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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

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…

Optimization and Control · Mathematics 2021-05-11 Friedrich Philipp , Manuel Schaller , Timm Faulwasser , Bernhard Maschke , Karl Worthmann

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Probability · Mathematics 2008-12-20 Seid Bahlali

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

Optimization and Control · Mathematics 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…

Optimization and Control · Mathematics 2018-01-03 Isaac Klickstein , Afroza Shirin , Francesco Sorrentino

We study time-minimum optimal control for a class of quantum two-dimensional dissipative systems whose dynamics are governed by the Lindblad equation and where control inputs acts only in the Hamiltonian. The dynamics of the control system…

Optimization and Control · Mathematics 2019-04-24 William Clark , Anthony Bloch , Leonardo Colombo , Patrick Rooney

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

This paper considers an optimal control problem for a linear mean-field stochastic differential equation having regime switching with quadratic functional in the large time horizons. Our main contribution lies in establishing the strong…

Optimization and Control · Mathematics 2025-11-04 Hongwei Mei , Svetlozar Rachev , Rui Wang

The realization of high-fidelity quantum control is crucial for quantum information processing, particularly in noisy environments where control strategies must simultaneously achieve precise manipulation and effective noise suppression.…

Quantum Physics · Physics 2026-02-05 JunDong Zhong , ZhaoMing Wang

One of the main objectives of science is the recognition of a general pattern in a particular phenomenon in some particular regime. In this work, this is achieved with the analytical expression for the optimal protocol that minimizes the…

Statistical Mechanics · Physics 2025-10-03 Pierre Nazé

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

The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…

Statistical Mechanics · Physics 2010-01-07 Linchen Gong , Ming Li , Zhong-can Ou-yang

In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…

Analysis of PDEs · Mathematics 2017-09-08 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

The paper arXiv:1804.11290 contains well-posedness and regularity results for a system of evolutionary operator equations having the structure of a Cahn-Hilliard system. The operators appearing in the system equations were fractional…

Analysis of PDEs · Mathematics 2018-12-17 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

We consider a problem of optimal distribution of conductivities in a system governed by a non-local diffusion law. The problem stems from applications in optimal design and more specifically topology optimization. We propose a novel…

Optimization and Control · Mathematics 2021-06-14 Anton Evgrafov , Jose C Bellido

What are the fundamental limitations for finite-time engines that extract work from active nonequilibrium systems, and what are the optimal protocols that approach them? We show that the finite-time work extraction for nonconservative…

Statistical Mechanics · Physics 2025-12-22 Adrianne Zhong , Adam G. Frim , Michael R. DeWeese

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

Optimization and Control · Mathematics 2018-03-12 Luis H. R. Alvarez E.

In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…

Optimization and Control · Mathematics 2021-10-04 Claudia M. Gariboldi , Domingo A. Tarzia
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