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This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…

Optimization and Control · Mathematics 2023-09-13 Christian Clason , Vu Huu Nhu , Arnd Rösch

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…

Numerical Analysis · Mathematics 2025-02-14 Richard Löscher , Michael Reichelt , Olaf Steinbach

In this work, we investigate a neural network based solver for optimal control problems (without / with box constraint) for linear and semilinear second-order elliptic problems. It utilizes a coupled system derived from the first-order…

Optimization and Control · Mathematics 2024-05-09 Yongcheng Dai , Bangti Jin , Ramesh Sau , Zhi Zhou

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

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…

Numerical Analysis · Mathematics 2025-03-17 Jenny Power , Tristan Pryer

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels , Michael Hinze

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

Optimization and Control · Mathematics 2025-02-11 Livia Betz

We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of M\aa lqvist and Peterseim.

Numerical Analysis · Mathematics 2021-11-01 Susanne C. Brenner , José C. Garay , Li-yeng Sung

The numerical approximation of an optimal control problem with $L^1$-control of a Timoshenko beam is considered and analyzed by using the finite element method. From the practical point of view, inclusion of the $L^1$--norm in the cost…

Optimization and Control · Mathematics 2017-07-25 Erwin Hernández , Pedro Merino

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

Optimization and Control · Mathematics 2016-04-27 Michael Hinze , Heiko Kröner

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

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

Optimization and Control · Mathematics 2013-10-01 Jan Marburger , Rene Pinnau

This article discusses numerical analysis of the distributed optimal control problem governed by the von K\'{a}rm\'{a}n equations defined on a polygonal domain in $\mathbb{R}^2$. The state and adjoint variables are discretised using the…

Numerical Analysis · Mathematics 2021-07-14 Sudipto Chowdhury , Asha K. Dond , Neela Nataraj , Devika Shylaja

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint…

Numerical Analysis · Mathematics 2024-03-19 Aditi Tomar , Lok Pati Tripathi , Amiya K. Pani