相关论文: Optimal Control of an Interconnected SDE -Paraboli…

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).…

In this paper, we investigate optimal control of network-coupled subsystems where the dynamics and the cost couplings depend on an underlying undirected weighted graph. The graph coupling matrix in the dynamics may be the adjacency matrix,…

Applications of Bose-Einstein Condensates (BEC) often require that the condensate be prepared in a specific complex state. Optimal control is a reliable framework to prepare such a state while avoiding undesirable excitations, and, when…

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by…

In this paper, we study the optimal control system driven by stochastic differential equations (SDEs) of mean-field type, in which the control variable has two components, the first being absolutely continuous and the second singular. On…

This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of network-wide constrained optimization…

A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…

The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…

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…

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is…

These notes are issued from a short course given by the author in a summer school in Chamb{\'e}ry in June 2015. We consider general semilinear PDE's and we address the following two questions: 1) How to design an efficient feedback control…

We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…

This paper deals with the gradient-based extremum seeking control (ESC) with actuation dynamics governed by distributed wave partial differential equations (PDEs). To achieve the control objective of real-time optimization for this class of…

We present an optimization-based framework for analysis and control of linear parabolic partial differential equations (PDEs) with spatially varying coefficients without discretization or numerical approximation. For controller synthesis,…

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

This paper gives an overview of the control of distributed-parameter systems using normal forms. Considering linear controllable PDE-ODE systems of hyperbolic type, two methods derive tracking controllers by mapping the system into a form…

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…