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This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

We present a weak finite element method for elliptic problems in one space dimension. Our analysis shows that this method has more advantages than the known weak Galerkin method proposed for multi-dimensional problems, for example, it has…

Numerical Analysis · Mathematics 2016-06-29 Tie Zhang , Yanli Chen

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…

Optimization and Control · Mathematics 2021-08-09 Kamana Porwal , Pratibha Shakya

We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…

Numerical Analysis · Mathematics 2026-03-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

The article examines a linear-quadratic Neumann control problem that is governed by a non-coercive elliptic equation. Due to the non-self-adjoint nature of the linear control-to-state operator, it is necessary to independently study both…

Optimization and Control · Mathematics 2025-06-25 Thomas Apel , Mariano Mateos , Arnd Rösch

We consider a bilinear optimal control problem with pointwise tracking for a semilinear elliptic PDE in two and three dimensions. The control variable enters the PDE as a (reaction) coefficient and the cost functional contains point…

Optimization and Control · Mathematics 2025-12-16 Enrique Otarola , Daniel Quero , Matias Sasso

We consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization. We provide a condition which allows to decide whether a solution of the necessary first order conditions is a global…

Optimization and Control · Mathematics 2015-03-25 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…

Optimization and Control · Mathematics 2025-02-25 Yue Sun , Xianping Wu , Xun Li

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

Optimization and Control · Mathematics 2022-08-04 Daniel Wachsmuth

In this article, we present two different approaches for obtaining quantitative inequalities in the context of parabolic optimal control problems. Our model consists of a linearly controlled heat equation with Dirichlet boundary condition…

Optimization and Control · Mathematics 2021-03-02 Idriss Mazari

We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…

Numerical Analysis · Mathematics 2014-11-19 C. Brett , A. S. Dedner , C. M. Elliott

We study solution techniques for a linear-quadratic optimal control problem involving fractional powers of elliptic operators. These fractional operators can be realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem…

Optimization and Control · Mathematics 2015-04-21 Harbir Antil , Enrique Otarola

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…

Optimization and Control · Mathematics 2021-12-09 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

In this work, we investigate the approximate controllability of a class of one-dimensional degenerate parabolic equations with Robin boundary conditions. The degeneracy occurs at one endpoint of the spatial domain, and we apply an impulsive…

Optimization and Control · Mathematics 2025-05-07 Hind El Baggari , Ilham Ouelddris

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

Optimization and Control · Mathematics 2022-07-22 Georgy Kostin , Alexander Gavrikov

This article is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a…

Numerical Analysis · Mathematics 2021-12-13 Kamana Porwal , Pratibha Shakya
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