Related papers: Convergence of Distributed Optimal Control Problem…
We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…
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…
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…
Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy \[W_t= w_0+\int_0^t\vartheta(W_s)…
We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…
This paper investigates solution stability properties of unregularized tracking-type optimal control problems constrained by the Boussinesq system. In our model, the controls may appear linearly and distributed in both of the equations that…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
Elton P. Hsu used probabilistic method to show that the asymptotic Dirichlet problem is uniquely solvable under the curvature conditions $-C e^{2-\eta}r(x) \leq K_M(x)\leq -1$ with $\eta>0$. We give an analytical proof of the same…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
Let $\Omega \subset \mathbb{R}^{n+1}$ be an open set whose boundary may be composed of pieces of different dimensions. Assume that $\Omega$ satisfies the quantitative openness and connectedness, and there exist doubling measures $m$ on…
We consider a bilinear optimal control problem with pointwise tracking for a semilinear elliptic PDE in two and three dimensions. The control variable enters the PDE as a (reaction) coefficient and the cost functional contains point…
We establish existence and uniqueness of solution for the homogeneous Dirichlet problem associated to a fairly general class of elliptic equations modeled by $$ -\Delta u= h(u){f} \ \ \text{in}\,\ \Omega, $$ where $f$ is an irregular datum,…
We consider a second order differential operator $A(\msx) = -\:\sum_{i,j=1}^d \partial_i a_{ij}(\msx) \partial_j \:+\: \sum_{j=1}^d \partial_j \big(b_j(\msx) \cdot \big)\:+\: c(\msx)$ on ${\bbR}^d$, on a bounded domain $D$ with Dirichlet…
We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…
The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
In this paper, we prove the existence of weak, veryweak and duality solutions to a class of elliptic problems involving singularity and measure data which is given by: $-\Delta u+(-\Delta)^s u = \frac{f(x)}{u^\gamma} +\mu$ in $\Omega$ with…