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In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the…

Numerical Analysis · Mathematics 2023-06-28 Peter Gangl , Richard Löscher , Olaf Steinbach

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 design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

We consider a parabolic optimal control problem with an initial measure control. The cost functional consists of a tracking term corresponding to the observation of the state at final time. Instead of a regularization term in the cost…

Optimization and Control · Mathematics 2020-08-18 Evelyn Herberg , Michael Hinze

This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…

Numerical Analysis · Mathematics 2024-03-12 Pratibha Shakya

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

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Gilberto O. Corrêa , Marlon M. López-Flores , Alexandre L. Madureira

In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…

Optimization and Control · Mathematics 2025-05-13 Qiming Wang , Wanfang Shen , Wenbin Liu

In this paper we discuss the optimal control of a quasilinear parabolic state equation. Its form is leaned on the kind of problems arising for example when controlling the anisotropic Allen-Cahn equation as a model for crystal growth.…

Optimization and Control · Mathematics 2025-08-06 Luise Blank , Johannes Meisinger

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximation of the state equation using a discretization of the…

Numerical Analysis · Mathematics 2018-09-28 Stefan Dohr , Christian Kahle , Sergejs Rogovs , Piotr Swierczynski

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Optimization and Control · Mathematics 2018-03-02 Lijuan Wang , Qishu Yan

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

Optimization and Control · Mathematics 2010-08-20 Hongwei Lou

In this paper, we consider a class of optimal control problems governed by 1D parabolic state-systems of KWC types with dynamic boundary conditions. The state-systems are based on a phase-field model of grain boundary motion, proposed in…

Analysis of PDEs · Mathematics 2020-10-05 Shodai Kubota , Ryota Nakayashiki , Ken Shirakawa

We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…

Optimization and Control · Mathematics 2020-05-26 Mircea Sofonea , Domingo A. Tarzia

We consider an unregularized optimal control problem subject to the steady-state Navier-Stokes equations. We derive the existence of optimal solutions and prove first- and second-order optimality conditions. To approximate solutions to the…

Numerical Analysis · Mathematics 2026-05-26 Francisco Fuica , Nicolai Jork

In this paper we consider the convergence analysis of adaptive finite element method for elliptic optimal control problems with pointwise control constraints. We use variational discretization concept to discretize the control variable and…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Ningning Yan

We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Margaret P. Chapman , Laurent Lessard

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra