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In this work, we investigate optimal control of a Brinkman equation couple with sixth-order Cahn-Hilliard equation. The Cahn-Hilliard equation is endowed with a source term accounting for mass exchange and the velocity equation contains a…

Optimization and Control · Mathematics 2025-12-09 Manika Bag

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation related to optimal control problem regulated by a transport equation with boundary control. A suitable viscosity solution approach is needed in view of the…

Optimization and Control · Mathematics 2007-05-23 Giorgio Fabbri

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…

Optimization and Control · Mathematics 2021-03-30 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…

Optimization and Control · Mathematics 2021-07-30 Benoît Bonnet , Francesco Rossi

This paper concerns the optimal control of a free surface flow with moving contact line, inspired by an application in ink-jet printing. Surface tension, contact angle and wall friction are taken into account by means of the generalized…

Optimization and Control · Mathematics 2017-12-06 Ivan Fumagalli , Nicola Parolini , Marco Verani

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

Optimization and Control · Mathematics 2026-03-13 Redouane El Mezegueldy , Zakarya Dardour

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

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

We apply a novel optimization scheme from the image processing and machine learning areas, a fast Primal-Dual method, to achieve controllable and realistic fluid simulations. While our method is generally applicable to many problems in…

Graphics · Computer Science 2017-04-10 Tiffany Inglis , Marie-Lena Eckert , James Gregson , Nils Thuerey

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-05-04 H. Yoshioka , Y. Yoshioka

When fluid flow in a pipeline is suddenly halted, a pressure surge or wave is created within the pipeline. This phenomenon, called water hammer, can cause major damage to pipelines, including pipeline ruptures. In this paper, we model the…

Computational Engineering, Finance, and Science · Computer Science 2014-12-01 Tehuan Chen , Chao Xu , Zhigang Ren , Ryan Loxton

We consider an optimal control problem of diffusion equation with missing data governed by the fractional Laplacian with homogeneous Dirichlet boundary conditions on an arbitrary interaction domain disjoint from the domain of the state…

Analysis of PDEs · Mathematics 2018-09-05 J-D. Djida , P. F. Soh , G. Mophou

We consider a class of optimal control problems with a state constraint and investigate a trajectory with a single boundary interval (subarc). Following R.V. Gamkrelidze, we differentiate the state constraint along the boundary subarc, thus…

Optimization and Control · Mathematics 2017-05-12 Andrei Dmitruk , Ivan Samylovskiy

In this paper, we study an optimal control problem for a coupled non-linear system of reaction-diffusion equations with degenerate diffusion, consisting of two partial differential equations representing the density of cells and the…

Optimization and Control · Mathematics 2024-07-11 Georges Chamoun , Mazen Saad , Toni Sayah , Sarah Serhal

We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

Optimization and Control · Mathematics 2025-08-12 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

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