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This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…

Optimization and Control · Mathematics 2015-02-03 M. B. Chiarolla , T. De Angelis

We consider an optimal control problem of diffusion equation with missing data governed by the fractional Laplacian with homogeneous Dirichlet boundary conditions on an arbitrary interaction domain disjoint from the domain of the state…

Analysis of PDEs · Mathematics 2018-09-05 J-D. Djida , P. F. Soh , G. Mophou

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…

Dynamical Systems · Mathematics 2014-09-12 Getachew K. Befekadu , Panos J. Antsaklis

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…

Statistical Mechanics · Physics 2009-11-07 A. V. Chechkin , R. Gorenflo , I. M. Sokolov

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

This work is concerned with the time optimal control problem for evolution equations in Hilbert spaces. The attention is focused on the maximum principle for the time optimal controllers having the dimension smaller that of the state…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

In this paper, we consider a class of optimal control problems for a one-dimensional time-discrete constrained quasilinear diffusion state-systems of singular Allen--Cahn types and its regularized approximating problems. We note that the…

Optimization and Control · Mathematics 2021-09-28 Shodai Kubota

This paper is concerned with a new type of inverse obstacle problem governed by a variable-order time-fraction diffusion equation in a bounded domain. The unknown obstacle is a region where the space dependent variable-order of fractional…

Analysis of PDEs · Mathematics 2022-02-18 Masaru Ikehata , Yavar Kian

We present a frequency domain based $H_\infty$-control strategy to solve boundary control problems for systems governed by parabolic or hyperbolic partial differential equation, where controllers are constrained to be physically…

Optimization and Control · Mathematics 2019-05-17 Pierre Apkarian , Dominikus Noll

We consider the problem of a particle traveling from an initial configuration to a final configuration (given by a point in the plane along with a prescribed velocity vector) in minimum time with non-homogeneous velocity and with…

Optimization and Control · Mathematics 2014-01-13 Ricardo G. Sanfelice , Sze Zheng Yong , Emilio Frazzoli

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

The diffusion model has shown success in generating high-quality and diverse solutions to trajectory optimization problems. However, diffusion models with neural networks inevitably make prediction errors, which leads to constraint…

Machine Learning · Computer Science 2024-06-04 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson

This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, {\it SIAM J. Control Optim.} 2019] to the variable-exponent case to account for the multiscale and crossover…

Optimization and Control · Mathematics 2025-06-03 Yiqun Li , Mengmeng Liu , Wenlin Qiu , Xiangcheng Zheng

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…

Numerical Analysis · Mathematics 2016-07-08 Enrique Otarola

This thesis investigates optimal trajectory tracking of nonlinear dynamical systems with affine controls. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible. The concept of…

Optimization and Control · Mathematics 2016-03-04 Jakob Löber

This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…

Optimization and Control · Mathematics 2025-04-28 Petar Bevanda , Nicolas Hoischen , Tobias Wittmann , Jan Brüdigam , Sandra Hirche , Boris Houska

In this paper, we address an optimal distributed control problem for a non-local model of phase-field type, describing the evolution of tumour cells in presence of a nutrient. The model couples a non-local and viscous Cahn-Hilliard equation…

Analysis of PDEs · Mathematics 2023-10-25 Matteo Fornoni

In this paper, we study the indirect boundary stability and exact controllability of a one-dimensional Timoshenko system. In the first part of the paper, we consider the Timoshenko system with only one boundary fractional damping. We first…

Analysis of PDEs · Mathematics 2019-01-29 Mohammad Akil , Yacine Chitour , Mouhammad Ghader , Ali Wehbe
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