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Spike variation technique plays a crucial role in deriving Pontryagin's type maximum principle of optimal controls for differential equations of several types, including ordinary differential equations (ODEs), partial differential equations…

Optimization and Control · Mathematics 2022-09-13 Tianxiao Wang , Jiongmin Yong

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…

Optimization and Control · Mathematics 2021-10-04 Sheng Zhang , Fei Liao , Yi-Nan Kong , Kai-Feng He

In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…

Optimization and Control · Mathematics 2025-09-04 Huynh Khanh , Bui Trong Kien

We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…

Optimization and Control · Mathematics 2016-11-15 Christopher W. Miller

This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…

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

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

Optimization and Control · Mathematics 2013-02-15 Loïc Bourdin , Emmanuel Trélat

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

Optimization and Control · Mathematics 2015-04-10 Mattia Bongini , Massimo Fornasier , Francesco Rossi , Francesco Solombrino

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

Optimization and Control · Mathematics 2024-08-01 Daniel Wachsmuth

In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Zhichao Chen , Hao Wang , Licheng Pan , Yiran Ma , Yunfei Teng , Jiaze Ma , Le Yao , Zhiqiang Ge , Zhihuan Song

Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Shaoqi Wang , Hongxin Su , Xinhui Tang , Yi Cao , Shuang-Hua Yang

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 obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

We present a model predictive control (MPC) framework for linear switched evolution equations arising from a parabolic partial differential equation (PDE). First-order optimality conditions for the resulting finite-horizon optimal control…

Optimization and Control · Mathematics 2026-05-27 Michael Kartmann , Mattia Manucci , Benjamin Unger , Stefan Volkwein

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

In this work, we analyze Parametrized Advection-Dominated distributed Optimal Control Problems with random inputs in a Reduced Order Model (ROM) context. All the simulations are initially based on a finite element method (FEM)…

Numerical Analysis · Mathematics 2024-08-27 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…

Optimization and Control · Mathematics 2016-10-18 Maoning Tang , Qingxin Meng

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible…

Numerical Analysis · Mathematics 2018-02-09 Francesca Gardini , Gianmarco Manzini , Giuseppe Vacca