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The aim of this work is to present some strategies to solve numerically controllability problems for the two-dimensional heat equation, the Stokes equations and the Navier-Stokes equations with Dirichlet boundary conditions. The main idea…

Optimization and Control · Mathematics 2024-02-12 Enrique Fernández-Cara , Arnaud Münch , Diego A. Souza

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

Analysis of PDEs · Mathematics 2016-11-01 Ugur G. Abdulla

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Dmitry Karamzin , Fernando Lobo Pereira

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Quantum Physics · Physics 2020-11-09 Chungwei Lin , Dries Sels , Yanting Ma , Yebin Wang

We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, where agents interact through heterogeneous and asymmetric…

Optimization and Control · Mathematics 2025-06-09 Idris Kharroubi , Samy Mekkaoui , Huyên Pham

In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…

Optimization and Control · Mathematics 2020-08-06 Ishak Alia , Mohamed Sofiane Alia

We apply advanced methods of control theory to open quantum systems and we determine finite-time processes which are optimal with respect to thermodynamic performances. General properties and necessary conditions characterizing optimal…

Quantum Physics · Physics 2018-08-01 Vasco Cavina , Andrea Mari , Alberto Carlini , Vittorio Giovannetti

We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…

Optimization and Control · Mathematics 2023-11-21 Timm Faulwasser , Jonas Kirchhoff , Volker Mehrmann , Friedrich Philipp , Manuel Schaller , Karl Worthmann

This paper is concerned with the state-constrained optimal control of the three-dimensional thermistor problem, a fully quasilinear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the…

Optimization and Control · Mathematics 2018-07-02 Hannes Meinlschmidt , Christian Meyer , Joachim Rehberg

We present and compare two different optimal control approaches applied to SEIR models in epidemiology, which allow us to obtain some policies for controlling the spread of an epidemic. The first approach uses Dynamic Programming to…

Optimization and Control · Mathematics 2024-05-06 Simone Cacace , Alessio Oliviero

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

We apply the theory of optimal control to the dynamics of two "gmon" qubits, with the goal of preparing a desired entangled ground state from an initial unentangled one. Given an initial state, a target state, and a Hamiltonian with a set…

Quantum Physics · Physics 2018-07-02 Seraph Bao , Silken Kleer , Ruoyu Wang , Armin Rahmani

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…

Optimization and Control · Mathematics 2026-01-01 Christian Bayer , Saifeddine Ben naamia , Erik von Schwerin , Raul Tempone

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche
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