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

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…

This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…

We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…

This work presents a stochastic dynamic programming (SDP) algorithm that aims at minimizing an economic criteria based on the total energy consumption of a range extender electric vehicle (REEV). This algorithm integrates information from…

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

In this paper, we design an output-feedback controller to stabilize n +m hetero-directional transport partial differential equations (PDEs) coupled on both domain boundaries to ordinary differential equations (ODEs). This class of systems…

A popular approach to designing finite-dimensional boundary controllers for partial differential equations (PDEs) is to decompose the PDE into independent modes and focus on the dominant ones while neglecting highly damped residual modes.…

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic technique based on the concept of Snell envelopes. We then…

We study an optimal control problem aimed at achieving a desired tradeoff between the network coherence and communication requirements in the distributed controller. Our objective is to add a certain number of edges to an undirected…

This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficients. The optimality system, which is a linear mean-field…

We propose an approach for the synthesis of robust and optimal feedback controllers for nonlinear PDEs. Our approach considers the approximation of infinite-dimensional control systems by a pseudospectral collocation method, leading to…

In this paper we consider some optimal control problems governed by elliptic partial differential equations. The solution is the state variable, while the control variable is, depending on the case, the coefficient of the PDE, the…

This paper presents scalable controller synthesis methods for heterogeneous and partially heterogeneous systems. First, heterogeneous systems composed of different subsystems that are interconnected over a directed graph are considered.…

Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…

This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…

This paper investigates the existence of a G-relaxed optimal control of a controlled stochastic differential delay equation driven by G-Brownian motion (G-SDDE in short). First, we show that optimal control of G-SDDE exists for the finite…