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We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…

Systems and Control · Computer Science 2012-02-29 Christos. G. Cassandras , Xuchao Lin , Xu Chu Ding

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…

Numerical Analysis · Mathematics 2024-12-17 Aaron Pim , Tristan Pryer , Alex Trenam

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We are concerned with the optimal control problem of the well known nonlocal thermistor problem, i.e., in studying the heat transfer in the resistor device whose electrical conductivity is strongly dependent on the temperature. Existence of…

Optimization and Control · Mathematics 2012-10-09 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

We study the optimal execution of market and limit orders with permanent and temporary price impacts as well as uncertainty in the filling of limit orders. Our continuous-time model incorporates a trade speed limiter and a trader director…

Mathematical Finance · Quantitative Finance 2017-04-13 Brian Bulthuis , Julio Concha , Tim Leung , Brian Ward

This work deals with the existence of optimal solution and the maximum principle for optimal control problem governed by Navier-Stokes equations with state constraint in 3-D. Strong results in 2-D also are given.

Optimization and Control · Mathematics 2010-05-19 Hanbing Liu

We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage…

Optimization and Control · Mathematics 2025-10-02 Markus Hegland , C. Yalçın Kaya

The problems of optimizing the value of an arbitrary observable of the two-level system at both a fixed time and the shortest possible time is theoretically explored. Complete identification and classification along with comprehensive…

Quantum Physics · Physics 2016-12-02 Dmitry V. Zhdanov , Tamar Seideman

An optimal control problem in the space of Borel measures governed by the Poisson equation is investigated. The characteristic feature of the problem under consideration is the Tikhonov regularization term in form of the transportation…

Optimization and Control · Mathematics 2025-06-04 Christian Meyer , Gerd Wachsmuth

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

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

This work addresses an optimal control problem for a semilinear elliptic equation in two-dimensional space, characterized by an exponential nonlinearity and a singular source term. The source is modeled as a finite linear combination of…

Optimization and Control · Mathematics 2025-05-28 Vu Huu Nhu

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

In this paper we introduce the concept of universal stabilizability: the condition that every solution of a nonlinear system can be globally stabilized. We give sufficient conditions in terms of the existence of a control contraction…

Optimization and Control · Mathematics 2013-11-21 Ian R. Manchester , Jean-Jacques E. Slotine

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

Optimization and Control · Mathematics 2022-07-22 Georgy Kostin , Alexander Gavrikov

We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

Probability · Mathematics 2017-12-06 N. Baradel , B. Bouchard , Ngoc Minh Dang

This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…

Optimization and Control · Mathematics 2013-08-28 AbdulRahman Al-Hussein

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

In this paper we consider an optimal control problem governed by a time-dependent variational inequality arising in quasistatic plasticity with linear kinematic hardening. We address certain continuity properties of the forward operator,…

Optimization and Control · Mathematics 2012-09-06 Gerd Wachsmuth