相关论文: Proximal Gradient-based Low Rank Tensor Decomposit…

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons…

The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control objective composes a tracking-type cost with the nonlinear…

Simulating quantum algorithms on classical computers is challenging when the system size, i.e., the number of qubits used in the quantum algorithm, is moderately large. However, some quantum algorithms and the corresponding quantum circuits…

We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By…

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…

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…

This article is concerned with the optimal boundary control of the Maxwell system. We consider a Bolza problem, where the quadratic functional to be minimized penalizes the electromagnetic field at a given final time. Since the state is…

In the present paper, we consider large-scale continuous-time differential matrix Riccati equations having low rank right-hand sides. These equations are generally solved by Backward Differentiation Formula (BDF) or Rosenbrock methods…

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…

In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of…

Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…

We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…

Designing the optimal linear quadratic regulator (LQR) for a large-scale multi-agent system (MAS) is time-consuming since it involves solving a large-size matrix Riccati equation. The situation is further exasperated when the design needs…