal control problem governed by an elliptic variational inequality (VI) subject to random inputs. By deriving KKT-type optimality conditions for a penalised and smoothed problem and studying convergence of the…

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

We study an infinite-dimensional optimization problem that aims to identify the Nemytskii operator in the nonlinear part of a prototypical semilinear elliptic partial differential equation (PDE) which minimizes the distance between the…

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…