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We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Nicolai Jork , Vladimir M. Veliov

In this paper, we prove the necessary and sufficient maximum principles (NSMPs in short) for the optimal control of systems described by a quasilinear stochastic heat equation within convex control domains, which all the coefficients…

Optimization and Control · Mathematics 2012-11-01 Liangquan Zhang , Yufeng Shi

The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…

Numerical Analysis · Mathematics 2016-01-05 Mariela C. Olguin , Domingo A. Tarzia

We consider the inverse multiphase Stefan problem with homogeneous Dirichlet boundary condition on a bounded Lipschitz domain, where the density of the heat source is unknown in addition to the temperature and the phase transition…

Analysis of PDEs · Mathematics 2020-05-12 Ugur G. Abdulla , Bruno Poggi

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 focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

Analysis of PDEs · Mathematics 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…

Analysis of PDEs · Mathematics 2015-09-04 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi

In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on…

Optimization and Control · Mathematics 2020-11-06 Youness Mezzan , Moulay Hicham Tber

We consider the symmetric FEM-BEM coupling that connects two linear elliptic second order partial differential equations posed in a bounded domain $\Omega$ and its complement, where the exterior problem is restated by an integral equation…

Numerical Analysis · Mathematics 2017-01-30 Jens Markus Melenk , Dirk Praetorius , Barbara Wohlmuth

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is…

Optimization and Control · Mathematics 2017-01-24 Gengsheng Wang , Donghui Yang , Yubiao Zhang

We show the existence and optimal regularity of the optimal temperature configuration in a problem in heat conduction with minimal temperature constraint, interior heating and exterior insulation. Regularity of the two free boundaries is…

Analysis of PDEs · Mathematics 2016-04-29 Hui Yu

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , René Pinnau , Matthias Andres , Claudia Totzeck

We investigate a distributed optimal control problem for a nonlocal phase field model of viscous Cahn-Hilliard type. The model constitutes a nonlocal version of a model for two-species phase segregation on an atomic lattice under the…

Analysis of PDEs · Mathematics 2016-09-19 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given…

Optimization and Control · Mathematics 2024-01-19 Christoph Buchheim , Alexandra Grütering , Christian Meyer

This paper is concerned with the state-constrained optimal control of the three-dimensional thermistor problem, a fully quasilinear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the…

Optimization and Control · Mathematics 2018-07-02 Hannes Meinlschmidt , Christian Meyer , Joachim Rehberg

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

We consider a bounded domain D whose regular boundary consists of the union of two portions F1 and F2. The convergence of a family of continuous Neumann boundary mixed elliptic optimal control problems (Pa), governed by elliptic variational…

Numerical Analysis · Mathematics 2014-12-22 Domingo A. Tarzia

A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…

Numerical Analysis · Mathematics 2022-12-20 Jose Luis Gracia , Eugene O'Riordan

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin