English
Related papers

Related papers: Maximum Principle and Data Assimilation Problem fo…

200 papers

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 continuous data assimilation method to the Navier-Stokes-Fourier system governing the evolution of a compressible, rotating and thermally driven fluid. A rigorous proof of the tracking property is given in the asymptotic regime…

Analysis of PDEs · Mathematics 2025-10-24 Eduard Feireisl , Wladimir Neves

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…

Optimization and Control · Mathematics 2009-11-18 Qingxin Meng

Optimal control theory, also known as Pontryagin's Maximum Principle, is applied to the quantum parameter estimation in the presence of decoherence. An efficient procedure is devised to compute the gradient of quantum Fisher information…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

We analyze a fully discrete scheme based on the discontinuous (in time) Galerkin approach, which is combined with conforming finite element subspaces in space, for the distributed optimal control problem of the three-dimensional…

Analysis of PDEs · Mathematics 2019-06-18 Cung The Anh , Tran Minh Nguyet

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…

Optimization and Control · Mathematics 2020-02-28 Benoît Bonnet , Francesco Rossi

The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…

Optimization and Control · Mathematics 2019-06-26 A. D. Ioffe

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

In this paper, we address an optimal distributed control problem for a non-local model of phase-field type, describing the evolution of tumour cells in presence of a nutrient. The model couples a non-local and viscous Cahn-Hilliard equation…

Analysis of PDEs · Mathematics 2023-10-25 Matteo Fornoni

This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional…

Optimization and Control · Mathematics 2023-03-07 Juan Carlos De los Reyes , Paola Quiloango

We address an optimal control problem governed by a system coupling a Brinkman-type momentum equation for the velocity field with a sixth-order Cahn-Hilliard equation for the phase variable, incorporating curvature effects in the free…

Optimization and Control · Mathematics 2026-01-12 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

Probability · Mathematics 2012-02-20 AbdulRahman Al-Hussein

In this article, we study the strong well-posedness, stability and optimal control of an incompressible magneto-viscoelastic fluid model in two dimensions. The model consists of an incompressible Navier--Stokes equation for the velocity…

Analysis of PDEs · Mathematics 2021-08-09 Harald Garcke , Patrik Knopf , Sourav Mitra , Anja Schlömerkemper

The analysis and boundary optimal control of the nonlinear transport of gas on a network of pipelines is considered. The evolution of the gas distribution on a given pipe is modeled by an isothermal semilinear compressible Euler system in…

Optimization and Control · Mathematics 2023-04-14 Marcelo Bongarti , Michael Hintermüller

The aim of this work is to present some strategies to solve numerically controllability problems for the two-dimensional heat equation, the Stokes equations and the Navier-Stokes equations with Dirichlet boundary conditions. The main idea…

Optimization and Control · Mathematics 2024-02-12 Enrique Fernández-Cara , Arnaud Münch , Diego A. Souza

We study a general Navier-Stokes-Cahn-Hilliard-Boussinesq system that describes the motion of a mixture of two incompressible Newtonian fluids with thermo-induced Marangoni effects. The Cahn-Hilliard dynamics of the binary mixture is…

Analysis of PDEs · Mathematics 2024-08-13 Lingxi Chen

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is…

Optimization and Control · Mathematics 2017-01-24 Gengsheng Wang , Donghui Yang , Yubiao Zhang

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang