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We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…

Optimization and Control · Mathematics 2023-04-28 Adrien Séguret , Clémence Alasseur , J. Frédéric Bonnans , Antonio De Paola , Nadia Oudjane , Vincenzo Trovato

We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…

Optimization and Control · Mathematics 2021-09-07 Umberto Biccari , Enrique Zuazua

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…

Optimization and Control · Mathematics 2023-03-15 Yushi Hamaguchi

This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…

Optimization and Control · Mathematics 2026-05-26 Liying Sun , Xiaohan Wang , Yongyi Yu

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

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

We provide a distributed coordinated approach to the stability analysis and control design of large-scale nonlinear dynamical systems by using a vector Lyapunov functions approach. In this formulation the large-scale system is decomposed…

Dynamical Systems · Mathematics 2015-07-22 Soumya Kundu , Marian Anghel

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Shaoqi Wang , Hongxin Su , Xinhui Tang , Yi Cao , Shuang-Hua Yang

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

Optimization and Control · Mathematics 2022-07-22 Georgy Kostin , Alexander Gavrikov

When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…

Statistical Mechanics · Physics 2024-06-19 Jiawei Yan , Grant M. Rotskoff

This work is concerned with an optimal control problem governed by a non-smooth quasilinear elliptic equation with a nonlinear coefficient in the principal part that is locally Lipschitz continuous and directionally but not G\^ateaux…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Vu Huu Nhu , Arnd Rösch

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

This paper joins some concepts from Mechanics, Partial Differential Equations and Control Theory in order to solve bi-time optimization problems related to stress tensor in plastic deformations. The main goal is to analyze some optimal…

Optimization and Control · Mathematics 2015-04-23 Simona Dinu , Andreea Bejenaru

We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and…

Optimization and Control · Mathematics 2013-03-27 Milan Korda , Didier Henrion , Colin N. Jones

This paper focuses on the optimal control of a class of stochastic Volterra integral equations. Here the coefficients are regular and not assumed to be of convolution type. We show that, under mild regularity assumptions, these equations…

Probability · Mathematics 2026-04-08 Dylan Possamaï , Mehdi Talbi