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We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…

Probability · Mathematics 2007-05-23 Benjamin Bruder , Huyen Pham

Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…

Optimization and Control · Mathematics 2020-09-08 Jorn H. Baayen , Krzysztof Postek

We consider a broad class of second-order dynamical systems and study the impact of damping as a system parameter on the stability, hyperbolicity, and bifurcation in such systems. We prove a monotonic effect of damping on the hyperbolicity…

Dynamical Systems · Mathematics 2022-03-23 Amin Gholami , X. Andy Sun

Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…

Statistical Mechanics · Physics 2026-02-23 Jann van der Meer , Andreas Dechant

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

In this paper we study a Dirichlet problem for an elliptic equation with degenerate coercivity and a singular lower order term with natural growth with respect to the gradient. We will show that, even if the lower order term is singular, it…

Analysis of PDEs · Mathematics 2011-04-01 Gisella Croce

The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…

Differential Geometry · Mathematics 2016-03-27 María Barbero-Liñán , Marta Farré Puiggalí , David Martín de Diego

We obtain a result on the behavior of the solutions of a general nonautonomous Hopfield neural network model with delay, assuming some general bound for the product of consecutive terms in the sequence of neuron charging times and some…

Dynamical Systems · Mathematics 2015-04-17 António J. G. Bento , José J. Oliveira , César M. Silva

In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Cheng Zhao , Yanbin Zhang

We consider a discrete-time dynamical process on graphs, firstly introduced in connection with a protocol for controlling large networks of spin 1/2 quantum mechanical particles [Phys. Rev. Lett. 99, 100501 (2007)]. A description is as…

Combinatorics · Mathematics 2013-09-17 Simone Severini

We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…

Optimization and Control · Mathematics 2020-04-22 Pavel Barkhayev

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…

Probability · Mathematics 2015-05-13 S. Bonaccorsi , F. Confortola , E. Mastrogiacomo

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Nicolai Jork , Vladimir Veliov

In this paper, we study the well-posedness and approximate controllability of a class of network systems having delays and controls at the boundary conditions. The particularity of this work is that the network system is defined on infinite…

Optimization and Control · Mathematics 2022-08-24 Y. El Gantouh , S. Hadd , A. Rhandi

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

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

Dynamical Systems · Mathematics 2009-01-12 Elena Braverman , Sergey Zhukovskiy

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

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
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