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This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…

Methodology · Statistics 2014-10-16 Giles Hooker , Kevin K. Lin , Bruce Rogers

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…

Optimization and Control · Mathematics 2026-03-20 Addie McCurdy , Andrew Gusty , Emily Jensen

A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an optimal control problem without stopping. This is motivated…

Probability · Mathematics 2008-05-15 Istvan Gyongy , David Siska

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

A system of a parabolic partial differential equation coupled with ordinary differential inclusions that arises from a closed-loop control problem for a thermodynamic process governed by the Allen-Cahn diffusion reaction model is studied. A…

Optimization and Control · Mathematics 2011-09-22 Grzegorz Dudziuk , Marek Niezgódka

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

We consider the decay of solution to fractional diffusion equation with the distributed order Caputo derivative. We assume that the elliptic operator is time-dependent and that the weight function contained in the definition of the…

Analysis of PDEs · Mathematics 2018-06-12 Adam Kubica , Katarzyna Ryszewska

Direct optimal control theory for quantum dynamical problems presents itself as an interesting alternative to the traditional indirect optimal control. The method relies on the first discretize and then optimize paradigm, where a…

Chemical Physics · Physics 2022-01-19 A. R. Ramos Ramos , O. Kühn

We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…

Optimization and Control · Mathematics 2019-12-12 Adrien Le Coënt , Laurent Fribourg

We formulate and analyse an optimal control problem for the coagulation-fragmentation equation, where a scalar, time-dependent control modulates the coagulation rate by multiplying the coagulation kernel. The objective functional consists…

Optimization and Control · Mathematics 2026-04-16 Enrico Sartor

We consider a $4\times4$ nonlinear reaction-diffusion system posed on a smooth domain $\Omega$ of $\mathbb{R}^N$ ($N \geq 1$) with controls localized in some arbitrary nonempty open subset $\omega$ of the domain $\Omega$. This system is a…

Optimization and Control · Mathematics 2018-08-09 Kévin Le Balc'h

In this article we study optimization problems ruled by $\alpha$-fractional diffusion operators with volume constraints. By means of penalization techniques we prove existence of solutions. We also show that every solution is locally of…

Analysis of PDEs · Mathematics 2015-10-19 Eduardo V. Teixeira , Rafayel Teymurazyan

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…

Mathematical Physics · Physics 2014-09-09 R. K. Saxena , A. M. Mathai , H. J. Haubold

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…

Optimization and Control · Mathematics 2023-10-16 Faical Ndairou , Delfim F. M. Torres

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

Reliable controllers with high flexibility and performance are necessary for the control of intricate, advanced, and expensive systems such as aircraft, marine vessels, automotive vehicles, and satellites. Meanwhile, control allocation has…

Optimization and Control · Mathematics 2016-07-19 David Buzorgnia , Ali Khaki-Sedigh

This article provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several applications of these operators in imaging science, geophysics,…

Optimization and Control · Mathematics 2021-06-28 Harbir Antil , Thomas S. Brown , Ratna Khatri , Akwum Onwunta , Deepanshu Verma , Mahamadi Warma

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…

Optimization and Control · Mathematics 2009-05-12 D. Goreac
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