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An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

In this work we consider the asymptotic behavior of the nonlinear semigroup defined by a semilinear parabolic problem with homogeneous Neumann boundary conditions posed in a bounded region of the plane that degenerates into a line segment…

Analysis of PDEs · Mathematics 2013-12-05 Marcone C. Pereira

An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…

Optimization and Control · Mathematics 2023-05-19 Karl Kunisch , Buddhika Priyasad

We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…

Optimization and Control · Mathematics 2021-05-11 Friedrich Philipp , Manuel Schaller , Timm Faulwasser , Bernhard Maschke , Karl Worthmann

The purpose of this note is to investigate the coupling of Dirichlet and Neumann numerical boundary conditions for the transport equation set on an interval. When one starts with a stable finite difference scheme on the lattice $\mathbb{Z}$…

Numerical Analysis · Mathematics 2025-04-02 Romain Bonnet-Eymard , Jean-François Coulombel , Grégory Faye

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

In this work we consider robust stabilization of uncertain dynamical systems and show that this can be achieved by solving a non-classically constrained analytic interpolation problem. In particular, this non-classical constraint confines…

Optimization and Control · Mathematics 2020-10-28 Axel Ringh , Johan Karlsson , Anders Lindquist

This paper investigates a space-time interface-fitted approximation of a moving-interface optimal control problem with energy regularization. We reformulate the optimality conditions into a variational problem involving both the state and…

Optimization and Control · Mathematics 2025-06-13 Quang Huy Nguyen , Phuong Cuc Hoang , Van Chien Le , Thi Thanh Mai Ta

A sufficient condition for the stability of a system resulting from the interconnection of dynamical systems is given by the small gain theorem. Roughly speaking, to apply this theorem, it is required that the gains composition is…

Dynamical Systems · Mathematics 2015-08-12 Humberto Stein Shiromoto , Vincent Andrieu , Christophe Prieur

We present sufficient conditions for exact controllability of a semilinear infinite dimensional dynamical system. The system mild solution is formed by a noncompact semigroup and a nonlinear disturbance that does not need to be Lipschitz…

Functional Analysis · Mathematics 2018-04-02 Radoslaw Zawiski

Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…

Optimization and Control · Mathematics 2017-02-08 Leonardo Colombo

Optimal engine performances are accomplished by quantum effects. Here we explore two routes towards ideal engines, namely (1) quantum systems that operate as hybrid machines being able to perform more than one useful task and (2) the…

Mesoscale and Nanoscale Physics · Physics 2022-09-21 Rosa Lopez , Jong Soo Lim , Kun Woo Kim

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…

Analysis of PDEs · Mathematics 2019-02-12 Umberto Biccari , Dongnam Ko , Enrique Zuazua

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

Using the semigroup approach to abstract boundary control problems we characterize the space of all exactly reachable states. Moreover, we study the situation when the controls of the system are required to be positive. The abstract results…

Functional Analysis · Mathematics 2017-12-11 Klaus-Jochen Engel , Marjeta Kramar Fijavž

This work is concerned with second-order necessary and sufficient optimality conditions for optimal control of a non-smooth semilinear elliptic partial differential equation, where the nonlinearity is the non-smooth max-function and thus…

Optimization and Control · Mathematics 2023-11-28 Vu Huu Nhu

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

In the present paper, we study the existence and optimal controllability of a multi-term time-fractional stochastic system with non-instantaneous impulses. Using semigroup theory, stochastic analysis theory, and Krasnoselskii's fixed point…

Dynamical Systems · Mathematics 2023-11-30 Asma Afreen , Abdur Raheem , Areefa Khatoon

We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…

Optimization and Control · Mathematics 2022-02-21 Lev Lokutsievskiy , Alexander Ovseevich