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This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…

Analysis of PDEs · Mathematics 2023-02-06 M. Ogren

Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal…

Optimization and Control · Mathematics 2014-03-19 Takashi Tanaka , Pablo A. Parrilo

Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when…

Analysis of PDEs · Mathematics 2020-07-15 Sabrina Roscani , Nahuel Caruso , Domingo Tarzia

We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control problem with the stochastic heat equation driven by linear…

Optimization and Control · Mathematics 2020-12-09 Andreas Prohl , Yanqing Wang

In this paper, we prove the exponential stabilization of solutions for complex Ginzburg-Landau equations using finite-parameter feedback control algorithms, which employ finitely many volume elements, Fourier modes or nodal observables…

Optimization and Control · Mathematics 2017-05-15 Jamila Kalantarova , Türker Özsarı

We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water…

Optimization and Control · Mathematics 2024-11-18 Alessandro Alla , Marco Berardi , Luca Saluzzi

We investigate a hierarchical control problem for a one-dimensional Stefan system with localized distributed controls. The setting combines a Stackelberg strategy with a Nash equilibrium among multiple followers, yielding a multi-objective…

Optimization and Control · Mathematics 2026-05-05 Thiago C. A de Carvalho , Suerlan Silva , Gilcenio R. de Sousa-Neto , Franciane de B. Vieira

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

Using a projection-based decoupling of the Fokker-Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated. By means of an operator theoretic framework for a bilinear control…

Optimization and Control · Mathematics 2017-07-25 Tobias Breiten , Karl Kunisch , Laurent Pfeiffer

Formation control problems can be expressed as linear quadratic discrete-time games (LQDTG) for which Nash equilibrium solutions are sought. However, solving such problems requires solving coupled Riccati equations, which cannot be done in…

Optimization and Control · Mathematics 2023-09-06 Prima Aditya , Herbert Werner

This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of uncertain systems. The uncertainty is described by a set of…

Optimization and Control · Mathematics 2024-09-09 Olle Kjellqvist , Anders Rantzer

Although Koopman operators provide a global linearization for autonomous dynamical systems, nonautonomous systems are not globally linear in the inputs. State (or output) feedback controller design therefore remains nonconvex in typical…

Systems and Control · Electrical Eng. & Systems 2025-10-08 Taha Ondogan , Ran Jing , Andrew P. Sabelhaus , Roberto Tron

We present a novel numerical method to the time-harmonic inverse medium scattering problem of recovering the refractive index from near-field scattered data. The approach consists of two stages, one pruning step of detecting the scatterer…

Numerical Analysis · Mathematics 2015-06-05 Kazufumi Ito , Bangti Jin , Jun Zou

To address the issue of inaccurate distributions in practical stochastic systems, a minimax linear-quadratic control method is proposed using the Wasserstein metric. Our method aims to construct a control policy that is robust against…

Systems and Control · Electrical Eng. & Systems 2021-02-26 Kihyun Kim , Insoon Yang

As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…

Optimization and Control · Mathematics 2017-12-27 Huanshui Zhang , Juanjuan Xu

This paper addresses the problem of obtaining low-order models of fluid flows for the purpose of designing robust feedback controllers. This is challenging since whilst many flows are governed by a set of nonlinear, partial…

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

We consider the application of feedback control strategies with point actuators to stabilise desired interface shapes. We take a multidimensional Kuramoto--Sivashinsky equation as a test case; this equation arises in the study of thin…

Optimization and Control · Mathematics 2019-01-29 Ruben J. Tomlin , Susana N. Gomes

This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…

Optimization and Control · Mathematics 2022-03-22 Min Li , Tianyang Nie , Zhen Wu