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Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

This paper studies the problem of determining the optimal cut-off for pairs trading rules. We consider two correlated assets whose spread is modelled by a mean-reverting process with stochastic volatility, and the optimal pair trading rule…

Mathematical Finance · Quantitative Finance 2014-12-25 Minh Man Ngo , Huyen Pham

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…

Optimization and Control · Mathematics 2019-09-24 Jie Liu , Jakub Marecek , Andrea Simonetto , Martin Takac

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

Optimization and Control · Mathematics 2020-10-06 Manil T. Mohan

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Numerical Analysis · Computer Science 2011-03-18 Şahin Emrah Amrahov , Nizami Gasilov , Afet Golayoglu Fatullayev

In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada , Fernanda Cipriano

In this paper we solve two equivalent time optimal control problems. On one hand, we design the control field to implement in minimum time the SWAP (or equivalent) operator on a two-level system, assuming that it interacts with an…

Quantum Physics · Physics 2016-08-03 Raffaele Romano , Domenico D'Alessandro

This paper considers the problem of switching between two periodic motions, also known as limit cycles, to create agile running motions. For each limit cycle, we use a control Lyapunov function to estimate the region of attraction at the…

Robotics · Computer Science 2018-07-10 Pranav A. Bhounsule , Ali Zamani , Jason Pusey

Contrasting the well explored problem on how to steer a macroscopic agent like an airplane or a moon lander to optimally reach a target, "optimal microswimming", i.e. the quest for the optimal navigation strategy for microswimmers, remains…

Fluid Dynamics · Physics 2022-05-10 Abdallah Daddi-Moussa-Ider , Hartmut Löwen , Benno Liebchen

Frictional forces are a key ingredient of any physical description of the macroscopic world, as they account for the phenomena causing transformation of mechanical energy into heat. They are ubiquitous in nature, and a wide range of…

Soft Condensed Matter · Physics 2024-07-08 Andrea Plati , Alberto Petri , Marco Baldovin

We present theoretical and numerical results concerning the problem to find the path that minimizes the time to navigate between two given points in a complex fluid under realistic navigation constraints. We contrast deterministic Optimal…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Michele Buzzicotti , Luca Biferale , Fabio Bonaccorso , Patricio Clark di Leoni , Kristian Gustavsson

This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping…

Optimization and Control · Mathematics 2025-01-20 Tan H. Cao , Nilson Chapagain , Haejoon Lee , Phung Ngoc Thi , Nguyen Nang Thieu

This work is concerned with the necessary conditions of optimality for a minimal time control problem $(P)$ for the linearized Navier-Stokes periodic flow in a 2D-channel, subject to a boundary input which acts on the transversal component…

Analysis of PDEs · Mathematics 2020-06-30 Gabriela Marinoschi

E. M. Purcell showed that a body has to perform non-reciprocal motion in order to propel itself in a highly viscous environment. The swimmer with one degree of freedom is bound to do reciprocal motion, whereby the center of mass of the…

Soft Condensed Matter · Physics 2017-08-24 Priyanka Choudhary , Subhayan Mandal , Sujin B. Babu

Many biological microswimmers locomote by periodically beating the densely-packed cilia on their cell surface in a wave-like fashion. While the swimming mechanisms of ciliated microswimmers have been extensively studied both from the…

Soft Condensed Matter · Physics 2023-06-22 Hanliang Guo , Hai Zhu , Ruowen Liu , Marc Bonnet , Shravan Veerapaneni

Microswimmers are exposed in nature to crowded environments and their transport properties depend in a subtle way on the interaction with obstacles. Here, we investigate a model for a single ideal circle swimmer exploring a two-dimensional…

Biological Physics · Physics 2020-03-17 Oleksandr Chepizhko , Thomas Franosch

We apply a reinforcement learning algorithm to show how smart particles can learn approximately optimal strategies to navigate in complex flows. In this paper we consider microswimmers in a paradigmatic three-dimensional case given by a…

Fluid Dynamics · Physics 2018-04-30 K. Gustavsson , L. Biferale , A. Celani , S. Colabrese

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi