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Complex systems often contain feedback loops that can be described as cyclic causal models. Intervening in such systems may lead to counterintuitive effects, which cannot be inferred directly from the graph structure. After establishing a…

Machine Learning · Computer Science 2022-12-15 Michel Besserve , Bernhard Schölkopf

We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…

Optimization and Control · Mathematics 2020-04-02 Michel Duprez , Morgan Morancey , Francesco Rossi

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

Analysis of PDEs · Mathematics 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…

Probability · Mathematics 2024-09-04 Nikolai Chemetov , Fernanda Cipriano

We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…

Optimization and Control · Mathematics 2015-12-31 Zhengdi Shen , Alexander Vladimirsky

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

We establish relationships between the classical moments problems which are problems of a construction of a measure supported on a real line, on a half-line or on an interval from prescribed set of moments with the Boundary control approach…

Spectral Theory · Mathematics 2025-05-13 Alexander Mikhaylov , Victor Mikhaylov

The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the…

Optimization and Control · Mathematics 2021-05-24 Jan Heiland , Enrique Zuazua

In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

Optimization and Control · Mathematics 2022-04-14 Efstratios Stratoglou , Leonardo Colombo , Tomoki Ohsawa

We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a…

Optimization and Control · Mathematics 2017-01-25 Anthony Bloch , Leonardo Colombo , Rohit Gupta , Tomoki Ohsawa

We consider left-invariant optimal control problems on connected Lie groups such that generic stabilizer of the coadjoint action is connected and has dimension not more than 1. We introduce a construction for symmetries of the exponential…

Optimization and Control · Mathematics 2020-06-02 A. V. Podobryaev

This study is motivated by two different, yet, connected, motivations. The first one follows the observation that the classical definition of derivatives involves prospective (or forward) difference quotients, not known whenever the time is…

Optimization and Control · Mathematics 2013-12-10 Jean-Pierre Aubin

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Optimization and Control · Mathematics 2022-08-16 Simone Göttlich , Thomas Schillinger

For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…

solv-int · Physics 2008-02-03 B. Shklyar

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…

Optimization and Control · Mathematics 2017-02-08 Leonardo Colombo