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A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspects: (i) the proposed particle filter is a controlled…

Optimization and Control · Mathematics 2017-01-11 Chi Zhang , Amirhossein Taghvaei , Prashant G. Mehta

The paper considers the optimal control problem of inventory of a discrete product in regeneration scheme with a Poisson flow of customer requirements. In the system deferred demand is allowed, the volume of which is limited by a given…

Optimization and Control · Mathematics 2020-01-31 P. V. Shnurkov , N. A. Vakhtanov

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

When a mixture of two kinds of grains differing in size and shape is poured in a vertical two-dimensional cell, the mixture spontaneously stratifies in alternating layers of small and large grains, whenever the large grains are more faceted…

Statistical Mechanics · Physics 2009-10-31 Hernan A. Makse

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

We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…

Optimization and Control · Mathematics 2022-11-28 Salvatore Federico , Giorgio Ferrari , Neofytos Rodosthenous

This paper treats a distributed optimal control problem for a tumor growth model of Cahn-Hilliard type including chemotaxis. The evolution of the tumor fraction is governed by a variational inequality corresponding to a double obstacle…

Optimization and Control · Mathematics 2021-04-21 Pierluigi Colli , Andrea Signori , Jürgen Sprekels

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

Analysis of PDEs · Mathematics 2008-02-26 R. M. Colombo , G. Guerra , M. Herty , V. Sachers

We review a few representative examples of granular experiments or models where phase separation, accompanied by domain coarsening, is a relevant phenomenon. We first elucidate the intrinsic non-equilibrium, or athermal, nature of granular…

Statistical Mechanics · Physics 2015-04-29 Andrea Baldassarri , Andrea Puglisi , Alessandro Sarracino

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

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

Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…

Optimization and Control · Mathematics 2023-07-04 Andreas Hehl , Denis Khimin , Ira Neitzel , Nicolai Simon , Thomas Wick , Winnifried Wollner

In this paper, we present a control problem related to a semilinear differential equation with a moving singularity, i.e., the singular point depends on a parameter. The particularity of the controllability condition resides in the fact…

Optimization and Control · Mathematics 2025-05-20 Radu Precup , Andrei Stan , Wei-Shih Du

We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Kevin Ross

Motivated by fatigue damage models, this paper addresses optimal control problems governed by a non-smooth system featuring two non-differentiable mappings. This consists of a coupling between a doubly non-smooth history-dependent evolution…

Optimization and Control · Mathematics 2023-02-14 Livia Betz

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

This thesis addresses the problem of developing a quantum counter-part of the well established classical theory of control. We dwell on the fundamental fact that quantum states are generally not perfectly distinguishable, and quantum…

Quantum Physics · Physics 2009-08-21 Paulo E. M. F. Mendonca

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang