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In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

Optimization and Control · Mathematics 2020-06-23 Jinghai Shao , Kun Zhao

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

We consider an optimal control problem for a two-dimensional Navier-Stokes-Cahn-Hilliard system arising in the modeling of fluid-membrane interaction. The fluid dynamics is governed by the incompressible Navier-Stokes equations, which are…

Analysis of PDEs · Mathematics 2026-01-13 Andrea Signori , Hao Wu

Solving real-world optimal control problems are challenging tasks, as the complex, high-dimensional system dynamics are usually unrevealed to the decision maker. It is thus hard to find the optimal control actions numerically. To deal with…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Chengyang Gu , Hui Xiong , Yize Chen

We consider the problem of optimal control for partially observed dynamical systems. Despite its prevalence in practical applications, there are still very few algorithms available, which take uncertainties in the current state estimates…

Optimization and Control · Mathematics 2025-03-18 Sebastian Reich

This work is concerned with the necessary conditions of optimality for a minimal time control problem $(P)$ for the linearized Navier-Stokes periodic flow in a 2D-channel, subject to a boundary input which acts on the transversal component…

Analysis of PDEs · Mathematics 2020-06-30 Gabriela Marinoschi

A model for the development of turbulent shear flows, created by non-uniform parallel flows in a confining channel, is used to identify the diffuser shape that maximises pressure recovery when the inflow is non-uniform. Wide diffuser angles…

Fluid Dynamics · Physics 2018-04-09 GP Benham , IJ Hewitt , CP Please , P Bird

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

Reverse Osmosis Membrane (ROM) filtration systems are widely applied in wastewater recovery, seawater desalination, landfill water treatment, etc. During filtration, the system performance is dramatically affected by membrane fouling which…

Fluid Dynamics · Physics 2019-02-20 Bowen Ling , Ilenia Battiato

We consider the optimal control of linear systems over wireless MIMO fading channels, where the MIMO wireless fading and random access of the remote controller may cause intermittent controllability or uncontrollability of the closed-loop…

Optimization and Control · Mathematics 2023-01-26 Songfu Cai , Vincent Lau

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

This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…

Optimization and Control · Mathematics 2019-12-24 Weijun Meng , Jingtao Shi

Sequential Model-based Bayesian Optimization has been successful-ly applied to several application domains, characterized by complex search spaces, such as Automated Machine Learning and Neural Architecture Search. This paper focuses on…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Antonio Candelieri , Bruno Galuzzi , Ilaria Giordani , Francesco Archetti

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…

Optimization and Control · Mathematics 2024-09-05 Jin Shi , Shuzhen Yang

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

Optimization and Control · Mathematics 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse

Oily wastewater is an extensive source of pollution to soil and water, and its harmless treatment is of great importance for the protection of our aquatic ecosystems. Membrane filtration is highly desirable for removing oil from oily water…

Soft Condensed Matter · Physics 2018-11-29 Shilin Huang , Robin H. A. Ras , Xuelin Tian

Understanding the complex patterns in space-time exhibited by active systems has been the subject of much interest in recent times. Complementing this forward problem is the inverse problem of controlling active matter. Here we use optimal…

Soft Condensed Matter · Physics 2022-10-12 Suraj Shankar , Vidya Raju , L. Mahadevan
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