相关论文: Vector-Valued Integer Optimal Control with TV Regu…
Despite the popularity and practical success of total variation (TV) regularization for function estimation, surprisingly little is known about its theoretical performance in a statistical setting. While TV regularization has been known for…
We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
We propose an efficient estimation technique for the automatic selection of locally-adaptive Total Variation regularisation parameters based on an hybrid strategy which combines a local maximum-likelihood approach estimating space-variant…
We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point…
In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of a Schr\"odinger type, governed by the Laplace operator. The cost functional…
We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
The present paper deals with the data-driven design of regularizers in the form of artificial neural networks, for solving certain inverse problems formulated as optimal control problems. These regularizers aim at improving accuracy,…
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…
In this paper, we study the optimal control problem with terminal and inequality state constraints for state equations described by Volterra integral equations having singular and nonsingular kernels. The singular kernel introduces abnormal…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…
The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…
We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…
Computation of general state- and/or control-constrained Optimal Control Problems (OCPs) is difficult for various constraints, especially the intractable path constraint. For such problems, the theoretical convergence of numerical…
In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
This paper studies the time optimal control problem for systems of heat equations coupled by a pair of constant matrices. The control constraint is of the ball-type, while the target is the origin of the state space. We obtain an upper…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…