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We design the controls of physical systems that are faced by uncertainties. The system dynamics are described by random hyperbolic balance laws. The control aims to steer the system to a desired state under uncertainties. We propose a…

Optimization and Control · Mathematics 2021-07-20 Stephan Gerster , Markus Bambach , Michael Herty , Muhammad Imran

We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…

Numerical Analysis · Mathematics 2024-05-10 Francisco Fuica , Felipe Lepe , Pablo Venegas

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…

Numerical Analysis · Mathematics 2025-10-20 Giacomo Albi , Elisa Calzola

The approximation of the value function associated to a stabilization problem formulated as optimal control problem for the Navier-Stokes equations in dimension three by means of solutions to generalized Lyapunov equations is proposed and…

Optimization and Control · Mathematics 2019-10-01 Tobias Breiten , Karl Kunisch

The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…

Optimization and Control · Mathematics 2026-02-02 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

Optimization and Control · Mathematics 2014-07-08 Didier Henrion , Edouard Pauwels

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

In this study, we propose new global stabilization approaches for a class of polynomial systems in both model-based and data-driven settings. The existing model-based approach guarantees global asymptotic stability of the closed-loop system…

Optimization and Control · Mathematics 2025-05-21 Huayuan Huang , M. Kanat Camlibel , Raffaella Carloni , Henk J. van Waarde

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

This paper is concerned with a bilinear control problem for enhancing convection-cooling via an incompressible velocity field. Both optimal open-loop control and closed-loop feedback control designs are addressed. First and second order…

Optimization and Control · Mathematics 2021-07-15 Weiwei Hu , Jun Liu , Zhu Wang

We consider a stochastic optimal exit time feedback control problem. The Bellman equation is solved approximatively via the Policy Iteration algorithm on a polynomial ansatz space by a sequence of linear equations. As high degree…

Optimization and Control · Mathematics 2020-10-12 Konstantin Fackeldey , Mathias Oster , Leon Sallandt , Reinhold Schneider

We provide bounds on the error between dynamics of an infinite dimensional bilinear Schr\"odinger equation and of its finite dimensional Galerkin approximations. Standard averaging methods are used on the finite dimensional approximations…

Optimization and Control · Mathematics 2015-03-19 Nabile Boussaïd , Marco Caponigro , Thomas Chambrion

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

This paper is devoted to the stabilization problem for nonlinear driftless control systems by means of a time-varying feedback control. It is assumed that the vector fields of the system together with their first order Lie brackets span the…

Optimization and Control · Mathematics 2019-04-16 Alexander Zuyev

A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…

Optimization and Control · Mathematics 2019-11-20 Christian Clason , Yu Deng , Patrick Mehlitz , Uwe Prüfert

The paper is devoted to a design of a common bounded feedback control steering a system of an arbitrary number of linear oscillators to the equilibrium. At high energies, the control is based on the asymptotic theory of reachable sets of…

Optimization and Control · Mathematics 2015-11-16 Alexander Ovseevich , Aleksey Fedorov

This paper deals with the stabilization problem for nonlinear control-affine systems with the use of oscillating feedback controls. We assume that the local controllability around the origin is guaranteed by the rank condition with Lie…

Optimization and Control · Mathematics 2019-08-09 Alexander Zuyev , Victoria Grushkovskaya

Model reduction methods for bilinear control systems are compared by means of practical examples of Liouville-von Neumann and Fokker--Planck type. Methods based on balancing generalized system Gramians and on minimizing an H2-type cost…

Numerical Analysis · Mathematics 2023-02-09 Peter Benner , Tobias Breiten , Carsten Hartmann , Burkhard Schmidt

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang