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We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

Analysis of PDEs · Mathematics 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

Differential Geometry · Mathematics 2015-07-21 Hong Huang

This work is concerned with an optimal control problem on a Riemannian manifold, for which two typical cases are considered. The first case is when the endpoint is free. For this case, the control set is assumed to be a separable metric…

Optimization and Control · Mathematics 2016-11-09 Qing Cui , Li Deng , Xu Zhang

We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in addition to costs incurred as export and import tariffs at…

Analysis of PDEs · Mathematics 2019-03-07 Samer Dweik , Nassif Ghoussoub , Aaron Zeff Palmer

We study the singularities for minimum time control-affine problems in 4D with 2D controls. After regularization, the problem boils down to the study of a bifurcation around some nilpotent equilibrium in the singular locus. We show that the…

Optimization and Control · Mathematics 2020-11-04 M. Orieux , R. Roussarie

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

Optimization and Control · Mathematics 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

We show that an optimality condition of M-stationarity type holds for minimizers of a class of mathematical programs with complementarity constraints (MPCCs) in Lebesgue spaces. We apply these results also to local minimizers of an inverse…

Optimization and Control · Mathematics 2021-10-25 Felix Harder , Gerd Wachsmuth

Turnpike properties have been established long time ago in finite-dimensional optimal control problems arising in econometry. They refer to the fact that, under quite general assumptions, the optimal solutions of a given optimal control…

Optimization and Control · Mathematics 2014-02-14 Emmanuel Trélat , Enrique Zuazua

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…

Numerical Analysis · Mathematics 2024-12-20 Max Winkler

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…

Optimization and Control · Mathematics 2020-02-28 Benoît Bonnet , Francesco Rossi

We discuss the problem where the extremal function in embedding theorem of some (generally speaking, non-integer) order is the constant function. We obtain the necessary and sufficient conditions of this.

Classical Analysis and ODEs · Mathematics 2013-08-13 Alexander I. Nazarov

We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…

Optimization and Control · Mathematics 2019-04-03 Joël Blot , Hasan Yilmaz

This paper concerns optimal control problems for a class of sweeping processes governed by discontinuous unbounded differential inclusions that are described via normal cone mappings to controlled moving sets. Largely motivated by…

Optimization and Control · Mathematics 2018-05-01 Nguyen D. Hoang , Boris S. Mordukhovich

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

Analysis of PDEs · Mathematics 2021-10-29 Daniela Vögler

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

Optimization and Control · Mathematics 2022-11-24 Matus Benko , Helmut Gfrerer , Jane Ye , Jin Zhang , Jinchuan Zhou

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

Analysis of PDEs · Mathematics 2018-08-29 Michael Goldman , Martin Huesmann , Felix Otto

We give an effective sufficient condition for a variational problem with infinite horizon on a compact Riemannian manifold M to admit a smooth optimal synthesis, i. e. a smooth dynamical system on M whose positive semi-trajectories are…

Optimization and Control · Mathematics 2009-10-05 Andrei Agrachev