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A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Optimization and Control · Mathematics 2019-02-20 Yuanchang Wang , Jiongmin Yong

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

Probability · Mathematics 2016-12-05 Giuseppina Guatteri

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…

Numerical Analysis · Mathematics 2023-12-20 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

Analysis of PDEs · Mathematics 2025-04-16 Jinhuan Wang , Keyu Li , Hui Huang

We consider the homogenization of a semilinear elliptic equation where the coefficients of the second-order differential operator may be discontinuous. We establish the existence and uniqueness of the fine-scale solution, followed by an a…

Analysis of PDEs · Mathematics 2025-09-30 Thuyen Dang , Yuliya Gorb , Silvia Jiménez Bolaños

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…

Optimization and Control · Mathematics 2007-05-23 Cristiana J. Silva , Delfim F. M. Torres

We investigate $C^1$ finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state formulated as fourth order variational inequalities for the state…

Numerical Analysis · Mathematics 2020-06-29 Susanne C. Brenner , Li-Yeng Sung , Winnifried Wollner

Optimization problems occurring in a wide variety of physical design problems, including but not limited to optical engineering, quantum control, structural engineering, involve minimization of a simple cost function of the state of the…

Optimization and Control · Mathematics 2021-11-05 Rahul Trivedi

The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…

Optimization and Control · Mathematics 2023-08-21 Thomas Führer , Francisco Fuica

An initial-boundary value problem with one boundary condition is considered for the higher order nonlinear Schr\"odinger equation. It is assumed that either the boundary condition is homogeneous or the nonlinearity in the equation is…

Analysis of PDEs · Mathematics 2023-07-26 Andrei V. Faminskii

A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the separation condition is satisfied, then both optimality…

Optimization and Control · Mathematics 2023-09-06 Huynh Khanh , Bui Trong Kien

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

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

We consider singular perturbations of eigenvalue problems. We prove that to these problems correspond simple eigenvalues and we study their asymptotic behavior. As a result, we prove global bifurcation results for non uniformly and fully…

Analysis of PDEs · Mathematics 2020-04-14 N. B. Zographopoulos

We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Machine Learning · Computer Science 2024-10-31 Seifeddine Achour

We consider nonlinear elliptic equations which contains global coupling as a nonlinear term. We classify the existence of all possible positive solutions to this problem.

Analysis of PDEs · Mathematics 2008-11-03 Shinji Kawano
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