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In this paper we study strongly robust optimal control problems under volatility uncertainty. In the $G$-framework we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust…

Optimization and Control · Mathematics 2014-04-14 Francesca Biagini , Thilo Meyer-Brandis , Bernt Øksendal , Krzysztof Paczka

In this paper, a tractable methodology is proposed to approximate stochastic optimal feedback treatment in the context of mixed immuno-chemo therapy of cancer. The method uses a fixed-point value iteration that approximately solves a…

Systems and Control · Computer Science 2020-10-26 Mazen Alamir

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Gilberto O. Corrêa , Marlon M. López-Flores , Alexandre L. Madureira

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

Optimization and Control · Mathematics 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

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 results from quantum filtering theory and methods from classical control theory, we derive an optimal control strategy for an open two-level system (a qubit in interaction with the electromagnetic field) controlled by a laser. The aim…

Quantum Physics · Physics 2009-11-10 Luc Bouten , Simon Edwards , V P Belavkin

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

Dynamical Systems · Mathematics 2017-01-09 Andrea Boccia , Richard B. Vinter

This study investigates the infinite-horizon optimal control problem for switched Boolean control networks with an average-cost criterion. A primary challenge of this problem is the prohibitively high computational cost when dealing with…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Shuhua Gao , Changkai Sun , Cheng Xiang , Kairong Qin , Tong Heng Lee

We study the optimal control of a steady-state dead oil isotherm problem. The problem is described by a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of…

Optimization and Control · Mathematics 2013-10-03 Moulay Rchid Sidi Ammi , Agnieszka B. Malinowska , Delfim F. M. Torres

Quantum technologies will ultimately require manipulating many-body quantum systems with high precision. Cold atom experiments represent a stepping stone in that direction: a high degree of control has been achieved on systems of increasing…

This work is concerned with the time optimal control problem for evolution equations in Hilbert spaces. The attention is focused on the maximum principle for the time optimal controllers having the dimension smaller that of the state…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

In this paper, we explore the application of ensemble optimal control to derive enhanced strategies for pharmacological cancer treatment, and we tackle the problem of the long-term management of the disease, i.e., when the complete…

Optimization and Control · Mathematics 2026-04-23 Alessandro Scagliotti , Federico Scagliotti , Laura Deborah Locati , Federico Sottotetti

We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given…

Optimization and Control · Mathematics 2024-01-19 Christoph Buchheim , Alexandra Grütering , Christian Meyer

Different ways of modelling quantum control systems, formulating control problems and solving the resulting problems are considered and compared. In particular, we compare the performance of geometric and optimal control, as well as…

Quantum Physics · Physics 2008-01-08 Sonia G Schirmer , Peter J Pemberton-Ross , Xiaoting Wang

Dynamic flux balance analysis of a bioreactor is based on the coupling between a dynamic problem, which models the evolution of biomass, feeding substrates and metabolites, and a linear program, which encodes the metabolic activity inside…

Optimization and Control · Mathematics 2015-07-07 Roberta Ghezzi , Benedetto Piccoli

In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…

Optimization and Control · Mathematics 2018-12-11 Shuzhen Yang

In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing, and vaccination. Using a diffusion approximation for the…

Optimization and Control · Mathematics 2025-03-11 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).

Optimization and Control · Mathematics 2007-05-23 A. A. Niftiyev