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In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…

Optimization and Control · Mathematics 2021-01-18 Olivier Menoukeu-Pamen , Ludovic Tangpi

The paper is concerned with an optimal control problem governed by a state equation in form of a generalized abstract operator differential equation involving a maximal monotone operator. The state equation is uniquely solvable, but the…

Optimization and Control · Mathematics 2023-06-22 Hannes Meinlschmidt , Christian Meyer , Stephan Walther

This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…

Optimization and Control · Mathematics 2017-02-10 Constantin Udriste

This work is concerned with an optimal control problem governed by a non-smooth quasilinear elliptic equation with a nonlinear coefficient in the principal part that is locally Lipschitz continuous and directionally but not G\^ateaux…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Vu Huu Nhu , Arnd Rösch

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

Optimization and Control · Mathematics 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…

Machine Learning · Computer Science 2024-03-01 Yannick Eich , Bastian Alt , Heinz Koeppl

In this manuscript, we investigate optimal control problems which arise in connection with manipulation of dissipative quantum dynamics. These problems motivate the study of a class of dissipative bilinear control systems. For these systems…

Optimization and Control · Mathematics 2014-01-17 Dionisis Stefanatos , Navin Khaneja

We consider optimal control problems of systems governed by stationary, incompressible generalized Navier-Stokes equations with shear dependent viscosity in a two-dimensional or three-dimensional domain. We study a general class of…

Optimization and Control · Mathematics 2015-10-15 Telma Guerra , Jorge Tiago , Adélia Sequeira

This paper is devoted to studying a multi-objective control problem for a class of multi-dimensional quasi-linear parabolic equations. The considered system is driven by a leader control and two follower controls. For each leader control, a…

Optimization and Control · Mathematics 2024-12-31 Yanming Dong , Xu Liu , Xu Zhang

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

We study the existence theory for parabolic variational inequalities in weighted $L^2$ spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for…

Analysis of PDEs · Mathematics 2011-11-09 Viorel Barbu , Carlo Marinelli

We re-analyze the quasi-linear self consistent dynamics for the beam-plasma instability, by comparing the theory predictions to numerical simulations of the corresponding Hamiltonian system. While the diffusive features of the asymptotic…

Plasma Physics · Physics 2019-09-04 Giovanni Montani , Francesco Cianfrani , Nakia Carlevaro

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We consider variational discretization of a parabolic optimal control problem governed by space-time measure controls. For the state discretization we use a Petrov-Galerkin method employing piecewise constant states and piecewise linear and…

Optimization and Control · Mathematics 2019-11-25 Evelyn Herberg , Michael Hinze , Henrik Schumacher

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

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

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

The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the…

Optimization and Control · Mathematics 2012-10-22 Andreea Bejenaru , Constantin Udriste

Along the optimal trajectory of an optimal control problem constrained by a semilinear parabolic partial differential equation, we prove the differentiability of the value function with respect to the initial condition and, under additional…

Optimization and Control · Mathematics 2025-09-19 Alberto Domínguez Corella , Nicolai Jork , Stefan Volkwein

We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

Optimization and Control · Mathematics 2016-08-31 Olfa Draouil , Bernt Øksendal