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Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…

Optimization and Control · Mathematics 2024-08-15 Jonathan Frey , Katrin Baumgärtner , Gianluca Frison , Moritz Diehl

This paper concerns fully nonlinear elliptic obstacle problems with oblique boundary conditions. We investigate the existence, uniqueness and $W^{2,p}$-regularity results by finding approximate non-obstacle problems with the same oblique…

Analysis of PDEs · Mathematics 2020-12-15 Sun-Sig Byun , Jeongmin Han , Jehan Oh

We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…

Probability · Mathematics 2015-02-10 Pekka Matomäki

This paper develops and analyses numerical approximation for linear-quadratic optimal control problem governed by elliptic interface equations. We adopt variational discretization concept to discretize optimal control problem, and apply an…

Numerical Analysis · Mathematics 2018-06-04 Chao Chao Yang , Tao Wang , Xiaoping Xie

We consider optimal control of an elliptic two-point boundary value problem governed by functions of bounded variation (BV). The cost functional is composed of a tracking term for the state and the BV-seminorm of the control. We use the…

Optimization and Control · Mathematics 2022-02-09 Evelyn Herberg , Michael Hinze

We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…

Optimization and Control · Mathematics 2021-12-09 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

We consider shape optimization problems for general integral functionals of the calculus of variations that may contain a boundary term. In particular, this class includes optimization problems governed by elliptic equations with a Robin…

Optimization and Control · Mathematics 2020-07-23 Giuseppe Buttazzo , Francesco Paolo Maiale

In this paper we use the method of layer potentials to study $L^2$ boundary value problems in a bounded Lipschitz domain $\Omega$ for a family of second order elliptic systems with rapidly oscillating periodic coefficients, arising in the…

Analysis of PDEs · Mathematics 2009-10-23 Carlos Kenig , Zhongwei Shen

This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…

Optimization and Control · Mathematics 2025-11-20 Eduardo Casas , Alberto Domínguez Corella , Nicolai Jork

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

We consider an optimal control problem for a non-autonomous model of ODEs that describes the evolution of the number of customers in some firm. Namely we study the best marketing strategy. Considering a $L^2$ cost functional, we establish…

Optimization and Control · Mathematics 2018-02-16 S. Rosa , P. Rebelo , C. M. Silva , H. Alves , P. G. Carvalho

We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control…

Optimization and Control · Mathematics 2021-04-02 Gabriele Ciaramella , Felix Kwok , Georg Müller

The purpose of this paper is three-fold. Firstly we attack a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions. The investigated problem involves a nonlinear monotone partial differential…

Optimization and Control · Mathematics 2022-12-14 Joachim Gwinner

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

The present paper is devoted to study the asymptotic behavior of a sequence of linear elliptic equations with a varying drift term, whose coefficients are just bounded in $L^N(\Omega)$, with $N$ the dimension of the space. It is known that…

Analysis of PDEs · Mathematics 2024-03-06 Juan Casado-Díaz

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…

Optimization and Control · Mathematics 2018-10-25 Veronika Karl , Ira Neitzel , Daniel Wachsmuth

This paper proposes a novel approach to formulate time-optimal point-to-point motion planning and control under uncertainty. The approach defines a robustified two-stage Optimal Control Problem (OCP), in which stage 1, with a fixed time…

Robotics · Computer Science 2025-01-27 Shuhao Zhang , Jan Swevers

An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…

Optimization and Control · Mathematics 2020-04-24 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

Using variational methods, we establish the existence of infinitely many solutions to an elliptic problem driven by a Choquard term and a singular nonlinearity. We further show that if the problem has a positive solution, then it is bounded…

Analysis of PDEs · Mathematics 2023-05-09 Debajyoti Choudhuri , Dušan D. Repovš , Kamel Saoudi