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We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…

Probability · Mathematics 2016-03-15 Rainer Buckdahn , Tianyang Nie

Piecewise constant control approximation provides a practical framework for designing numerical schemes of continuous-time control problems. We analyze the accuracy of such approximations for extended mean field control (MFC) problems,…

Optimization and Control · Mathematics 2025-09-03 Christoph Reisinger , Wolfgang Stockinger , Maria Olympia Tsianni , Yufei Zhang

We study the quadratic regulator problem for linear control systems in Hilbert spaces, where the cost functional is in some sense unbounded. Our motivation comes from delay equations with the feedback part containing discrete delays or, in…

Optimization and Control · Mathematics 2024-02-08 Mikhail Anikushin

In an optimal control framework, we consider the value $V_T(x)$ of the problem starting from state $x$ with finite horizon $T$, as well as the value $V_\lambda(x)$ of the $\lambda$-discounted problem starting from $x$. We prove that uniform…

Optimization and Control · Mathematics 2010-04-26 Miquel Oliu-Barton , Guillaume Vigeral

We study a hybrid control system in which both discrete and continuous controls are involved. The discrete controls act on the system at a given set interface. The state of the system is changed discontinuously when the trajectory hits…

Analysis of PDEs · Mathematics 2008-02-15 Guy Barles , Sheetal Dharmatti , Mythily Ramaswamy

In this paper, we propose a new method for ensuring formally that a controlled trajectory stay inside a given safety set S for a given duration T. Using a finite gridding X of S, we first synthesize, for a subset of initial nodes x of X ,…

Systems and Control · Computer Science 2019-03-15 Adrien Le Coënt , Laurent Fribourg

Armstrong's axioms of functional dependency form a well-known logical system that captures properties of functional dependencies between sets of database attributes. This article assumes that there are costs associated with attributes and…

Logic in Computer Science · Computer Science 2015-07-23 Pavel G. Naumov , Jia Tao

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

In this paper, we consider a class of fractional integro-differential inclusions in Hilbert spaces. This paper deals with the approximate controllability for a class of fractional integro-differential control systems. First, we establishes…

Dynamical Systems · Mathematics 2015-02-04 N. I. Mahmudov , V. Vijayakumar , C. Ravichandran , R. Murugesu

The paper is concerned with mechanical systems which are controlled by implementing a number of time-dependent, frictionless holonomic constraints. The main novelty is due to the presence of additional non-holonomic constraints. We develop…

Dynamical Systems · Mathematics 2012-08-22 Alberto Bressan , Ke Han , Franco Rampazzo

The choice of objective is critical for the performance of an optimal controller. When control requirements vary during operation, e.g. due to changes in the environment with which the system is interacting, these variations should be…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Rahel Rickenbach , Elena Arcari , Melanie N. Zeilinger

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

Optimization and Control · Mathematics 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…

Optimization and Control · Mathematics 2025-12-19 Jinghua Li , Zhiyong Yu

We propose a novel symbolic control framework for enforcing temporal logic specifications in Euler-Lagrange systems that addresses the key limitations of traditional abstraction-based approaches. Unlike existing methods that require exact…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Ratnangshu Das , Shubham Sawarkar , Pushpak Jagtap

We provide sufficient conditions for the approximate controllability of infinite-dimensional quantum control systems corresponding to form perturbations of the drift Hamiltonian modulated by a control function. We rely on previous results…

Optimization and Control · Mathematics 2025-04-02 Aitor Balmaseda , Davide Lonigro , Juan Manuel Pérez-Pardo

We prove an approximate functional equation for the central value of the L-series attached to an irreducible cuspidal automorphic representation of GL(m) over a number field with unitary central character. We investigate the decay rate of…

Number Theory · Mathematics 2024-11-18 Gergely Harcos

Despite the many applications of rate-independent systems, their regularity theory is still largely unexplored. Usually, only weak solution with potentially very low regularity are considered, which requires non-smooth techniques. In this…

Analysis of PDEs · Mathematics 2016-03-01 Filip Rindler , Sebastian Schwarzacher

We study both the value function and Q-function formulation of the Linear Programming approach to Approximate Dynamic Programming. The approach is model-based and optimizes over a restricted function space to approximate the value function…

Systems and Control · Computer Science 2018-08-31 Paul N. Beuchat , Angelos Georghiou , John Lygeros

This brief gives a set of unified Lyapunov stability conditions to guarantee the predefined-time/finite-time stability of a dynamical systems. The derived Lyapunov theorem for autonomous systems establishes equivalence with existing…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Bing Xiao , Haichao Zhang , Shijie Zhao , Lu Cao

We consider the inverse problem of determining the time independent scalar potential of the dynamic Schr\"odinger equation in an infinite cylindrical domain from one boundary Neumann observation of the solution. We prove H\"older stability…

Analysis of PDEs · Mathematics 2013-11-22 Yavar Kian , Quang Sang Phan , Eric Soccorsi