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In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

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 presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…

Optimization and Control · Mathematics 2012-02-09 Hamidreza Ramezanpour , Saeed Setayeshi , Hossein Arabalibeik , Amin Jajarmi

This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…

Optimization and Control · Mathematics 2013-07-09 Tyler H. Summers , Paul J. Goulart

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…

Optimization and Control · Mathematics 2022-07-22 Stefana-Lucia Anita

We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…

Numerical Analysis · Mathematics 2022-08-23 Thomas Führer , Michael Karkulik

We present a new error analysis for finite element methods for a linear-quadratic elliptic optimal control problem with Neumann boundary control and pointwise control constraints. It can be applied to standard finite element methods when…

Numerical Analysis · Mathematics 2024-11-05 Susanne C. Brenner , Li-yeng Sung

In this paper a priori error estimates are derived for full discretization (in space and time) of time-optimal control problems. Various convergence results for the optimal time and the control variable are proved under different…

Optimization and Control · Mathematics 2018-09-19 Lucas Bonifacius , Konstantin Pieper , Boris Vexler

The purpose of this paper is three-fold. Firstly we attack a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions. The investigated problem involves a nonlinear monotone partial differential…

Optimization and Control · Mathematics 2022-12-14 Joachim Gwinner

We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal control problems posed on Lipschitz polytopes. We consider two strategies of…

Numerical Analysis · Mathematics 2023-03-02 Enrique Otarola

We propose and analyze a posteriori error estimates for a control-constrained optimal control problem with bang-bang solutions. We consider a solution strategy based on the variational approach, where the control variable is not…

Optimization and Control · Mathematics 2025-05-26 Francisco Fuica

We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…

Optimization and Control · Mathematics 2019-06-17 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

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

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

The paper deals with finite element approximations of elliptic Dirichlet boundary control problems posed on two-dimensional polygonal domains. Error estimates are derived for the approximation of the control and the state variables. Special…

Numerical Analysis · Mathematics 2019-01-28 Thomas Apel , Mariano Mateos , Johannes Pfefferer , Arnd Rösch

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We study a control-constrained optimal control problem governed by a semilinear elliptic equation. The control acts in a bilinear way on the boundary, and can be interpreted as a heat transfer coefficient. A detailed study of the state…

Optimization and Control · Mathematics 2024-03-06 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…

Optimization and Control · Mathematics 2025-03-27 Alexander Fradkov