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Optimality principles in nonequilibrium transport networks are linked to a thermodynamic formalism based on generalized transport potentials endowed with Legendre duality and related contact structure. This allows quantifying the distance…

Statistical Mechanics · Physics 2025-06-23 Amilcare Porporato , Shashank Kumar Anand , Salvatore Calabrese , Luca Ridolfi , Lamberto Rondoni

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

A Cahn-Hilliard equation with stochastic multiplicative noise and a random convection term is considered. The model describes isothermal phase-separation occurring in a moving fluid, and accounts for the randomness appearing at the…

Analysis of PDEs · Mathematics 2021-04-21 Luca Scarpa

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

Optimization and Control · Mathematics 2021-02-01 Simone Göttlich , Claudia Totzeck

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…

Optimization and Control · Mathematics 2014-11-13 Tiziano De Angelis , Giorgio Ferrari , John Moriarty

In this paper we revisit a class of optimal transport problems associated to non-autonomous linear control systems. Building on properties of the cost functions on $\mathbb{R}^{d}\times\mathbb{R}^{d}$ derived from suitable variational…

Optimization and Control · Mathematics 2025-05-26 Amit Einav , Yue Jiang , Alpár R. Mészáros

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

The paper proposes a general framework to analyze control problems for conservation law models on a network. Namely we consider a general class of junction distribution controls and inflow controls and we establish the compactness in $L^1$…

Analysis of PDEs · Mathematics 2018-07-24 Fabio Ancona , Annalisa Cesaroni , Giuseppe Maria Coclite , Mauro Garavello

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to…

Portfolio Management · Quantitative Finance 2016-08-31 Francesco Caravelli , Lorenzo Sindoni , Fabio Caccioli , Cozmin Ududec

We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…

Optimization and Control · Mathematics 2024-03-25 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

Turnpikes have recently gained significant research interest in optimal control, since they allow for pivotal insights into the structure of solutions to optimal control problems. So far, mainly steady state solutions which serve as optimal…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…

Optimization and Control · Mathematics 2015-01-30 Dmitry B. Rokhlin , Georgii Mironenko

The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…

Optimization and Control · Mathematics 2016-08-12 Vladimir Gaitsgory , Sergey Rossomakhine

A three-dimensional chemotaxis-Navier-Stokes system is considered. It is known that for all suitably regular initial data, a corresponding initial-boundary value problem admits at least one global weak solution which can be obtained as the…

Analysis of PDEs · Mathematics 2015-06-19 Michael Winkler

E-powertrain of future electric vehicles could consist of energy generation units (e.g., fuel cells and photovoltaic modules), energy storage systems (e.g., batteries and supercapacitors), energy conversion units (e.g., bidirectional DC/DC…

Optimization and Control · Mathematics 2020-12-09 Erfan Mohagheghi , Joan Gubianes Gasso , Abebe Geletu , Pu Li

Minimal models of active and driven particles have recently been used to elucidate many properties non-equilibrium systems. However, the relation between energy consumption and changes in the structure and transport properties of these…

Soft Condensed Matter · Physics 2017-08-03 Clara del Junco , Laura Tociu , Suriyanarayanan Vaikuntanathan

This paper presents a nonlinear dynamical model which consists the system of differential and operator equations. Here differential equation contains a nonlinear operator acting in Banach space, a nonlinear operator equation with respect to…

Dynamical Systems · Mathematics 2018-07-30 Nikolai Sidorov , Denis Sidorov , Yong Li