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The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong

We consider a logistic differential equation subject to impulsive delayed harvesting, where the deduction information is a function of the population size at the time of one of the previous impulses. A close connection to the dynamics of…

Dynamical Systems · Mathematics 2022-10-13 Jennifer Lawson , Elena Braverman

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

Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…

Optimization and Control · Mathematics 2021-09-24 Faical Ndairou , Delfim F. M. Torres

This study addresses the difficulties associated with inventory management of products with stochastic demand. The objective is to find the optimal combination of order quantity and reorder point that maximizes profit while considering…

Computational Engineering, Finance, and Science · Computer Science 2023-10-05 Sarit Maitra , Vivek Mishra , Sukanya Kundu

In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…

Optimization and Control · Mathematics 2024-12-24 Yuecai Han , Yuhang Li

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

We investigate the exact enlarged controllability and optimal control of a fractional diffusion equation in Caputo sense. This is done through a new definition of enlarged controllability that allows us to extend available contributions.…

Optimization and Control · Mathematics 2020-03-31 Touria Karite , Ali Boutoulout , Delfim F. M. Torres

We investigate two classes of quantum control problems by using frequency-domain optimization algorithms in the context of ultrafast laser control of quantum systems. In the first class, the system model is known and a frequency-domain…

Quantum Physics · Physics 2022-01-19 Daoyi Dong , Chuan-Cun Shu , Jiangchao Chen , Xi Xing , Hailan Ma , Yu Guo , Herschel Rabitz

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

Pricing of Securities · Quantitative Finance 2011-10-17 Nikolai Dokuchaev

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

Vertical farming allows for year-round cultivation of a variety of crops, overcoming environmental limitations and ensuring food security. This closed and highly controlled system allows the plants to grow in optimal conditions, so that…

Systems and Control · Electrical Eng. & Systems 2023-09-15 Annalena Daniels , Michael Fink , Marion Leibold , Dirk Wollherr , Senthold Asseng

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…

Optimization and Control · Mathematics 2013-10-22 Qi Lü

Truck platooning is a promising technology that enables trucks to travel in formations with small inter-vehicle distances for improved aerodynamics and fuel economy. The real-world transportation system includes a vast number of trucks…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Ting Bai , Alexander Johansson , Karl Henrik Johansson , Jonas Mårtensson

We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…

Analysis of PDEs · Mathematics 2017-11-03 Michel Duprez , Morgan Morancey , Francesco Rossi

We study the regional controllability problem for delayed fractional control systems through the use of the standard Caputo derivative. First, we recall several fundamental results and introduce the family of fractional-order systems under…

Optimization and Control · Mathematics 2022-12-22 Touria Karite , Adil Khazari , Delfim F. M. Torres

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein