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We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…

Optimization and Control · Mathematics 2025-02-19 Yassine Tahraoui , Fernanda Cipriano

The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…

Optimization and Control · Mathematics 2017-09-05 E. R. Avakov , G. G. Magaril-Il'yaev

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

Optimization and Control · Mathematics 2016-11-04 Ulisse Stefanelli , Gerd Wachsmuth , Daniel Wachsmuth

In this paper, we study the approximate controllability of a system governed by an evolution problem known as the sloshing problem. This problem involves a spatial, nonlocal differential operator inherent in the dynamics of a…

Analysis of PDEs · Mathematics 2024-02-29 M. A. Fontelos , R. Lecaros , J. López-Ríos , A. Pérez

We are concerned with a model describing the motion of two compressible, immiscible fluids with density-dependent viscosity in the whole $\mathbb R^3$. The phases of the flow may have different pressure and viscosity laws and are separated…

Analysis of PDEs · Mathematics 2025-10-14 Marcel Zodji

In this paper we study optimal control problems governed by a semilinear elliptic equation. The equation is nonmonotone due to the presence of a convection term, despite the monotonocity of the nonlinear term. The resulting operator is…

Optimization and Control · Mathematics 2020-06-11 Eduardo Casas , Mariano Mateos , Arnd Rösch

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…

Optimization and Control · Mathematics 2020-04-02 Michel Duprez , Morgan Morancey , Francesco Rossi

It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…

Optimization and Control · Mathematics 2018-01-03 Isaac Klickstein , Afroza Shirin , Francesco Sorrentino

In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…

Optimization and Control · Mathematics 2025-06-13 Jai Tushar , Arbaz Khan , Manil T. Mohan

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

We show local higher integrability of derivative of a suitable weak solution to the surface growth model, provided a scale-invariant quantity is locally bounded. If additionally our scale-invariant quantity is small, we prove local…

Analysis of PDEs · Mathematics 2023-07-12 Jan Burczak , Wojciech S. Ożański , Gregory Seregin

We prove the stability of entropy weak solutions of a class of scalar conservation laws with non-local flux arising in traffic modelling. We obtain an estimate of the dependence of the solution with respect to the kernel function, the speed…

Analysis of PDEs · Mathematics 2018-01-18 Felisia Angela Chiarello , Paola Goatin , Elena Rossi

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…

Optimization and Control · Mathematics 2022-07-22 Stefana-Lucia Anita

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

We perform a detailed study of a simple mathematical model addressing the problem of optimally regulating a process subject to periodic external forcing, which is interesting both in view of its direct applications and as a prototype for…

Optimization and Control · Mathematics 2025-03-04 Nir Gavish , Guy Katriel

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…

Optimization and Control · Mathematics 2021-03-30 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

The aim of this work is to study the Navier-Stokes-Voigt equations that govern flows with non-negative density of incompressible fluids with elastic properties. For the associated non-linear initial-and boundary-value problem, we prove the…

Analysis of PDEs · Mathematics 2023-09-04 Hermenegildo Borges de Oliveira , Khonatbek Khompysh , Aidos Ganizhanuly Shakir

We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…

Probability · Mathematics 2024-09-04 Nikolai Chemetov , Fernanda Cipriano