Cover Image

Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Uncertainty

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Antil, Harbir, Carney, Sean P., Díaz, Hugo, Royset, Johannes O.
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 49M37, 90C30, 93C20, 93E20, 49K20, 49J20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
by: Antil, Harbir, et al.
Published: (2026)

An online adaptive finite-element method for nonsmooth PDE-constrained optimization
by: Antil, Harbir, et al.
Published: (2026)

The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
by: Kim, Jihun, et al.
Published: (2024)

Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)

Periodic optimal control of a plug flow reactor model with an isoperimetric constraint
by: Yevgenieva, Yevgeniia, et al.
Published: (2023)

Tensor train solution to uncertain optimization problems with shared sparsity penalty
by: Antil, Harbir, et al.
Published: (2024)

Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023)

An Inexact Trust-Region Method for Structured Nonsmooth Optimization with Application to Risk-Averse Stochastic Programming
by: Kouri, Drew P.
Published: (2026)

Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution
by: Chertovskih, Roman, et al.
Published: (2024)

Quantitative Soft-to-Hard Terminal Constraint Convergence for the Heat Equation
by: Kwon, Sung-Sik
Published: (2026)

Distributed Online Optimization for Multi-Agent Optimal Transport
by: Krishnan, Vishaal, et al.
Published: (2018)

Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
by: Milz, Johannes, et al.
Published: (2022)

Optimality conditions for sparse optimal control of viscous Cahn-Hilliard systems with logarithmic potential
by: Colli, Pierluigi, et al.
Published: (2024)

Second-order optimality conditions for the sparse optimal control of nonviscous Cahn-Hilliard systems
by: Colli, Pierluigi, et al.
Published: (2024)

Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
by: Tang, Shanjian, et al.
Published: (2024)

On the optimal control of viscous Cahn-Hilliard systems with hyperbolic relaxation of the chemical potential
by: Colli, Pierluigi, et al.
Published: (2025)

Beyond Bellman: High-Order Generator Regression for Continuous-Time Policy Evaluation
by: Zheng, Yaowei, et al.
Published: (2026)

Hamiltonian formalism for optimal control of nonlinear loaded integro-PDEs
by: Belbas, S. A.
Published: (2024)

Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024)

Switching Point Optimization for Abstract Parabolic Equations
by: Buchheim, Christoph, et al.
Published: (2026)

Adjoint-based calibration of nonlinear stochastic differential equations
by: Bartsch, Jan, et al.
Published: (2023)

Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026)

Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
by: Geiersbach, Caroline, et al.
Published: (2023)

Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026)

Approximation of risk-averse optimal feedback control
by: Guth, Philipp A., et al.
Published: (2025)

Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment
by: Marko, Jonas, et al.
Published: (2024)

Integer optimal control problems with total variation regularization: Optimality conditions and fast solution of subproblems
by: Marko, Jonas, et al.
Published: (2022)

Stochastic Optimal Impulse Controls with Changing Running Costs
by: Cao, Yuchen, et al.
Published: (2025)

Finite Codimensionality Method in Infinite-dimensional Optimization Problems
by: Liu, Xu, et al.
Published: (2021)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)

Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
by: Azze, Abel, et al.
Published: (2026)

Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
by: Huang, Minyi, et al.
Published: (2025)

Multi-fidelity Learning of Reduced Order Models for Parabolic PDE Constrained Optimization
by: Klein, Benedikt, et al.
Published: (2025)

Finite-Dimensional MOR-Based RHC for Steering 2D Navier-Stokes Equations to Desired Trajectories
by: Azmi, Behzad, et al.
Published: (2026)

A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)

Tracking optimal feedback control under uncertain parameters
by: Guth, Philipp A., et al.
Published: (2024)

Efficient and Scalable Path-Planning Algorithms for Curvature Constrained Motion in the Hamilton-Jacobi Formulation
by: Parkinson, Christian, et al.
Published: (2023)

On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation
by: Buterin, Sergey
Published: (2023)

A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
by: Liang, Zongxia, et al.
Published: (2025)

Reinforcement learning for irreversible reinsurance problems: the randomized singular control approach
by: Liang, Zongxia, et al.
Published: (2025)