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We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…

Optimization and Control · Mathematics 2013-09-10 Vladimir Gaitsgory , Ludmila Manic

The emergence of synchronization in a network of coupled oscillators is a fascinating topic in various scientific disciplines. A coupled oscillator network is characterized by a population of heterogeneous oscillators and a graph describing…

Optimization and Control · Mathematics 2015-06-05 Florian Dörfler , Michael Chertkov , Francesco Bullo

This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…

Optimization and Control · Mathematics 2025-10-28 Elise Devey

In this work, we study the optimal control of stochastic Burgers equation perturbed by Gaussian and Levy type noises with distributed control process acting on the state equation. We use the dynamic programming approach for the second order…

Analysis of PDEs · Mathematics 2022-04-18 Manil T. Mohan , K. Sakthivel , Sivaguru S. Sritharan

Can synchronization properties of a network of identical oscillators in the presence of noise be improved through appropriate rewiring of its connections? What are the optimal network architectures for a given total number of connections?…

Adaptation and Self-Organizing Systems · Physics 2013-05-30 Tatsuo Yanagita , Alexander S. Mikhailov

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

Optimization and Control · Mathematics 2014-08-26 Jingtao Shi , Huanshui Zhang

In this paper, we address the output synchronization of heterogeneous linear networks. In the literature, all agents are typically required to synchronize exactly to a common trajectory. Here, we introduce optimal stationary synchronization…

Systems and Control · Computer Science 2018-10-30 Sebastian Bernhard , Saman Khodaverdian , Jürgen Adamy

We suggest an adaptive control scheme for the control of zero-lag and cluster synchronization in delay-coupled networks. Based on the speed-gradient method, our scheme adapts the topology of a network such that the target state is realized.…

Adaptation and Self-Organizing Systems · Physics 2016-08-10 Judith Lehnert , Philipp Hövel , Anton Selivanov , Alexander Fradkov , Eckehard Schöll

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

In this paper we propose an application of adaptive synchronization of chaos to detect changes in the topology of a mobile robotic network. We assume that the network may evolve in time due to the relative motion of the mobile robots and…

Adaptation and Self-Organizing Systems · Physics 2015-06-17 Nicola Bezzo , Patricio J. Cruz Davalos , Francesco Sorrentino , Rafael Fierro

For pricing American options, %after suitable discretization in space and time, a sequence of discrete linear complementarity problems (LCPs) or equivalently Hamilton-Jacobi-Bellman (HJB) equations need to be solved in a sequential…

Numerical Analysis · Mathematics 2024-05-15 Xian-Ming Gu , Jun Liu , Cornelis W. Oosterlee

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation. We use the dynamic programming…

Analysis of PDEs · Mathematics 2022-04-19 Manil. T. Mohan , K. Sakthivel , Sivaguru S. Sritharan

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

This paper presents a nonlinear control framework for steering networks of coupled oscillators toward desired phase-locked configurations. Inspired by brain dynamics, where structured phase differences support cognitive functions, the focus…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Adnan Tahirovic

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

The efficient initialization of a quantum system is a prerequisite for quantum technological applications. Here we show that several classes of quantum states of a harmonic oscillator can be efficiently prepared by means of a…