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We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

We study the stochastic Landau-Lifshitz-Bloch equation perturbed by pure jump noise. In order to understand and also control the fluctuations and jumps observed in the hysteresis loop, we add noise and an external control to the effective…

Probability · Mathematics 2023-11-13 Soham Gokhale

The optimal control of two-level systems by time-dependent laser fields is studied using a variational theory. We obtain, for the first time, general analytical expressions for the optimal pulse shapes leading to global maximization or…

Quantum Physics · Physics 2009-11-10 Martin E. Garcia , Ilia Grigorenko

We consider the time-varying actuator placement in continuous time, where the goal is to maximize the trace of the controllability Grammian. A natural relaxation of the problem is to allow the binary $\{0,1\}$ variable indicating whether an…

Systems and Control · Electrical Eng. & Systems 2020-04-10 Alex Olshevsky

Discrete Lossless Convexification (DLCvx) formulates a convex relaxation for a specific class of discrete-time non-convex optimal control problems. It establishes sufficient conditions under which the solution of the relaxed problem…

Optimization and Control · Mathematics 2025-06-10 Dayou Luo , Fabio Spada , Behçet Açıkmeşe

Optimal control problems are formulated and efficient computational procedures are proposed for combined orbital and rotational maneuvers of a rigid body in three dimensions. The rigid body is assumed to act under the influence of forces…

Optimization and Control · Mathematics 2016-11-15 Taeyoung Lee , N. Harris McClamroch , Melvin Leok

This paper joins some concepts from Mechanics, Partial Differential Equations and Control Theory in order to solve bi-time optimization problems related to stress tensor in plastic deformations. The main goal is to analyze some optimal…

Optimization and Control · Mathematics 2015-04-23 Simona Dinu , Andreea Bejenaru

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…

Optimization and Control · Mathematics 2025-02-27 Filippo de Feo , Andrzej Święch , Lukas Wessels

This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…

Optimization and Control · Mathematics 2018-02-06 Tianxiao Wang

This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…

Optimization and Control · Mathematics 2025-09-05 Egor Dogadin , Alexey Peregudin

We propose a new approach to studying classical solutions of the Bellman equation and Master equation for mean field type control problems, using a novel form of the "lifting" idea introduced by P.-L. Lions. Rather than studying the usual…

Probability · Mathematics 2023-05-10 Alain Bensoussan , P. Jameson Graber , Sheung Chi Phillip Yam

Optimal control problems are formulated and efficient computational procedures are proposed for attitude dynamics of a rigid body with symmetry. The rigid body is assumed to act under a gravitational potential and under a structured control…

Optimization and Control · Mathematics 2007-05-23 Taeyoung Lee , N. Harris McClamroch , Melvin Leok

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Kazufumi Ito , Karl Kunisch

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

Optimization and Control · Mathematics 2019-11-20 Danylo Malyuta , Michael Szmuk , Behcet Acikmese

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

Optimization and Control · Mathematics 2026-05-22 Felipe Arenas-Uribe , Hasan A. Poonawala , Jesse B. Hoagg

We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a…

Optimization and Control · Mathematics 2017-01-25 Anthony Bloch , Leonardo Colombo , Rohit Gupta , Tomoki Ohsawa