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The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…

Optimization and Control · Mathematics 2018-02-27 Yuchao Dong , Qingxin Meng

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Probability · Mathematics 2008-12-20 Seid Bahlali

We consider an optimal control problem where the state is governed by a free boundary problem called the two-phase membrane problem and the control appears in the coefficients of the characteristic function of the positivity and negativity…

Optimization and Control · Mathematics 2024-05-20 Farid Bozorgnia , Vyacheslav Kungurtsev

In this paper we study optimal control problems governed by a semilinear elliptic equation. The equation is nonmonotone due to the presence of a convection term, despite the monotonocity of the nonlinear term. The resulting operator is…

Optimization and Control · Mathematics 2020-06-11 Eduardo Casas , Mariano Mateos , Arnd Rösch

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

We consider an optimal control problem in which the state is governed by an unilateral obstacle problem (with obstacle from below) and restricted by a pointwise state constraint (from above). In the presence of control constraints, we…

Optimization and Control · Mathematics 2021-01-01 Ira Neitzel , Gerd Wachsmuth

In this paper we study a bilinear optimal control problem associated to a chemo-repulsion model with linear production term. We analyze the existence, uniqueness and regularity of pointwise strong solutions in a bidimensional domain. We…

Optimization and Control · Mathematics 2019-01-23 Francisco Guillén González , Exequiel Mallea-Zepeda , María Ángeles Rodríguez-Bellido

This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…

Optimization and Control · Mathematics 2026-03-17 Penghui Wang , Shan Wang

In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…

Numerical Analysis · Mathematics 2024-12-20 Max Winkler

We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an…

Numerical Analysis · Mathematics 2024-10-10 Richard Löscher , Michael Reichelt , Olaf Steinbach

This paper concerns a distributed optimal control problem for a tumor growth model of Cahn-Hilliard type including chemotaxis with possibly singular potentials, where the control and state variables are nonlinearly coupled. First, we…

Optimization and Control · Mathematics 2023-06-06 Pierluigi Colli , Andrea Signori , Jürgen Sprekels

This paper is concerned with the problem of enhancing convection-cooling via active control of the incompressible velocity field, described by a stationary diffusion-convection model. This essentially leads to a bilinear optimal control…

Optimization and Control · Mathematics 2021-03-25 Cuiyu He , Weiwei Hu , Lin Mu

In this paper we establish second-order sufficient optimality conditions for a boundary control problem that has been introduced and studied by three of the authors in the preprint arXiv:1407.3916. This control problem regards the viscous…

Analysis of PDEs · Mathematics 2014-11-18 Pierluigi Colli , M. Hassan Farshbaf-Shaker , Gianni Gilardi , Jürgen Sprekels

We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence…

Analysis of PDEs · Mathematics 2013-09-20 Mahdi Boukrouche , Domingo A. Tarzia

This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…

Optimization and Control · Mathematics 2019-07-08 Karl Kunisch , Hannes Meinlschmidt

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

Analysis of PDEs · Mathematics 2016-11-01 Ugur G. Abdulla

In this paper, we investigate optimal control problems for a nonlinear state system which constitutes a version of the Caginalp phase field system modeling nonisothermal phase transitions with a nonconserved order parameter that takes…

Optimization and Control · Mathematics 2022-07-28 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

Optimization and Control · Mathematics 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…

Optimization and Control · Mathematics 2019-01-25 Eduardo Casas , Mariano Mateos , Fredi Tröltzsch

This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…

Optimization and Control · Mathematics 2015-10-20 Haisen Zhang , Xu Zhang
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