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In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…

Pricing of Securities · Quantitative Finance 2013-10-17 Sören Christensen , Albrecht Irle , Stephan Jürgens

This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…

Probability · Mathematics 2007-05-23 Vivek S. Borkar

In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…

Optimization and Control · Mathematics 2020-12-11 Jean-Michel Coron , Hoai-Minh Nguyen

This paper is devoted to the lifespan of solutions to a damped fourth-order wave equation with logarithmic nonlinearity $$u_{tt}+\Delta^2u-\Delta u-\omega\Delta u_t+\alpha(t)u_t=|u|^{p-2}u\ln|u|.$$ Finite time blow-up criteria for solutions…

Analysis of PDEs · Mathematics 2020-06-11 Yuzhu Han , Qi Li

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Numerical Analysis · Computer Science 2011-03-18 Şahin Emrah Amrahov , Nizami Gasilov , Afet Golayoglu Fatullayev

This paper studies the time optimal control problem for systems of heat equations coupled by a pair of constant matrices. The control constraint is of the ball-type, while the target is the origin of the state space. We obtain an upper…

Optimization and Control · Mathematics 2020-07-29 Shulin Qin , Gengsheng Wang , Huaiqiang Yu

This paper studies an optimal ON-OFF control problem for a class of discrete event systems with real-time constraints. Our goal is to minimize the overall costs, including the operating cost and the wake-up cost, while still guaranteeing…

Optimization and Control · Mathematics 2018-09-07 Lei Miao , Lijian Xu , Dingde Jiang

We consider the focusing nonlinear Schr\"{o}dinger equation, in the $L^2$-critical and supercritical cases. We investigate numerically the dependence of the blow-up time on a parameter in three cases: dependence upon the coupling constant,…

Analysis of PDEs · Mathematics 2016-08-16 Christophe Besse , Rémi Carles , Norbert Mauser , Hans-Peter Stimming

In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed results on these problems, the boundary of control variables are…

Optimization and Control · Mathematics 2017-03-03 Ning Chen , Yanqing Wang , Dong-Hui Yang

A systematic scheme is proposed to numerically estimate the quantum speed limit and temporal shape of optimal control in two-level and three-level quantum systems with bounded amplitude. For the two-level system, two quantum state…

Quantum Physics · Physics 2023-05-02 Xikun Li

We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…

Optimization and Control · Mathematics 2018-01-03 Matthias Rungger , Paulo Tabuada

We study bounded, unbounded and blow-up solutions of a delay logistic equation without assuming the dominance of the instantaneous feedback. It is shown that there can exist an exponential (thus unbounded) solution for the nonlinear…

Dynamical Systems · Mathematics 2017-09-22 István Győri , Yukihiko Nakata , Gergely Röst

In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is…

Optimization and Control · Mathematics 2024-01-17 Maria do Rosário de Pinho , Maria Margarida Amorim Ferreira , Georgi Smirnov

The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging…

Optimization and Control · Mathematics 2014-08-28 Dmitrii A. Serkov

A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…

Optimization and Control · Mathematics 2016-03-28 Yanqing Wang , Donghui Yang , Jiongmin Yong , Zhiyong Yu

Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).

Optimization and Control · Mathematics 2007-05-23 A. A. Niftiyev

Optimal control of a mobile robot system is formulated. Multiobjective criteria of time and energy is employed. The optimal control problem is formulated as a nonlinear programming problem (NLP). The problem is solved using the direct…

Optimization and Control · Mathematics 2013-12-30 Mohamad Shahab , Amar Khoukhi , Fouad Al-Sunni

This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…

Optimization and Control · Mathematics 2024-03-20 Cyrille Kenne , Landry Djomegne , Gisèle Mophou

We give a sufficient condition for blow up of positive mild solutions to an initial value problem for a nonautonomous weakly coupled system with distinct fractional diffusions. The proof is based on the study of blow up of a particular…

Classical Analysis and ODEs · Mathematics 2013-06-07 José Villa-Morales

Positive linear systems on arbitrary time scales are studied. The theory developed in the paper unifies and extends concepts and results known for continuous-time and discrete-time systems. A necessary and sufficient condition for a linear…

Optimization and Control · Mathematics 2012-04-17 Zbigniew Bartosiewicz