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In this paper, we consider the problem of controlling a diffusion process pertaining to an opioid epidemic dynamical model with random perturbation so as to prevent it from leaving a given bounded open domain. Here, we assume that the…

Optimization and Control · Mathematics 2018-06-26 Getachew K. Befekadu , Quanyan Zhu

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

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

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

We present an optimization-based coupling method for local and nonlocal continuum models. Our approach couches the coupling of the models into a control problem where the states are the solutions of the nonlocal and local equations, the…

Analysis of PDEs · Mathematics 2020-10-02 Marta D'Elia , Pavel Bochev

In this note, we study the optimal control of a nonisothermal phase field system of Cahn-Hilliard type that constitutes an extension of the classical Caginalp model for nonisothermal phase transitions with a conserved order parameter. It…

Optimization and Control · Mathematics 2023-03-24 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

This paper is concerned with an optimal control problem governed by nonsmooth semilinear elliptic partial differential equations with both distributed and boundary unilateral pointwise control constraints, in which the nonlinear coefficient…

Optimization and Control · Mathematics 2025-01-28 Vu Huu Nhu , Nguyen Hai Son

The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…

Optimization and Control · Mathematics 2021-02-09 Alexander Weber , Alexander Knoll

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…

Optimization and Control · Mathematics 2019-06-17 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

Probability · Mathematics 2008-12-20 Seid Bahlali

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

Optimization and Control · Mathematics 2025-02-11 Livia Betz

This paper addresses the optimal control problem for a class of nonlinear fractional systems involving Caputo derivatives and nonlocal initial conditions. The system is reformulated as an abstract Hammerstein-type operator equation,…

Optimization and Control · Mathematics 2025-04-15 Dev Prakash Jha , Raju K. George

We present and discuss the derivation of a nonlinear non-local integro-differential equation for the macroscopic time evolution of the conserved order parameter of a binary alloy undergoing phase segregation. Our model is a d-dimensional…

comp-gas · Physics 2009-10-30 G. Giacomin , J. L. Lebowitz

In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…

Optimization and Control · Mathematics 2023-02-08 Weijun Meng , Jingtao Shi , Tianxiao Wang , Ji-Feng Zhang

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…

Analysis of PDEs · Mathematics 2015-09-04 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi