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An optimal control problem subject to an elliptic obstacle problem is studied. We obtain a numerical approximation of this problem by discretising the PDE obtained via a Moreau--Yosida type penalisation. For the resulting discrete control…
This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
In this paper, elliptic control problems with integral constraint on the gradient of the state and box constraints on the control are considered. The optimal conditions of the problem are proved. To numerically solve the problem, we use the…
We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…
This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…
This article is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…
We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
This paper is concerned with an optimal control problem governed by a non-smooth semilinear elliptic equation. We show that the control-to-state mapping is directionally differentiable and precisely characterize its Bouligand…
Semi-infinite programming can be used to model a large variety of complex optimization problems. The simple description of such problems comes at a price: semi-infinite problems are often harder to solve than finite nonlinear problems. In…
This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…
Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable…
Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…