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We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…

Probability · Mathematics 2024-11-20 Takuji Arai , Masahiko Takenaka

Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…

Quantum Physics · Physics 2025-02-21 L. V. Lokutsievskiy , A. N. Pechen , M. I. Zelikin

Moment optimization techniques have been recently proposed to solve globally various classes of optimal control problems. As those methods return truncated moment sequences of occupation measures, this paper explores a numeric method for…

Optimization and Control · Mathematics 2014-04-17 Mathieu Claeys

The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…

Optimization and Control · Mathematics 2016-08-05 Myong-Song Ho , Kwang-Nam Oh , Chol-Jun Hwang

We consider the speed planning problem for a robotic manipulator. In particular, we present an algorithm for finding the time-optimal speed law along an assigned path that satisfies velocity and acceleration constraints and respects the…

Robotics · Computer Science 2018-10-04 Luca Consolini , Marco Locatelli , Andrea Minari , Akos Nagy , Istvan Vajk

The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…

Chaotic Dynamics · Physics 2007-05-23 Saar Rahav , Eli Geva , Shmuel Fishman

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We explore theoretically the navigation of an active particle based on delayed feedback control. The delayed feedback enters in our expression for the particle orientation which, for an active particle, determines (up to noise) the…

Statistical Mechanics · Physics 2019-07-24 S. M. J. Khadem , Sabine H. L. Klapp

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Optimization and Control · Mathematics 2018-03-02 Lijuan Wang , Qishu Yan

In this article we analyze the optimal control strategy for rotating a monitored qubit from an initial pure state to an orthogonal state in minimum time. This strategy is described for two different cost functions of interest which do not…

Optimization and Control · Mathematics 2012-11-27 Srinivas Sridharan , Masahiro Yanagisawa , Joshua Combes

We consider the problem of a particle traveling from an initial configuration to a final configuration (given by a point in the plane along with a prescribed velocity vector) in minimum time with non-homogeneous velocity and with…

Optimization and Control · Mathematics 2014-01-13 Ricardo G. Sanfelice , Sze Zheng Yong , Emilio Frazzoli

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

The quantum speed limit sets the minimum time required to transfer a quantum system completely into a given target state. At shorter times the higher operation speed has to be paid with a loss of fidelity. Here we quantify the trade-off…

Quantum Physics · Physics 2015-12-08 Miroslav Gajdacz , Kunal K. Das , Jan Arlt , Jacob F. Sherson , Tomáš Opatrný

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…

Numerical Analysis · Mathematics 2016-04-12 Enrico Bertolazzi , Marco Frego

In this paper we consider an optimal control problem in large time horizon and solve it numerically. More precisely, we are interested in an aerial vehicle guidance problem: launched from a ground platform, the vehicle aims at reaching a…

Optimization and Control · Mathematics 2025-03-04 Veljko Askovic , Emmanuel Trélat , Hasnaa Zidani

We analyze the control of the motion of a charged particle by means of an external electric field. The system is constrained to move along a given direction. The goal of the control is to change the speed of the particle in a fixed time…

Optimization and Control · Mathematics 2020-01-22 V. Martikyan , D. Guéry-Odelin , D. Sugny

The problem of state-feedback stabilizability of discrete-time nonlinear systems has been considered in this note. Two assertions have been proved. First, if the system is $N$-step controllable to the origin, then there is a state feedback…

Optimization and Control · Mathematics 2018-04-19 Shigeru Hanba

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn