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This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

Optimization and Control · Mathematics 2025-03-11 Chenhui Hao , Jingtao Shi , Shuaiqi Zhang

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

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

PDE-constrained optimization is a field of numerical analysis that combines the theory of PDEs, nonlinear optimization and numerical linear algebra. Optimization problems of this kind arise in many physical applications, prominently in…

Numerical Analysis · Mathematics 2017-10-18 Gennadij Heidel , Andy Wathen

We consider a shape optimization problem written in the optimal control form: the governing operator is the $p$-Laplacian in the Euclidean space $\R^d$, the cost is of an integral type, and the control variable is the domain of the state…

Optimization and Control · Mathematics 2021-06-28 Giuseppe Buttazzo , Francesco Paolo Maiale , Bozhidar Velichkov

Obtaining sharp estimates for quantities involved in a given model is an integral part of the modeling process. For dynamical systems whose orbits display a complicated, perhaps chaotic, behaviour, the aim is usually to estimate time or…

Analysis of PDEs · Mathematics 2021-08-31 Ricardo M. S. Rosa , Roger M. Temam

An explicit saturating set consisting of eigenfunctions of Stokes operator in general 3D Cylinders is proposed. The existence of saturating sets implies the approximate controllability for Navier--Stokes equations in $\rm 3D$ Cylinders…

Optimization and Control · Mathematics 2020-06-26 Duy Phan

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We study controllability issues for the 2D Euler and Navier-Stokes (NS) systems under periodic boundary conditions. These systems describe motion of homogeneous ideal or viscous incompressible fluid on a two-dimensional torus…

Optimization and Control · Mathematics 2009-11-11 Andrey Agrachev , Andrey Sarychev

In this paper, we prove the necessary and sufficient maximum principles (NSMPs in short) for the optimal control of systems described by a quasilinear stochastic heat equation within convex control domains, which all the coefficients…

Optimization and Control · Mathematics 2012-11-01 Liangquan Zhang , Yufeng Shi

We analyse the well posedness of a stochastic hyperviscosity-regularized 3D Navier-Stokes equation; this is the Navier-Stokes equation in which the Laplace operator is replaced by its a-power for a>1. We prove existence and uniqueness for…

Analysis of PDEs · Mathematics 2010-03-01 B. Ferrario

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…

Probability · Mathematics 2023-06-14 Giuseppina Guatteri , Federica Masiero

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…

Optimization and Control · Mathematics 2025-10-10 Yves Achdou

This paper is concerned with the problem of shape optimization of two-dimensional flows governed by the time-dependent Navier-Stokes equations. We derive the structures of shape gradients with respect to the shape of the variable domain for…

Optimization and Control · Mathematics 2007-05-23 Zhiming Gao , Yichen Ma , Hongwei Zhuang

In this paper we study existence, dependence and optimal control results concerning solutions to a class of hemivariational inequalities for stationary Navier-Stokes equations but without making use of the theory of pseudo-monotone…

Analysis of PDEs · Mathematics 2020-07-21 Khalid Akhlil , Sultana Ben Aadi , Hicham Mahdioui

A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…

Optimization and Control · Mathematics 2013-12-30 Kai Du , Qingxin Meng

In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…

Optimization and Control · Mathematics 2018-10-03 Xu Liu , Qi Lü , Xu Zhang