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We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…

Probability · Mathematics 2023-06-14 Giuseppina Guatteri , Federica Masiero

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

We consider an optimal control problem governed by a semilinear PDE in cases where the optimal control is of bang-bang type. By utilizing the theory of Bessel potential space, we characterize quadratic growth of the objective via a…

Optimization and Control · Mathematics 2026-02-17 Gerd Wachsmuth

This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…

Optimization and Control · Mathematics 2020-07-28 Anant A. Joshi , Debasish Chatterjee , Ravi N. Banavar

This paper mainly focuses on solving the dynamic optimization of the planar controlled crowd motion models with obstacles which is an application of a class of optimal control problems governed by a general perturbed nonconvex sweeping…

Optimization and Control · Mathematics 2021-04-09 Tan Cao , Boris Mordukhovich , Dao Nguyen , Trang Nguyen

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

Optimization and Control · Mathematics 2010-08-20 Hongwei Lou

We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…

Optimization and Control · Mathematics 2017-06-09 Pablo Pedregal

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

Optimization and Control · Mathematics 2026-03-13 Redouane El Mezegueldy , Zakarya Dardour

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…

Optimization and Control · Mathematics 2024-01-17 Caroline Geiersbach , René Henrion

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

Brockett's necessary condition yields a test to determine whether a system can be made to stabilize about some operating point via continuous, purely state-dependent feedback. For many real-world systems, however, one wants to stabilize…

Optimization and Control · Mathematics 2022-05-30 Matthew D. Kvalheim , Daniel E. Koditschek

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…

Optimization and Control · Mathematics 2021-10-15 Alexander Y. Kruger , Patrick Mehlitz

This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…

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

This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…

Analysis of PDEs · Mathematics 2021-01-20 Pierluigi Colli , Andrea Signori

In this work, we extend Aubry-Mather theory to the case of control systems with nonholonomic constraints. In this framework, we consider an optimal control problem where admissible trajectories are solutions of a control-affine equation.…

Optimization and Control · Mathematics 2024-11-04 Piermarco Cannarsa , Cristian Mendico