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A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

Optimization and Control · Mathematics 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

In this paper we study strongly robust optimal control problems under volatility uncertainty. In the $G$-framework we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust…

Optimization and Control · Mathematics 2014-04-14 Francesca Biagini , Thilo Meyer-Brandis , Bernt Øksendal , Krzysztof Paczka

We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Kevin Ross

This paper studies distributed optimal formation control with hard constraints on energy levels and termination time, in which the formation error is to be minimized jointly with the energy cost. The main contributions include a globally…

Systems and Control · Electrical Eng. & Systems 2020-06-24 Chunxiang Jia , Fei Chen , Linying Xiang , Weiyao Lan , Gang Feng

This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

Optimization and Control · Mathematics 2018-01-03 Qingyuan Qi , Huanshui Zhang , Peijun Ju

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…

Logic in Computer Science · Computer Science 2016-02-29 Eva Tesarova , Maria Svorenova , Jiri Barnat , Ivana Cerna

It is still not known whether a solution to the incompressible Euler equation, endowed with a smooth initial value, can blow-up in finite time. In [{\em Comm. Math. Phys.}, 378:557--568, 2020] it has been shown that, if it exists, such a…

Analysis of PDEs · Mathematics 2024-01-12 Laurent Lafleche , Alexis F. Vasseur , Misha Vishik

Blow up in a one-dimensional semilinear heat equation is studied using a combination of numerical and analytical tools. The focus is on problems periodic in the space variable and starting out from a nearly flat, positive initial condition.…

Analysis of PDEs · Mathematics 2023-02-22 Marco Fasondini , John R. King , J. A. C. Weideman

In this work, we study the finite time blow-up phenomenon of three types of semilinear wave systems with multiple speeds, posed on asymptotically Euclidean manifolds. We establish the upper bound estimates for the lifespan of solutions when…

Analysis of PDEs · Mathematics 2023-11-30 Mengyun Liu

We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas , Vivek S. Borkar

We study systems of nonlinear ordinary differential equations where the dominant term, with respect to large spatial variables, causes blow-ups and is positively homogeneous of a degree $1+\alpha$ for some $\alpha>0$. We prove that the…

Analysis of PDEs · Mathematics 2026-02-02 Luan Hoang

In this paper, we study time optimal control problems for heat equations on $\Omega\times \mathbb{R}^+$. Two properties under consideration are the existence and the bang-bang properties of time optimal controls. It is proved that those two…

Optimization and Control · Mathematics 2012-01-20 Gengsheng Wang , Yashan Xu

We obtain an improved blow-up criterion for solutions of the Navier-Stokes equations in critical Besov spaces. If a mild solution $u$ has maximal existence time $T^* < \infty$, then the non-endpoint critical Besov norms must become infinite…

Analysis of PDEs · Mathematics 2018-05-23 Dallas Albritton

In this paper, we prove a universal upper bound on the blowup rate of a focusing nonlinear Schr\"odinger equation with an angular momentum under a trapping harmonic potential, assuming that the initial data is radially symmetric in the…

Analysis of PDEs · Mathematics 2021-07-07 Yi Hu , Christopher Leonard , Shijun Zheng

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

The paper studies the possible blowup of the total variation for entropy weak solutions of the p-system, modeling isentropic gas dynamics. It is assumed that the density remains uniformly positive, while the initial data can have…

Analysis of PDEs · Mathematics 2017-10-11 Alberto Bressan , Geng Chen , Qingtian Zhang

We model learning in a continuous-time Brownian setting where there is prior ambiguity. The associated model of preference values robustness and is time-consistent. It is applied to study optimal learning when the choice between actions can…

Economics · Quantitative Finance 2019-03-06 Larry G. Epstein , Shaolin Ji