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We present a framework of sequential action control (SAC) for stabilization of systems of partial differential equations which can be posed as abstract semilinear control problems in Hilbert spaces. We follow a late-lumping approach and…

Optimization and Control · Mathematics 2022-08-30 Yan Brodskyi , Falk M. Hante , Arno Seidel

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

Optimization and Control · Mathematics 2024-10-30 Nicholas A. Corbin , Boris Kramer

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Optimization and Control · Mathematics 2019-02-20 Yuanchang Wang , Jiongmin Yong

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

Optimization and Control · Mathematics 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…

Optimization and Control · Mathematics 2022-10-14 Federica Masiero , Fausto Gozzi

We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…

Probability · Mathematics 2017-03-09 Huyên Pham

A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…

Optimization and Control · Mathematics 2024-02-06 Huynh Khanh

In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…

Portfolio Management · Quantitative Finance 2015-05-27 Ying Hu , Hanqing Jin , Xun Yu Zhou

One of the most popular methods of controlling dynamical systems is feedback. It can be used without acquiring detailed knowledge of the underlying system. In this work, we study the stability of fractional-order linear difference equations…

Dynamical Systems · Mathematics 2023-04-26 Divya D. Joshi , Sachin Bhalekar , Prashant M. Gade

We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…

Optimization and Control · Mathematics 2026-03-26 Anthony Hastir , Timo Reis

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of…

Optimization and Control · Mathematics 2019-01-16 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…

Optimization and Control · Mathematics 2023-05-19 Karl Kunisch , Buddhika Priyasad

We establish a link between stability estimates for a hyperbolic inverse problem via the Boundary Control method and the blowup of a constant appearing in the contexts of optimal unique continuation and cost of approximate controllability.

Analysis of PDEs · Mathematics 2025-03-11 Spyridon Filippas , Lauri Oksanen

In this paper, we derive a bang-bang property of a kind of time optimal control problem for some semilinear heat equation on bounded $C^2$ domains (of the Euclidean space), with homogeneous Dirichlet boundary condition and controls…

Optimization and Control · Mathematics 2015-10-14 Lijuan Wang , Qishu Yan

We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…

Numerical Analysis · Mathematics 2021-09-07 Enrique Otarola

This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…

Optimization and Control · Mathematics 2020-08-07 Weijun Meng , Jingtao Shi

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer