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In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…

Optimization and Control · Mathematics 2021-06-22 M. d. R. de Pinho , M. Margarida A. Ferreira , Georgi Smirnov

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jiaqiang Wen , Jie Xiong

This paper is based on a crucial issue in the aviation world: how to optimize the trajectory and controls given to the aircraft in order to optimize flight time and fuel consumption. This study aims to provide elements of a response to this…

Optimization and Control · Mathematics 2024-08-15 Gaofeng Su , Xi Cheng , Siyuan Feng , Ke Liu , Jilin Song , Jianan Chen , Chen Zhu , Hui Lin

This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…

Optimization and Control · Mathematics 2024-03-15 Areefa Khatoon , Abdur Raheem , Asma Afreen

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

This paper studies an optimal control problem for a string of vehicles with safety requirements and finite-time specifications on the approach time to a target region. Our problem formulation is motivated by scenarios involving autonomous…

Optimization and Control · Mathematics 2017-07-14 Pavankumar Tallapragada , Jorge Cortes

This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvability of the optimal control problem with random coefficients…

Optimization and Control · Mathematics 2019-03-05 Hongdan Li , Juanjuan Xu , Huanshui Zhang

We study local structure of time-optimal controls and trajectories for a 3-dimensional control-affine system with a 2-dimensional control parameter with values in the disk. In particular, we give sufficient conditions, in terms of Lie…

Optimization and Control · Mathematics 2016-05-24 Andrei A. Agrachev , Carolina Biolo

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

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…

Optimization and Control · Mathematics 2019-11-12 Jingrui Sun , Jie Xiong , Jiongmin Yong

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

Optimization and Control · Mathematics 2016-12-09 Qi Lu , Xu Zhang

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

We address a class of systems for which the solution to an H-infinity optimal control problem can be given on a very simple closed form. In fact, both the control law and optimal performance value are explicitly given. The class of systems…

Optimization and Control · Mathematics 2019-03-18 Carolina Bergeling , Richard Pates , Anders Rantzer

In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…

Optimization and Control · Mathematics 2015-01-07 Kenichi Fujishiro

Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…

Quantum Physics · Physics 2026-04-08 Yuki Kurokawa , Yoshihiko Hasegawa

This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…

Optimization and Control · Mathematics 2025-12-09 Kedarnath Buda , B. V. Rathish Kumar , Anil Rathi

In this paper, we introduce an optimal control problem for multi-agent systems with non-local cost which favors simultaneous aggregation of particles. This is done introducing a time-dependent notion of multiplicity whose intrinsic…

Optimization and Control · Mathematics 2025-03-13 Mauro Bonafini , Giulia Cavagnari , Antonio Marigonda

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

Optimization and Control · Mathematics 2022-05-19 Jakob Harzer , Jochem De Schutter , Moritz Diehl
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