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An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of…

最优化与控制 · 数学 2019-01-16 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

最优化与控制 · 数学 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

最优化与控制 · 数学 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

Stabilization of an underactuated mechanical system may be accomplished by energy shaping. Interconnection and damping assignment passivity-based control is an approach based on total energy shaping by assigning desired kinetic and…

系统与控制 · 电气工程与系统科学 2021-12-17 M. Reza J. Harandi , Hamid D. Taghirad

The paper is concerned with optimal control of backward stochastic differential equation (BSDE) driven by Teugel's martingales and an independent multi-dimensional Brownian motion, where Teugel's martingales are a family of pairwise…

最优化与控制 · 数学 2011-01-11 Maoning Tang , Qi Zhang

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

最优化与控制 · 数学 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

We present a control design for semilinear and quasilinear 2x2 hyperbolic partial differential equations with the control input at one boundary and a nonlinear ordinary differential equation coupled to the other. The controller can be…

最优化与控制 · 数学 2021-05-20 Timm Strecker , Ole Morten Aamo , Michael Cantoni

This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…

系统与控制 · 电气工程与系统科学 2022-10-18 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

最优化与控制 · 数学 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

This paper considers the backstepping design of state feedback controllers for coupled linear parabolic partial integro-differential equations (PIDEs) of Volterra-type with distinct diffusion coefficients, spatially-varying parameters and…

最优化与控制 · 数学 2017-12-25 Joachim Deutscher , Simon Kerschbaum

Recent studies have demonstrated the potential of flexible loads in providing frequency response services. However, uncertainty and variability in various weather-related and end-use behavioral factors often affect the demand-side control…

系统与控制 · 电气工程与系统科学 2021-06-29 Sai Pushpak Nandanoori , Soumya Kundu , Jianming Lian , Umesh Vaidya , Draguna Vrabie , Karanjit Kalsi

Control of the stochastic dynamics of a quantum system is indispensable in fields such as quantum information processing and metrology. However, there is no general ready-made approach to the design of efficient control strategies. Here, we…

量子物理 · 物理学 2021-04-26 Frank Schäfer , Pavel Sekatski , Martin Koppenhöfer , Christoph Bruder , Michal Kloc

In this study, we study the null controllability of a multi-dimensional degenerate parabolic equation characterized by a degenerate interior point. The control domain, which is an arbitrary inner region, does not encompass the degenerate…

最优化与控制 · 数学 2026-05-05 Dong-Hui Yang , Bao-Zhu Guo , Jie Zhong

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

最优化与控制 · 数学 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…

系统与控制 · 电气工程与系统科学 2025-09-26 Soham Chatterjee , Vivek Natarajan

We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…

最优化与控制 · 数学 2017-05-03 Weixuan Lin , Eilyan Bitar

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

最优化与控制 · 数学 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…

偏微分方程分析 · 数学 2012-11-07 Jonathan Touboul

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…

概率论 · 数学 2019-08-05 Carlo Orrieri , Gianmario Tessitore , Petr Veverka