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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…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…

Optimization and Control · Mathematics 2017-11-23 Juan-Carlos De Los Reyes

We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…

Optimization and Control · Mathematics 2020-04-22 Pavel Barkhayev

This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…

Systems and Control · Computer Science 2014-11-25 Andrew Lamperski , Laurent Lessard

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…

Optimization and Control · Mathematics 2016-05-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

We study the stability of unstable steady states in scalar retarded time-delayed systems subjected to a variable-delay feedback control. The important aspect of such a control problem is that time-delayed systems are already…

Chaotic Dynamics · Physics 2010-07-08 Aleksandar Gjurchinovski , Viktor Urumov

Systems of differential equations with state-dependent delay are considered. The delay dynamically depends on the state i.e. is governed by an additional differential equation. By applying the time transformations we arrive to constant…

Classical Analysis and ODEs · Mathematics 2017-06-29 A. V. Rezounenko

In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…

Optimization and Control · Mathematics 2020-07-14 Weijun Meng , Jingtao Shi

In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…

Probability · Mathematics 2026-01-23 Said Hamadène , Ibtissam Hdhiri

In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed results on these problems, the boundary of control variables are…

Optimization and Control · Mathematics 2017-03-03 Ning Chen , Yanqing Wang , Dong-Hui Yang

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

This thesis addresses the problem of developing a quantum counter-part of the well established classical theory of control. We dwell on the fundamental fact that quantum states are generally not perfectly distinguishable, and quantum…

Quantum Physics · Physics 2009-08-21 Paulo E. M. F. Mendonca

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…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

We investigate how the concepts of optimal control of measurables of a system with a time dependent Hamiltonian may be mixed with the level set technique to keep the desired entity invariant. We derive sets of equations for this purpose and…

Quantum Physics · Physics 2007-05-23 Fariel Shafee

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

Optimization and Control · Mathematics 2024-01-31 Jasarat J. Gasimov , Nazim I. Mahmudov

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended distributed delay, and extended noisy memory. The model is…

Optimization and Control · Mathematics 2026-01-19 Xinpo Li , Jingtao Shi

A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…

Optimization and Control · Mathematics 2017-05-03 Shinji Tanimoto