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This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…

Numerical Analysis · Mathematics 2017-10-10 Haijun Yu , Hassan Saberi Nik

In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…

Optimization and Control · Mathematics 2026-04-21 Jinniao Qiu

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

Optimization and Control · Mathematics 2026-05-12 Arghya Kundu

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

The main purpose of this paper is to discuss detailed the stochastic LQ control problem with random coefficients where the linear system is a multidimensional stochastic differential equation driven by a multidimensional Brownian motion and…

Optimization and Control · Mathematics 2011-02-18 Meng Qingxin

This work is concerned with the time optimal control problem for evolution equations in Hilbert spaces. The attention is focused on the maximum principle for the time optimal controllers having the dimension smaller that of the state…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

In this paper we consider an optimal control problem (OCP) for the coupled system of a nonlinear monotone Dirichlet problem with matrix- valued non-smooth controls in coefficients and a nonlinear equation of Ham- merstein type. Since…

Optimization and Control · Mathematics 2017-02-28 Olha P. Kupenko , Rosanna Manzo

We study the numerical realisation of optimal consensus control laws for agent-based models. For a nonlinear multi-agent system of Cucker-Smale type, consensus control is cast as a dynamic optimisation problem for which we derive…

Optimization and Control · Mathematics 2018-09-24 Rafael Bailo , Mattia Bongini , José A. Carrillo , Dante Kalise

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

Mirror descent is a well established tool for solving convex optimization problems with convex constraints. This article introduces continuous-time mirror descent dynamics for approximating optimal Markov controls for stochastic control…

Optimization and Control · Mathematics 2025-06-04 Deven Sethi , David Šiška

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

We consider the Cauchy problem of the nonlinear Landau equation of Maxwellian molecules, under the perturbation frame work to global equilibrium. We show that if $H^r_x(L^2_v), r >3/2$ norm of the initial perturbation is small enough, then…

Analysis of PDEs · Mathematics 2019-10-31 Yoshinori Morimoto , Chao-Jiang Xu

The paper concerns optimal control of discontinuous differential inclusions of the normal cone type governed by a generalized version of the Moreau sweeping process with control functions acting in both nonconvex moving sets and additive…

Optimization and Control · Mathematics 2017-11-08 Tan H. Cao , B. S. Mordukhovich

The paper is concerned with an optimal control problem governed by the equations of elasto plasticity with linear kinematic hardening and the inertia term at small strain. The objective is to optimize the displacement field and plastic…

Optimization and Control · Mathematics 2023-06-22 Stephan Walther

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

We study an optimal distributed control problem associated to a stochastic Cahn-Hilliard equation with a classical double-well potential and Wiener multiplicative noise, where the control is represented by a source-term in the definition of…

Optimization and Control · Mathematics 2020-01-07 Luca Scarpa