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We establish necessary optimality conditions for variational problems with an action depending on the free endpoints. New transversality conditions are also obtained. The results are formulated and proved using the recent and general theory…

Optimization and Control · Mathematics 2015-02-23 Agnieszka B. Malinowska , Delfim F. M. Torres

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…

Optimization and Control · Mathematics 2014-07-24 Mohammed Benharrat , Delfim F. M. Torres

This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…

Optimization and Control · Mathematics 2018-04-30 Christian Clason , Armin Rund , Karl Kunisch

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 consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Karl Kunisch , Philip Trautmann

In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with…

Optimization and Control · Mathematics 2020-09-16 M. Soledad Aronna , J. Frédéric Bonnans , Axel Kröner

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

This paper is devoted to the controllability of a general linear hyperbolic system in one space dimension using boundary controls on one side. Under precise and generic assumptions on the boundary conditions on the other side, we previously…

Optimization and Control · Mathematics 2019-10-29 Jean-Michel Coron , Hoai-Minh Nguyen

The main purpose of this paper is the study of second-order optimality conditions for the bilinear control of a strongly degenerate parabolic equation. The equation is degenerate at the boundary of the spatial domain. The well-posedness of…

Optimization and Control · Mathematics 2024-11-07 Cyrille Kenne , Landry Djomegne , Pascal Zongo

We consider an optimization problem related to elliptic PDEs of the form $-{\rm div}(a(x)\nabla u)=f$ with Dirichlet boundary condition on a given domain $\Omega$. The coefficient $a(x)$ has to be determined, in a suitable given class of…

Optimization and Control · Mathematics 2025-12-10 Giuseppe Buttazzo , Juan Casado-Díaz , Faustino Maestre

We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…

Optimization and Control · Mathematics 2007-05-23 Rui A. C. Ferreira , Delfim F. M. Torres

In this paper we study a distributed optimal control problem for a three-dimensional Navier-Stokes-$\alpha$ model. We prove the solvability of the optimal control problem, and derive first-order optimality conditions by using a Lagrange…

Optimization and Control · Mathematics 2019-05-07 Exequiel Mallea-Zepeda , Elva Ortega-Torres , Élder J. Villamizar-Roa

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…

Machine Learning · Computer Science 2022-04-19 Soumyajit Gupta , Gurpreet Singh , Raghu Bollapragada , Matthew Lease

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , René Pinnau , Matthias Andres , Claudia Totzeck

This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…

Optimization and Control · Mathematics 2025-12-09 Kedarnath Buda , B. V. Rathish Kumar , Anil Rathi

We systematically introduce an approach to the analysis and (numerical) solution of a broad class of nonlinear unconstrained optimal control problems, involving ordinary and distributed systems. Our approach relies on exact representations…

Optimization and Control · Mathematics 2025-02-04 Nikolay Pogodaev , Maxim Staritsyn