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The training of ResNets and neural ODEs can be formulated and analyzed from the perspective of optimal control. This paper proposes a dissipative formulation of the training of ResNets and neural ODEs for classification problems by…

Machine Learning · Computer Science 2024-05-30 Jens Püttschneider , Timm Faulwasser

We study to what extent the detrimental impact of dissipation on quantum properties can be compensated by suitable coherent dynamics. To this end, we develop a general method to determine the control Hamiltonian that optimally counteracts a…

Quantum Physics · Physics 2013-08-05 Simeon Sauer , Clemens Gneiting , Andreas Buchleitner

Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below which the change materializes. In this paper, we study a…

Optimization and Control · Mathematics 2026-02-25 Jean-Paul Décamps , Fabien Gensbittel , Thomas Mariotti , Stéphane Villeneuve

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

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

We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…

Optimization and Control · Mathematics 2025-10-24 Erhan Bayraktar , Jiamin Jian

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

Platooning has been exploited as a method for vehicles to minimize energy consumption. In this article, we present a constraint-driven optimal control framework that yields emergent platooning behavior for connected and automated vehicles…

Robotics · Computer Science 2021-12-20 Logan E. Beaver , Andreas A. Malikopoulos

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

Optimization and Control · Mathematics 2022-08-16 Ying Hu , Shanjian Tang , Zuo Quan Xu

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

The problem of tunneling control in systems "quantum dot - quantum well" (as well as "quantum dot - quantum dot" or quantum molecule) and "quantum dot - bulk contact" is studied as a quantum tunneling with dissipation process in the…

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

Analysis of PDEs · Mathematics 2008-02-26 R. M. Colombo , G. Guerra , M. Herty , V. Sachers

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This work is concerned with two optimisation problems that we tackle from a qualitative perspective. The first one deals with quantitative inequalities for spectral optimisation problems for Schr\"{o}dinger operators in general domains, the…

Optimization and Control · Mathematics 2020-10-22 Idriss Mazari , Domenec Ruiz-Balet

In prior work, we addressed the problem of optimally controlling on line connected and automated vehicles crossing two adjacent intersections in an urban area to minimize fuel consumption while achieving maximal throughput without any…

Optimization and Control · Mathematics 2017-09-13 Yue Zhang , Andreas A. Malikopoulos , Christos G. Cassandras

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

Probability · Mathematics 2025-11-26 Stefano Bonaccorsi , Adrian Zalinescu

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

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

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
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