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We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…

Probability · Mathematics 2019-12-16 Viorel Barbu , Michael Röckner , Deng Zhang

We study a time-optimal control problem of a two-peakon collision. First, we state the controllability. Next, we find the time-optimal strategy. This is done via the HamiltonJacobi-Bellman equation and the dynamic programming method. We…

Optimization and Control · Mathematics 2021-05-24 Tomasz Cieślak , Bidesh Das

We consider a control problem for longitudinal vibrations of a nonhomogeneous bar with clamped ends. The vibrations of the bar are controlled by an external force which is distributed along the bar. For the minimization problem of mean…

Mathematical Physics · Physics 2013-02-19 Larissa Manita

The problems of optimizing the value of an arbitrary observable of the two-level system at both a fixed time and the shortest possible time is theoretically explored. Complete identification and classification along with comprehensive…

Quantum Physics · Physics 2016-12-02 Dmitry V. Zhdanov , Tamar Seideman

Initially introduced in the framework of quantum control, the so-called "monotonic algorithms" have demonstrated excellent numerical performance when dealing with bilinear optimal control problems. This paper presents a unified formulation…

Optimization and Control · Mathematics 2010-11-11 Julien Salomon , Gabriel Turinici

Nonsmooth composite optimization problems under uncertainty are prevalent in various scientific and engineering applications. We consider risk-neutral composite optimal control problems, where the objective function is the sum of a…

Optimization and Control · Mathematics 2026-03-02 Johannes Milz , Daniel Walter

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

The purpose of this paper is three-fold. Firstly we attack a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions. The investigated problem involves a nonlinear monotone partial differential…

Optimization and Control · Mathematics 2022-12-14 Joachim Gwinner

We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…

Optimization and Control · Mathematics 2016-04-06 Jakob Löber

This paper deals with optimal control problems for systems affine in the control variable. We consider nonnegativity constraints on the control, and finitely many equality and inequality constraints on the final state. First, we obtain…

Optimization and Control · Mathematics 2013-07-02 Maria Soledad Aronna , J. Frederic Bonnans , Andrei V. Dmitruk , Pablo Lotito

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…

Analysis of PDEs · Mathematics 2020-03-03 Ugur G. Abdulla , Evan Cosgrove

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

We study a bilinear OCP for an evolution equation governed by the fractional Laplacian of order $0 < s < 1$, incorporating a nonlocal time component modeled by an integral kernel. After establishing well-posedness of the problem, we analyze…

Optimization and Control · Mathematics 2025-07-16 Jasarat Gasimov , Nazim Mahmudov

We review the optimal control of systems modeling the dynamics of tuberculosis. Time dependent control functions are introduced in the mathematical models, representing strategies for the improvement of the treatment and cure of active…

Optimization and Control · Mathematics 2015-08-18 Cristiana J. Silva , Delfim F. M. Torres

We show that if an efficient classical representation of the dynamics exists, optimal control problems on many-body quantum systems can be solved efficiently with finite precision. We show that the size of the space of parameters necessary…

Quantum Physics · Physics 2014-07-09 S. Lloyd , S. Montangero
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