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We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…

Probability · Mathematics 2024-09-04 Nikolai Chemetov , Fernanda Cipriano

This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…

Analysis of PDEs · Mathematics 2015-09-04 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

Optimization and Control · Mathematics 2010-08-20 Hongwei Lou

We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…

Optimization and Control · Mathematics 2018-10-22 Nathalie Khalil , Sofia O. Lopes

The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…

Optimization and Control · Mathematics 2016-11-09 Hélène Frankowska , Haisen Zhang , Xu Zhang

We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…

Optimization and Control · Mathematics 2024-03-04 Eduardo Casas , Mariano Mateos , Arnd Rösch

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…

Optimization and Control · Mathematics 2013-03-12 Md. Haider Ali Biswas , Maria do Rosario de Pinho

This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Dmitry Karamzin , Fernando Lobo Pereira

In this paper, we study a boundary control problem associated to the stationary Rayleigh-B\'enard-Marangoni (RBM) system in presence of controls for the velocity and the temperature on parts of the boundary. We analyze the existence,…

Analysis of PDEs · Mathematics 2016-06-07 Elder J. Villamizar-Roa , Diego A. Rueda-Gómez

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

Optimization and Control · Mathematics 2016-10-11 Andreas B. Hempel , Paul Goulart , John Lygeros

It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…

We consider a parabolic optimal control problem with an initial measure control. The cost functional consists of a tracking term corresponding to the observation of the state at final time. Instead of a regularization term in the cost…

Optimization and Control · Mathematics 2020-08-18 Evelyn Herberg , Michael Hinze

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

In this paper, an optimal control problem governed by a class of p-Laplacian elliptic equations is studied. In particular, as no monotonicity assumption is assumed on the nonlinear term, the state equation may admit several solutions for…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Shu Luan

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

We consider in this paper, mixed relaxed-singular stochastic control problems, where the control variable has two components, the first being measure-valued and the second singular. The control domain is not necessarily convex and the…

Probability · Mathematics 2008-08-28 Seid Bahlali

This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…

Optimization and Control · Mathematics 2024-09-24 Livia Betz

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 solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Optimization and Control · Mathematics 2017-07-07 Erhan Bayraktar , Christopher W. Miller

Controlling the growth of material damage is an important engineering task with plenty of real world applications. In this paper we approach this topic from the mathematical point of view by investigating an optimal boundary control problem…

Optimization and Control · Mathematics 2016-06-20 M. Hassan Farshbaf-Shaker , Christian Heinemann