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Consider the set of functions $f_{\theta}(x)=|\theta -x|$ on $\mathbb{R}$. Define a Markov process that starts with a point $x_0 \in \mathbb{R}$ and continues with $x_{k+1}=f_{\theta_{k+1}}(x_{k})$ with each $\theta _{k+1}$ picked from a…

Probability · Mathematics 2025-06-30 Aaron Abrams , Henry Landau , Zeph Landau , James Pommersheim , Eric Zaslow

We show that sweeping processes with possibly non-convex prox-regular constraints generate a strongly continuous input-output mapping in the space of absolutely continuous functions. Under additional smoothness assumptions on the constraint…

Dynamical Systems · Mathematics 2021-06-29 Pavel Krejci , Giselle Antunes Monteiro , Vincenzo Recupero

We prove that if a system has superpolynomial (faster than any power law) decay of correlations (with respect to Lipschitz observables) then the time $\tau (x,S_{r})$ needed for a typical point $x$ to enter for the first time a set…

Dynamical Systems · Mathematics 2009-06-19 Stefano Galatolo

In this study, we investigate optimal control problems that involve sweeping processes with a drift term and mixed inequality constraints. Our goal is to establish necessary optimality conditions for these problems. We address the…

Optimization and Control · Mathematics 2023-07-19 Karla L. Cortez , Nathalie T. Khalil , Julio E. Solis

In Euclidean space of dimension 2 or 3, we study a minimum time problem associated with a system of real-analytic vector fields satisfying H\"ormander's bracket generating condition, where the target is a nonempty closed set. We show that,…

Optimization and Control · Mathematics 2022-09-20 Paolo Albano , Vincenzo Basco , Piermarco Cannarsa

The first part of this paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In…

Optimization and Control · Mathematics 2016-01-01 Robert Baier , Thuy Thi Thien Le

We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise naturally in the study of properties of the value functional in…

Optimization and Control · Mathematics 2024-12-24 Mikhail I. Gomoyunov

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

We consider a vibrating string that is fixed at one end with Neumann control action at the other end. We investigate the optimal control problem of steering this system from given initial data to rest, in time T , by minimizing an objective…

Optimization and Control · Mathematics 2015-05-20 Martin Gugat , Emmanuel Trélat , Enrique Zuazua

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…

Optimization and Control · Mathematics 2024-12-10 Juan Guillermo Garrido , Pedro Pérez-Aros , Emilio Vilches

Let X_t, 0<=t<=T be a one-dimensional stochastic process with independent and stationary increments. This paper considers the problem of stopping the process X_t "as close as possible" to its eventual supremum M_T:=sup{X_t: 0<=t<=T}, when…

Probability · Mathematics 2012-03-21 Pieter C. Allaart

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

This paper concerns state constrained optimal control problems, in which the dynamic constraint takes the form of a differential inclusion. If the differential inclusion does not depend on time, then the Hamiltonian, evaluated along the…

Optimization and Control · Mathematics 2019-12-30 Michele Palladino , Richard B. Vinter

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are…

Optimization and Control · Mathematics 2020-10-07 Yu-Hong Dai , Liwei Zhang

In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…

Optimization and Control · Mathematics 2022-01-07 Nathalie T. Khalil , Fernando Lobo Pereira

When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…

Statistical Mechanics · Physics 2022-11-08 Alain Mazzolo , Cécile Monthus

We consider the Minimum Steiner Cut problem on undirected planar graphs with non-negative edge weights. This problem involves finding the minimum cut of the graph that separates a specified subset $X$ of vertices (terminals) into two parts.…

Data Structures and Algorithms · Computer Science 2020-01-01 Stephen Jue , Philip N. Klein

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich