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In this note, we show that a natural optimal control problem for the $\infty$-obstacle problem admits an optimal control which is also an optimal state. Moreover, we show the convergence of the minimal value of an optimal control problem…

Analysis of PDEs · Mathematics 2020-07-07 H. Mawi , C. B. Ndiaye

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

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

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…

Optimization and Control · Mathematics 2019-04-03 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

This paper focuses on the optimal control of weak (i.e. in general non smooth) solutions to the continuity equation with non local flow. Our driving examples are a supply chain model and an equation for the description of pedestrian flows.…

Analysis of PDEs · Mathematics 2009-02-17 Rinaldo M. Colombo , Michael Herty , Magali Mercier

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

Analysis of PDEs · Mathematics 2008-02-26 R. M. Colombo , G. Guerra , M. Herty , V. Sachers

We review the optimal control of systems modeling the dynamics of tuberculosis. Time dependent control functions are introduced in the mathematical models, representing strategies for the improvement of the treatment and cure of active…

Optimization and Control · Mathematics 2015-08-18 Cristiana J. Silva , Delfim F. M. Torres

The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…

Optimization and Control · Mathematics 2019-01-23 Hélène Frankowska , Qi Lü

In this paper we study and solve an optimal control problem motivated by applications in quantum and classical physics. Although apparently simple, this optimal control problem is not easy to solve and we resort to various elaborated…

Optimization and Control · Mathematics 2025-07-18 Arnaud Lazarus , Emmanuel Trélat

The purpose of this work is the formulation of optimality conditions for phase-field optimal control problems. The forward problem is first stated as an abstract nonlinear optimization problem, and then the necessary optimality conditions…

Optimization and Control · Mathematics 2023-10-06 Denis Khimin , Johannes Lankeit , Marc C. Steinbach , Thomas Wick

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

Probability · Mathematics 2012-02-20 AbdulRahman Al-Hussein

We systematically introduce an approach to the analysis and (numerical) solution of a broad class of nonlinear unconstrained optimal control problems, involving ordinary and distributed systems. Our approach relies on exact representations…

Optimization and Control · Mathematics 2025-02-04 Nikolay Pogodaev , Maxim Staritsyn

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

Optimization and Control · Mathematics 2016-12-09 Qi Lu , Xu Zhang

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…

Optimization and Control · Mathematics 2020-08-27 Luiz F. O. Chamon , Alexandre Amice , Santiago Paternain , Alejandro Ribeiro

In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…

Optimization and Control · Mathematics 2025-03-18 Nicolai Simon , Winnifried Wollner

This work shows the existence of optimal control laws for persistent monitoring of mobile targets in a one-dimensional mission space and derives explicit solutions. The underlying performance metric consists of minimizing the total…

Optimization and Control · Mathematics 2022-10-05 Jonas Hall , Sean B. Andersson , Christos G. Cassandras

This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping…

Optimization and Control · Mathematics 2025-01-20 Tan H. Cao , Nilson Chapagain , Haejoon Lee , Phung Ngoc Thi , Nguyen Nang Thieu

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

Optimization and Control · Mathematics 2016-06-06 Eugene A. Feinberg
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