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The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…

Optimization and Control · Mathematics 2023-06-02 Samuel Daudin

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

Analysis of PDEs · Mathematics 2017-12-29 Dorota Bors

The mean-field control problem for a multi-dimensional diffusion-aggregation system with Coulomb interaction (the so called parabolic elliptic Keller-Segel system) is considered. The existence of optimal control is proved through the…

Optimization and Control · Mathematics 2024-10-21 Li Chen , Yucheng Wang , Zhao Wang

We study necessary optimality conditions for the deterministic mean field type free-endpoint optimal control problem. Our study relies on the Lagrangian approach that treats the mean field type control system as a crowd of infinitely many…

Optimization and Control · Mathematics 2025-03-03 Yurii Averboukh , Dmitry Khlopin

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…

Optimization and Control · Mathematics 2023-07-04 Enrique Otarola

We present an analysis and numerical study of an optimal control problem for the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs), which is a crucial component in modern technology. They exhibit long range orientational order…

Optimization and Control · Mathematics 2023-04-14 Thomas M. Surowiec , Shawn W. Walker

In this work we consider a flow network for which the goal is to solve a practical optimal regulation problem in the presence of input saturation. Based on Lyapunov arguments we propose distributed controllers which guarantee global…

Optimization and Control · Mathematics 2016-06-28 Tjardo Scholten , Claudio De Persis , Pietro Tesi

An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…

Optimization and Control · Mathematics 2017-03-28 Hongwei Lou , Jiongmin Yong

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

The aim of various technical applications (for example fusion research) is to control a plasma by magnetic fields in a desired fashion. In our model the plasma is described by the Vlasov-Poisson system that is equipped with an external…

Analysis of PDEs · Mathematics 2021-10-12 Patrik Knopf

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

With the advent of quantum technologies, control issues are becoming increasingly important. In this article, we address the control in phase space under a global constraint provided by a minimal energy-like cost function and a local (in…

Quantum Physics · Physics 2022-11-21 Qi Zhang , Xi Chen , David Guéry-Odelin

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov