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Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the…

Optimization and Control · Mathematics 2022-03-25 Tomofumi Ohtsuka , Takuya Ikeda , Kenji Kashima

This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…

Optimization and Control · Mathematics 2026-01-06 Javad A. Asadzade , Nazim I. Mahmudov

We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…

Optimization and Control · Mathematics 2021-10-07 Maxim Staritsyn , Nikolay Pogodaev , Roman Chertovskih , Fernando Lobo Pereira

An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…

Optimization and Control · Mathematics 2015-07-01 Nikolay Pogodaev

The Variation Evolving Method (VEM), which seeks the optimal solutions with the variation evolution principle, is further developed to be more flexible in solving the Optimal Control Problems (OCPs) with terminal constraint. With the…

Systems and Control · Computer Science 2018-02-01 Sheng Zhang , Kai-Feng He , Fei Liao

In this paper, we generalise Pontryagin's stochastic maximum principle to controlled McKean-Vlasov equations with anticipating law. The associated new type of delayed backward equations with implicit terminal condition is studied.

Optimization and Control · Mathematics 2017-07-03 Nacira Agram

We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…

Probability · Mathematics 2016-11-28 Federica Masiero , Adrien Richou

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 study, in a unified way, the following questions related to the properties of Pontryagin extremals for optimal control problems with unrestricted controls: i) How the transformations, which define the equivalence of two problems,…

Optimization and Control · Mathematics 2009-09-19 Delfim F. M. Torres

We present a scheme for controlling the state of a quantum system by modifying the boundary conditions. This constitutes an infinite-dimensional control problem. We provide conditions for the existence of solutions of the dynamics and prove…

Mathematical Physics · Physics 2024-01-10 A. Balmaseda , J. M. Pérez-Pardo

In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation.

Probability · Mathematics 2013-08-28 AbdulRahman Al-Hussein

In this paper, we study the impulse controllability of a multi-dimensional heat equation with dynamic boundary conditions in a bounded smooth domain. Using a recent approach based on finite-time stabilization, we show that the system is…

Optimization and Control · Mathematics 2023-10-31 Salah-Eddine Chorfi , Ghita El Guermai , Lahcen Maniar , Walid Zouhair

A boundary control problem for the pure Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first-order necessary conditions for optimality are proved. Key words: Cahn-Hilliard equation,…

Analysis of PDEs · Mathematics 2015-03-12 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…

Optimization and Control · Mathematics 2025-02-28 Wang Penghui , Wang Shan , Zhao Shengkai

The paper is devoted to studying controllability properties for 3D Navier-Stokes equations in a bounded domain. We establish a sufficient condition under which the problem in question is exactly controllable in any finite-dimensional…

Analysis of PDEs · Mathematics 2017-12-29 Armen Shirikyan

We establish near-optimal quantitative uniqueness of continuation for solutions of evolution equations vanishing on the lateral boundary. These results were obtained simply by combining existing observability inequalities and energy…

Analysis of PDEs · Mathematics 2024-03-15 Mourad Choulli

We explore further controllability problems through a standard least square approach. By setting up a suitable error functional $E$, and putting $m(\ge0)$ for the infimum, we interpret approximate controllability by asking $m=0$, while…

Optimization and Control · Mathematics 2014-01-15 Pablo Pedregal

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

This paper is concerned with impulse approximate controllability for stochastic evolution equations with impulse controls. As direct applications, we formulate captivating minimal norm and time optimal control problems; The minimal norm…

Optimization and Control · Mathematics 2024-01-09 Yuanhang Liu

This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…

Optimization and Control · Mathematics 2016-10-11 Maoning Tang , Qingxin Meng