English
Related papers

Related papers: The Finite-Time Turnpike Phenomenon for Optimal Co…

200 papers

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…

Optimization and Control · Mathematics 2024-02-02 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We study a pointwise tracking optimal control problem for the two-dimensional local Cahn Hilliard Navier Stokes system, which models the evolution of two immiscible, incompressible fluids. The source term in the Cahn Hilliard equation acts…

Optimization and Control · Mathematics 2026-02-09 Sheetal Dharmatti , Greeshma K

We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…

Optimization and Control · Mathematics 2017-02-02 Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

An optimal finite-time process drives a given initial distribution to a given final one in a given time at the lowest cost as quantified by total entropy production. We prove that for system with discrete states this optimal process…

Statistical Mechanics · Physics 2023-12-15 Benedikt Remlein , Udo Seifert

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

The purpose of this work is the formulation of optimality conditions for phase-field optimal control problems. The forward problem is first stated as an abstract nonlinear optimization problem, and then the necessary optimality conditions…

Optimization and Control · Mathematics 2023-10-06 Denis Khimin , Johannes Lankeit , Marc C. Steinbach , Thomas Wick

The finite-time control problem of quantum systems is investigated in this paper. We first define finite-time stability and present a finite-time Lyapunov stability criterion for finite-dimensional quantum systems in coherence vector…

Quantum Physics · Physics 2020-05-27 Sen Kuang , Xiaoke Guan , Daoyi Dong

Time-optimal control for high-order chain-of-integrators systems with full state constraints and arbitrarily given terminal states remains a challenging problem in the optimal control theory domain, yet to be resolved. To enhance further…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Yunan Wang , Chuxiong Hu , Zeyang Li , Shize Lin , Suqin He , Yu Zhu

We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…

Optimization and Control · Mathematics 2025-10-27 Nicolas Borchard , Gerd Wachsmuth

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Probability · Mathematics 2008-12-20 Seid Bahlali

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…

Optimization and Control · Mathematics 2025-06-03 Hoai-Minh Nguyen , Emmanuel Trélat

This paper is concerned with impulse approximate controllability for stochastic evolution equations with impulse controls. As direct applications, we formulate captivating minimal norm and time optimal control problems; The minimal norm…

Optimization and Control · Mathematics 2024-01-09 Yuanhang Liu

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

Optimization and Control · Mathematics 2021-12-03 Eduardo Casas , Karl Kunisch

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…

Optimization and Control · Mathematics 2017-09-05 E. R. Avakov , G. G. Magaril-Il'yaev