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We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…

Optimization and Control · Mathematics 2025-11-27 M. Soledad Aronna , Volker Mehrmann

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

This paper considers a tracking control problem, in which the dynamic controller is encrypted with an additively homomorphic encryption scheme and the output of a process tracks a dynamic reference asymptotically. Our paper is motivated by…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Shuai Feng , Junsoo Kim

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…

Numerical Analysis · Mathematics 2016-01-05 Mariela C. Olguin , Domingo A. Tarzia

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…

Optimization and Control · Mathematics 2020-04-20 Harbir Antil , Tran Nhan Tam Quyen

In this article, we investigate the problem of simultaneously steering an uncountable family of finite dimensional time-varying linear systems. We call this class of control problems Ensemble Control, a notion coming from the study of spin…

Dynamical Systems · Mathematics 2008-10-29 Jr-Shin Li

We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown parameter. Given a prior distribution for the unknown parameter, we…

Optimization and Control · Mathematics 2025-12-23 Nicolas Baradel , Quentin Cormier

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

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In the last few years there has been renewed interest in the classical control problem of de Finetti for the case that underlying source of randomness is a spectrally negative Levy process. In particular a significant step forward is made…

Probability · Mathematics 2010-08-16 Andreas E. Kyprianou , Ronnie Loeffen , Jose-Luis Perez

In this paper, we investigate optimal control problems for Allen-Cahn equations with singular nonlinearities and a dynamic boundary condition involving singular nonlinearities and the Laplace-Beltrami operator. The approach covers both the…

Analysis of PDEs · Mathematics 2014-10-27 Pierluigi Colli , Jürgen Sprekels

This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…

Optimization and Control · Mathematics 2024-03-15 Areefa Khatoon , Abdur Raheem , Asma Afreen

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

Optimization and Control · Mathematics 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

Probability · Mathematics 2026-03-18 Sarvesh Ravichandran Iyer , Vivek Kumar

This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is…

Optimization and Control · Mathematics 2025-12-12 M. Soledad Aronna , Gabriel de Lima Monteiro , Oscar Sierra Fonseca
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