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We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…

Optimization and Control · Mathematics 2008-12-18 Didier Henrion , Jean B. Lasserre , Carlo Savorgnan

In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

Numerical Analysis · Mathematics 2023-06-07 Wei Gong , Zhiyu Tan

The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…

Machine Learning · Computer Science 2025-10-22 Jostein Barry-Straume , Adwait D. Verulkar , Arash Sarshar , Andrey A. Popov , Adrian Sandu

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…

Optimization and Control · Mathematics 2017-02-10 Constantin Udriste

Many optimal control problems are formulated as two point boundary value problems (TPBVPs) with conditions of optimality derived from the Hamilton-Jacobi-Bellman (HJB) equations. In most cases, it is challenging to solve HJBs due to the…

Optimization and Control · Mathematics 2019-07-25 Sixiong You , Ran Dai , Ping Lu

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…

Systems and Control · Computer Science 2017-04-11 Sheng Zhang , En-Mi Yong , Wei-Qi Qian , Kai-Feng He

We propose a new method for trajectory planning to solve the data harvesting problem. In a two-dimensional mission space, $N$ mobile agents are tasked with the collection of data generated at $M$ stationary sources and delivery to a base…

Systems and Control · Computer Science 2015-09-02 Yasaman Khazaeni , Christos G. Cassandras

This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…

Optimization and Control · Mathematics 2025-11-11 Qi Zhang , Yanjie Zhang , Ao Zhang

Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper, we consider a class of optimal control problems whose…

Optimization and Control · Mathematics 2023-05-16 Paula Chen , Jérôme Darbon , Tingwei Meng

We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…

Analysis of PDEs · Mathematics 2020-03-03 Ugur G. Abdulla , Evan Cosgrove

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

Feedback controllers for port-Hamiltonian systems reveal an intrinsic inverse optimality property since each passivating state feedback controller is optimal with respect to some specific performance index. Due to the nonlinear…

Optimization and Control · Mathematics 2020-07-20 Lukas Kölsch , Pol Jané Soneira , Felix Strehle , Sören Hohmann

The present work is motivated by the asymptotic control theory for a system of linear oscillators: the problem is to design a common bounded scalar control for damping all oscillators in asymptotically minimal time. The motion of the system…

Optimization and Control · Mathematics 2015-09-23 Aleksey Fedorov , Alexander Ovseevich

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, where agents interact through heterogeneous and asymmetric…

Optimization and Control · Mathematics 2025-06-09 Idris Kharroubi , Samy Mekkaoui , Huyên Pham

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…

Optimization and Control · Mathematics 2013-09-24 Hongwei Lou , Junjie Wen , Yashan Xu

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…

Optimization and Control · Mathematics 2026-03-19 Lida Lamakani , Efstratios N. Pistikopoulos
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