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An extended quadratic function is a quadratic function plus the indicator function of an affine set, that is, a quadratic function with embedded linear equality constraints. We show that, under some technical conditions, random convex…

Optimization and Control · Mathematics 2018-11-02 Shane Barratt , Stephen Boyd

We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov

Optimal control is an essential tool for stabilizing complex nonlinear systems. However, despite the extensive impacts of methods such as receding horizon control, dynamic programming and reinforcement learning, the design of cost functions…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tyler Westenbroek , Anand Siththaranjan , Mohsin Sarwari , Claire J. Tomlin , Shankar S. Sastry

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

Optimization and Control · Mathematics 2010-04-20 Olga V. Baturina , Alexander V. Bulatov , Vadim F. Krotov

The paper considers some class of dynamical systems that called density systems. For such systems the derivative of quadratic function depends on so-called density function. The density function is used to set the properties of phase space,…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Igor Furtat

We study the properties of linear and non-linear determining functionals for dissipative dynamical systems generated by PDEs. The main attention is payed to the lower bounds for the number of such functionals. In contradiction to the common…

Analysis of PDEs · Mathematics 2021-11-09 Varga Kalantarov , Anna Kostianko , Sergey Zelik

A measure representation result for a functional modelling optimal design problems for plastic deformations, under linear growth conditions, is obtained. Departing from an energy with a bulk term depending on the deformation gradient and…

Analysis of PDEs · Mathematics 2025-01-03 Ana Cristina Barroso , Elvira Zappale

We address the problem of obtaining well-defined criteria for multiobjective optimal control systems. Necessary and sufficient conditions for an optimal control functional to be nonessential are proved. The results provide effective tools…

Optimization and Control · Mathematics 2007-12-30 Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…

Optimization and Control · Mathematics 2023-02-02 Giacomo Albi , Marco Caliari , Elisa Calzola , Fabio Cassini

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Chaotic Dynamics · Physics 2007-05-23 Igor Chueshov , Jinqiao Duan , Bjorn Schmalfuss

We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…

Optimization and Control · Mathematics 2026-03-26 Anthony Hastir , Timo Reis

A well-designed control system facilitates the functions of machine operation, maintenance and development. In addition, the overall effectiveness of the control system can be greatly enhanced by providing reliable mechanisms for…

Accelerator Physics · Physics 2014-11-18 M. H. Bickley , K. S. White

Quantum optimal control theory is a powerful tool for engineering quantum systems subject to external fields such as the ones created by intense lasers. The formulation relies on a suitable definition for a target functional, that…

Quantum Physics · Physics 2015-05-20 David Kammerlander , Alberto Castro , Miguel A. L. Marques

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Dynamical Systems · Mathematics 2016-08-16 Igor Chueshov , Jinqiao Duan , Björn Schmalfuß

In this article, we consider the deterministic impulsively controlled system with infinite horizon and several discounted objective functionals. The constructed optimal control problem with functional constraints is reformulated as a Markov…

Optimization and Control · Mathematics 2026-02-10 A. Piunovskiy

We study regularity properties of the dynamic value functions of primal and dual problems of optimal investing for utility functions defined on the whole real line. Relations between decomposition terms of value processes of primal and dual…

Mathematical Finance · Quantitative Finance 2016-04-05 Michael Mania , Revaz Tevzadze

Optimal control theory is a powerful tool for improving figures of merit in quantum information tasks. Finding the solution to any optimal control problem via numerical optimization depends crucially on the choice of the optimization…

We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…

Optimization and Control · Mathematics 2021-09-07 Umberto Biccari , Enrique Zuazua

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…

Statistics Theory · Mathematics 2018-06-28 Nadezhda Gribkova , Ričardas Zitikis
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