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Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…

Optimization and Control · Mathematics 2026-02-11 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

Optimal control theory, also known as Pontryagin's Maximum Principle, is applied to the quantum parameter estimation in the presence of decoherence. An efficient procedure is devised to compute the gradient of quantum Fisher information…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…

Optimization and Control · Mathematics 2017-08-21 Qingxin Meng , Qiuhong Shi , Maoning Tang

We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…

Probability · Mathematics 2021-09-15 Jian Song , Meng Wang

Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…

Optimization and Control · Mathematics 2026-02-18 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…

Optimization and Control · Mathematics 2025-12-24 Ioana Ciotir , Nicolas Forcadel , Piero Visconti , Hasnaa Zidani

In this paper, we investigate the consensus models on the sphere with control signals, where both the first and second order systems are considered. We provide the existence of the optimal control-trajectory pair and derive the first order…

Dynamical Systems · Mathematics 2022-08-11 Hui Huang , Hansol Park

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

Probability · Mathematics 2016-12-05 Giuseppina Guatteri

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…

Optimization and Control · Mathematics 2020-02-28 Benoît Bonnet , Francesco Rossi

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

Optimization and Control · Mathematics 2020-12-22 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee , Masaaki Nagahara

Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…

Optimization and Control · Mathematics 2025-09-18 Gianluca Bianchin , Bryan Van Scoy

In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…

Optimization and Control · Mathematics 2017-04-12 Dmitry Khlopin

The paper extends an impulsive control-theoretical framework towards dynamic systems in the space of measures. We consider a transport equation describing the time-evolution of a conservative "mass" (probability measure), which represents…

Optimization and Control · Mathematics 2020-02-17 Nikolay Pogodaev , Maxim Staritsyn

In this paper we give a new approach to introduce switching strategies in a special class of optimal multiprocesses. Defined as the set of partitions of the time interval, switching strategies become the character of a classical control.…

Optimization and Control · Mathematics 2015-11-30 Nico Tauchnitz

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case, such as: given a fixed interaction between the system…

Quantum Physics · Physics 2009-11-10 H. M . Wiseman , A. C. Doherty

Motivated by the control of invasive biological populations, we consider a class of optimization problems for moving sets $t\mapsto \Omega(t)\subset\mathbb{R}^2$. Given an initial set $\Omega_0$, the goal is to minimize the area of the…

Optimization and Control · Mathematics 2022-01-06 Alberto Bressan , Maria Teresa Chiri , Najmeh Salehi

A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…

Optimization and Control · Mathematics 2023-02-28 Karl Kunisch , Daniel Walter

We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…

Probability · Mathematics 2008-07-23 Seid Bahlali

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

Dynamical Systems · Mathematics 2017-01-09 Andrea Boccia , Richard B. Vinter