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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…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

This work is concerned with second-order necessary and sufficient optimality conditions for optimal control of a non-smooth semilinear elliptic partial differential equation, where the nonlinearity is the non-smooth max-function and thus…

Optimization and Control · Mathematics 2023-11-28 Vu Huu Nhu

We consider an optimal control problem governed by a one-dimensional elliptic equation that involves univariate functions of bounded variation as controls. For the discretization of the state equation we use linear finite elements and for…

Optimization and Control · Mathematics 2019-06-18 Dominik Hafemeyer , Florian Mannel , Ira Neitzel , Boris Vexler

Motivated by the recent works on the stability of symmetric periodic orbits of the elliptic Sitnikov problem, for time-periodic Newtonian equations with symmetries, we will study symmetric periodic solutions which are emanated from…

Dynamical Systems · Mathematics 2019-05-10 Xiuli Cen , Xuhua Cheng , Zaitang Huang , Meirong Zhang

We investigate optimal control problems governed by the elliptic partial differential equation $-\Delta u=f$ subject to Dirichlet boundary conditions on a given domain $\Omega$. The control variable in this setting is the right-hand side…

Optimization and Control · Mathematics 2025-09-03 Giuseppe Buttazzo , Juan Casado-Díaz , Faustino Maestre

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…

Probability · Mathematics 2019-12-16 Viorel Barbu , Michael Röckner , Deng Zhang

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

The paper is concerned with an optimal control problem governed by the equations of elasto plasticity with linear kinematic hardening and the inertia term at small strain. The objective is to optimize the displacement field and plastic…

Optimization and Control · Mathematics 2023-06-22 Stephan Walther

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

Optimization and Control · Mathematics 2025-08-20 Gabriele Ciaramella , Michael Kartmann , Georg Müller

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…

Optimization and Control · Mathematics 2026-02-27 Jingrui Sun , Jiaqiang Wen , Jie Xiong , Wen Xu

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…

Probability · Mathematics 2025-01-07 Gaofeng Zong

We establish two new estimates which control a function (after subtracting its average) in $L^1$ by only the $L^1$ norm of its radial derivative. While the interior estimate holds for all superharmonic functions, the boundary version is…

Analysis of PDEs · Mathematics 2025-06-26 Xavier Cabre

We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…

Artificial Intelligence · Computer Science 2022-05-05 Alex Delalande

This paper focuses on the stability of solutions for a velocity-tracking problem associated with the two-dimensional Navier-Stokes equations. The considered optimal control problem does not possess any regularizer in the cost, and hence…

Optimization and Control · Mathematics 2025-11-20 Alberto Domínguez Corella , Nicolai Jork , Šarká Nečasová , John Sebastian H. Simon

For a class of semilinear elliptic equations, we establish criteria that guarantee that the linearized operator associated with a solution satisfies certain spectral assumptions that are widely used in the analysis of the stability of…

Analysis of PDEs · Mathematics 2026-03-26 John Albert , Steven Levandosky
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