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We investigate how to control optimally a traffic flow through a junction on the line by acting only on speed reduction or traffic light at the junction. We show the existence of an optimal control and, under structure assumptions, provide…

Optimization and Control · Mathematics 2023-12-27 P. Cardaliaguet , P. E. Souganidis

An optimal control of a steady state thermistor problem is considered, where the convective boundary coefficient is taken as the control variable. A distinctive feature of this paper is that the problem is considered in arbitrary…

Optimization and Control · Mathematics 2019-02-06 Volodymyr Hrynkiv , Sergiy Koshkin

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

Optimization and Control · Mathematics 2016-09-15 Shuzhen Yang

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

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

In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…

Optimization and Control · Mathematics 2020-11-06 Li Deng

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…

Optimization and Control · Mathematics 2021-12-03 Masoumeh Hashemi , Roland Herzog , Thomas M. Surowiec

Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…

Optimization and Control · Mathematics 2013-09-24 Hongwei Lou , Junjie Wen , Yashan Xu

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

Probability · Mathematics 2017-08-04 Vicky Henderson , David Hobson , Matthew Zeng

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

We study the optimal control of a steady-state dead oil isotherm problem. The problem is described by a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of…

Optimization and Control · Mathematics 2013-10-03 Moulay Rchid Sidi Ammi , Agnieszka B. Malinowska , Delfim F. M. Torres

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

In contrast to set-point tracking which aims to reduce the tracking error between the tracker and the reference, tracking-in-range problems only focus on whether the tracker is within a given range around the reference, making it more…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Nikilesh Ramesh , Eric C. Kerrigan , Yuanbo Nie

In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…

Optimization and Control · Mathematics 2023-11-06 Natalia Pavlasek , Sarah H. Q. Li , Behçet Açıkmeşe , Meeko Oishi , Claus Danielson

In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…

Optimization and Control · Mathematics 2020-12-11 Jean-Michel Coron , Hoai-Minh Nguyen

The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…

Optimization and Control · Mathematics 2016-08-12 Vladimir Gaitsgory , Sergey Rossomakhine

In this paper, we consider a hierarchical control problem with model uncertainty. Specifically, we consider the following objectives that we would like to accomplish. The first one being of a controllability-type that consists of…

Optimization and Control · Mathematics 2015-10-14 Getachew K. Befekadu , Eduardo L. Pasiliao

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…

Optimization and Control · Mathematics 2023-12-22 Yuhang Li , Yuecai Han

A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…

Optimization and Control · Mathematics 2018-01-23 Sébastien Court , Karl Kunisch , Laurent Pfeiffer