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We interpret the 4D-var data assimilation problem for a parabolic partial differential equation (PDE) in the context of optimal control and revisit the process of deriving optimality conditions for an initial control problem. This is…

Optimization and Control · Mathematics 2025-07-29 Carmen Gräßle , Jannis Marquardt

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

The main objective of this article is to present Bayesian optimal control over a class of non-autonomous linear stochastic discrete time systems with disturbances belonging to a family of the one parameter uniform distributions. It is…

Optimization and Control · Mathematics 2020-11-17 Ioannis K. Dassios , Krzysztof J. Szajowski

We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…

Analysis of PDEs · Mathematics 2018-11-08 Martin Gugat , Falk Hante

We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…

Numerical Analysis · Mathematics 2025-02-14 Richard Löscher , Michael Reichelt , Olaf Steinbach

In this article, the optimal control problem for a harmonic oscillator with an inequality constraint is considered. The applied energy of the oscillator during a fixed final time period is used as the performance criterion. The analytical…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Mi Zhou , Erik I Verriest , Chaouki Abdallah

In this paper, for any homogeneous system of agents with linear continuous time dynamics, we formulate an optimal control problem. In this problem a convex cost functional of the control signals of the agents shall be minimized, while the…

Optimization and Control · Mathematics 2015-10-16 Johan Thunberg , Xiaoming Hu

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

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

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…

Optimization and Control · Mathematics 2025-05-13 Qiming Wang , Wanfang Shen , Wenbin Liu

We present a pair of adjoint optimal control problems characterizing a class of time-symmetric stochastic processes defined on random time intervals. The associated PDEs are of free-boundary type. The particularity of our approach is that…

Probability · Mathematics 2020-07-07 Ana Bela Cruzeiro , Carlos Oliveira , Jean-Claude Zambrini

We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…

Optimization and Control · Mathematics 2020-05-26 Mircea Sofonea , Domingo A. Tarzia

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

In this paper, we consider a class of optimal control problems for a one-dimensional time-discrete constrained quasilinear diffusion state-systems of singular Allen--Cahn types and its regularized approximating problems. We note that the…

Optimization and Control · Mathematics 2021-09-28 Shodai Kubota

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…

Analysis of PDEs · Mathematics 2015-07-09 Thuong Nguyen , Antonio Siconolfi

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…

Probability · Mathematics 2023-01-09 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

In this article, we study the uniform null controllability problem for a system of coupled parabolic equations with an oscillating coefficient. This is done in three steps -- first, we study the spectral properties of an elliptic operator;…

Analysis of PDEs · Mathematics 2024-04-05 Vaibhav Kumar Jena , Abu Sufian