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We study an explicit mirror-descent method for finite-horizon deterministic optimal control problems. The method is motivated by Pontryagin's maximum principle: at each iteration, one solves the state and adjoint equations and updates the…

Optimization and Control · Mathematics 2026-05-05 Ye Feng , Jianfeng Lu

Motivation: In predicting HIV therapy outcomes, a critical clinical question is whether using historical information can enhance predictive capabilities compared with current or latest available data analysis. This study analyses whether…

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

An optimal control problem for a model of tumor growth is studied. In a given subdomain, it is required to minimize the density of tumor cells, while the drug concentration in tissue is limited by given minimal and maximal values. Based on…

Optimization and Control · Mathematics 2024-07-12 Andrey Kovtanyuk , Christina Kuttler , Kristina Koshel , Alexander Chebotarev

We propose and analyse an optimal control problem where the control system is a mathematical model for tuberculosis that considers reinfection. The control functions represent the fraction of early latent and persistent latent individuals…

Optimization and Control · Mathematics 2014-10-13 Paula Rodrigues , Cristiana J. Silva , Delfim F. M. Torres

In this paper, an SIR epidemic model with variable size of population is considered. We study optimal control problem for an SIR model with "vaccination" and "treatment" as controls. It is shown that an optimal control exists. We have…

Optimization and Control · Mathematics 2016-12-28 Olga Klimenkova

A distributed optimal control problem for an extended model of phase field type for tumor growth is addressed. In this model, the chemotaxis effects are also taken into account. The control is realized by two control variables that design…

Analysis of PDEs · Mathematics 2021-03-23 Pierluigi Colli , Andrea Signori , Jürgen Sprekels

This paper studies a discrete-time optimal switching problem on a finite horizon. The underlying model has a running reward, terminal reward and signed (positive and negative) switching costs. Using the martingale approach to optimal…

Optimization and Control · Mathematics 2016-10-17 Randall Martyr

In the time- and frequency-limited model order reduction, a reduced-order approximation of the original high-order model is sought to ensure superior accuracy in some desired time and frequency intervals. We first consider the time-limited…

Systems and Control · Electrical Eng. & Systems 2021-01-29 Umair Zulfiqar , Victor Sreeram , Mian Ilyas Ahmad , Xin Du

Evidence supporting the current World Health Organization recommendations of early antiretroviral therapy (ART) initiation for adolescents is inconclusive. We leverage a large observational data and compare, in terms of mortality and CD4…

Applications · Statistics 2019-04-04 Liangyuan Hu , Joseph W. Hogan

This work presents a suboptimality study of a particular model predictive control with a stage cost shaping based on the ideas of reinforcement learning. The focus of the suboptimality study is to derive quantities relating the…

Optimization and Control · Mathematics 2020-04-28 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

Optimization and Control · Mathematics 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

In many applications of optimal control, the stage cost is not fixed, but rather a design choice with considerable impact on the control performance. In infinite horizon optimal control, the choice of stage cost is often restricted by the…

Optimization and Control · Mathematics 2022-07-13 Christian Fiedler , Sebastian Trimpe

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

In this paper, we consider a planning problem for a large-scale system modelled as a hierarchical finite state machine (HFSM) and develop a control algorithm for computing optimal plans between any two states. The control algorithm consists…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Elis Stefansson , Karl H. Johansson

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

Optimization and Control · Mathematics 2023-02-20 Filippo de Feo , Salvatore Federico , Andrzej Święch

From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…

Optimization and Control · Mathematics 2025-03-19 Osama F. Abdel Aal , Necdet Sinan Ozbek , Jairo Viola , YangQuan Chen

In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…

Optimization and Control · Mathematics 2018-12-11 Shuzhen Yang

In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…

Optimization and Control · Mathematics 2015-01-15 Mohamed Kamel Riahi

In this work we develop a stochastic model of acute HIV infection, based on the well-known standard model, that allows us to simulate the complex mutation pathways of HIV escape from multiple CTL responses. Under this model, we describe two…

Populations and Evolution · Quantitative Biology 2012-08-16 Sivan Leviyang