Publications related to Stochastic impulse control with regime-switching dynamics

On turnpike and dissipativity properties of continuous-time optimal control problems

Dominique Bonvin, Colin Neil Jones, Timm Faulwasser, Milan Korda

This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady state, and the turnp ...

Pergamon-Elsevier Science Ltd2017

Moment-sum-of-squares hierarchies for set approximation and optimal control

Milan Korda

This thesis uses the idea of lifting (or embedding) a nonlinear controlled dynamical system into an infinite-dimensional space of measures where this system is equivalently described by a linear equation. This equation and problems involving it are subsequ ...

EPFL2016

Error estimates for finite element approximations of nonlinear monotone elliptic problems with application to numerical homogenization

Assyr Abdulle, Martin Ernst Huber

We consider a finite element method (FEM) with arbitrary polynomial degree for nonlinear monotone elliptic problems. Using a linear elliptic projection, we first give a new short proof of the optimal convergence rate of the FEM in the L2 norm. We then deri ...

Wiley-Blackwell2016

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

Jan Sickmann Hesthaven, Paolo Gatto

The fractional Laplacian operator (−∆)s on a bounded domain Ω can be realized as a Dirichlet-to-Neumann map for a degenerate elliptic equation posed in the semi-infinite cylinder Ω × (0,∞). In fact, the Neumann trace on Ω involves a Muckenhoupt weight that ...

Springer Verlag2015

On Turnpike and Dissipativity Properties of Continuous-Time Optimal Control Problems

Dominique Bonvin, Colin Neil Jones, Timm Faulwasser, Milan Korda

This paper investigates the relations between three different properties, which are of importance in continuous-time optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady stat ...

2015

Analysis of the finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

Assyr Abdulle, Gilles Vilmart

A fully discrete analysis of the finite element heterogeneous multiscale method for a class of nonlinear elliptic homogenization problems of nonmonotone type is proposed. In contrast to previous results obtained for such problems in dimension

d\leq2

for ...

Amer Mathematical Soc2014

Optimal control for power generating kites

Sanket Sanjay Diwale

Numerical solutions for optimal power generation in a pumping power cycle for Airborne Wind Energy is presented. The problem is essentially an infinite horizon optimal control problem which is then attempted to solve by three methods, finite time horizon a ...

2014

Optimal control for Partial Differential Equations

Antoine Giovanni Imboden

In this project report, we first present the application of the finite elements method to the numerical approximation of elliptic and parabolic PDEs over two-dimensional domains. We then consider the theory and numerical approximation of optimal control pr ...

2013

Reduction strategies for PDE-constrained optimization problems in haemodynamics

Gianluigi Rozza, Andrea Manzoni, Federico Negri

Solving optimal control problems for many different scenarios obtained by varying a set of parameters in the state system is a computationally extensive task. In this paper we present a new reduced framework for the formulation, the analysis and the numeri ...

Vienna Technical University,2012

On the stability of traffic perimeter control in two-region urban cities

Nikolaos Geroliminis, Jack Haddad

In this paper, stability analysis of traffic control for two-region urban cities is treated. It is known in control theory that optimality does not imply stability. If the optimal control is applied in a heavily congested system with high demand, traffic c ...

Elsevier2012

Stochastic impulse control with regime-switching dynamics

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On turnpike and dissipativity properties of continuous-time optimal control problems

Moment-sum-of-squares hierarchies for set approximation and optimal control

Error estimates for finite element approximations of nonlinear monotone elliptic problems with application to numerical homogenization

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

On Turnpike and Dissipativity Properties of Continuous-Time Optimal Control Problems

Analysis of the finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

Optimal control for power generating kites

Optimal control for Partial Differential Equations

Reduction strategies for PDE-constrained optimization problems in haemodynamics

On the stability of traffic perimeter control in two-region urban cities

On Turnpike and Dissipativity Properties of Continuous-Time Optimal Control Problems

Optimal control for power generating kites

Analysis of the finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

On turnpike and dissipativity properties of continuous-time optimal control problems

Moment-sum-of-squares hierarchies for set approximation and optimal control

Error estimates for finite element approximations of nonlinear monotone elliptic problems with application to numerical homogenization

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

Optimal control for Partial Differential Equations

Reduction strategies for PDE-constrained optimization problems in haemodynamics

On the stability of traffic perimeter control in two-region urban cities