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In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…

Optimization and Control · Mathematics 2026-02-27 Jingrui Sun , Jiaqiang Wen , Jie Xiong , Wen Xu

In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Mario Rosenfelder , Johannes Köhler , Frank Allgöwer

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

We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…

Quantum Physics · Physics 2022-11-30 Luuk Coopmans , Steve Campbell , Gabriele De Chiara , Anthony Kiely

The interaction of a quantum system with a bath, usually referred to as dissipation, can be controlled if one can establish quantum interference between the system--bath interaction and a coupling of the system to an external control field.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 H. Jirari , W. Potz

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

Analysis of PDEs · Mathematics 2017-12-29 Dorota Bors

The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…

Optimization and Control · Mathematics 2014-04-08 Augusto Ferrante , Lorenzo Ntogramatzidis

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in $H^{2}$. We use an approximate technique to introduce a family of…

Optimization and Control · Mathematics 2008-12-18 Radouen Ghanem

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this paper, we study the problem of extremum seeking control for mechanical systems in dissipation-free environments. This includes attitude control of satellites in space and displacement control of rigid bodies in ideal fluids. The…

Optimization and Control · Mathematics 2022-11-30 Raik Suttner , Miroslav Krstic

We propose an analysis of the time-optimal control of a dissipative two-level quantum system whose dynamics is governed by the Lindblad equation. This simple system allows one to use tools of geometric control theory and to construct its…

Quantum Physics · Physics 2007-08-29 D. Sugny , C. Kontz , H. R. Jauslin

Optimal control theory is a promising candidate for a drastic improvement of the performance of quantum information tasks. We explore its ultimate limit in paradigmatic cases, and demonstrate that it coincides with the maximum speed limit…

Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…

Optimization and Control · Mathematics 2023-07-04 Andreas Hehl , Denis Khimin , Ira Neitzel , Nicolai Simon , Thomas Wick , Winnifried Wollner

We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…

Optimization and Control · Mathematics 2017-02-02 Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

In this work we consider a flow network for which the goal is to solve a practical optimal regulation problem in the presence of input saturation. Based on Lyapunov arguments we propose distributed controllers which guarantee global…

Optimization and Control · Mathematics 2016-06-28 Tjardo Scholten , Claudio De Persis , Pietro Tesi

Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…

Optimization and Control · Mathematics 2026-04-03 Rui Xu , Shanyin Tong , Xuan Di

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

Optimization and Control · Mathematics 2026-05-12 Arghya Kundu

This paper addresses an optimal control problem governed by a rate independent evolution involving an integral operator. Its particular feature is that the dissipation potential depends on the history of the state. Because of the non-smooth…

Optimization and Control · Mathematics 2023-12-19 Livia Betz