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We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control. By using feedback controls, we reformulate the problem into…

Probability · Mathematics 2017-03-09 Huyên Pham , Xiaoli Wei

In this paper, we propose a Galerkin finite element method for the elliptic optimal control problem governed by the Riesz space-fractional PDEs on 2D domains with control variable being discretized by variational discretization technique.…

Numerical Analysis · Mathematics 2022-02-22 Xiaogang Zhu

We introduce reduced order methods as an efficient strategy to solve parametrized non-linear and time dependent optimal flow control problems governed by partial differential equations. Indeed, the optimal control problems require a huge…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Zakia Zainib , Francesco Ballarin , Gianluigi Rozza

We consider the fluid interface problem given by two incompressible fluids with different densities evolving by Darcy's law. This scenario is known as the Muskat problem for fluids with the same viscosities, being in two dimensions…

Analysis of PDEs · Mathematics 2009-11-13 Diego Cordoba , Francisco Gancedo

We consider in this paper, mixed relaxed-singular stochastic control problems, where the control variable has two components, the first being measure-valued and the second singular. The control domain is not necessarily convex and the…

Probability · Mathematics 2008-08-28 Seid Bahlali

In this paper we introduce an optimal control approach to Richards' equation in an irrigation framework, aimed at minimizing water consumption while maximizing root water uptake. We first describe the physics of the nonlinear model under…

Optimization and Control · Mathematics 2023-07-13 Marco Berardi , Fabio V. Difonzo , Roberto Guglielmi

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

In this paper, we consider a class of optimal control problems governed by 1D parabolic state-systems of KWC types with dynamic boundary conditions. The state-systems are based on a phase-field model of grain boundary motion, proposed in…

Analysis of PDEs · Mathematics 2020-10-05 Shodai Kubota , Ryota Nakayashiki , Ken Shirakawa

In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…

Optimization and Control · Mathematics 2013-01-01 Dmitry Khlopin

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

Optimization and Control · Mathematics 2016-10-11 Andreas B. Hempel , Paul Goulart , John Lygeros

A boundary control problem for the pure Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first-order necessary conditions for optimality are proved. Key words: Cahn-Hilliard equation,…

Analysis of PDEs · Mathematics 2015-03-12 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

Optimization and Control · Mathematics 2019-12-13 Bolun Xu , Magnus Korpas , Audun Botterud , Francis O'Sullivan

Optimal control theory, also known as Pontryagin's Maximum Principle, is applied to the quantum parameter estimation in the presence of decoherence. An efficient procedure is devised to compute the gradient of quantum Fisher information…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…

Optimization and Control · Mathematics 2015-07-01 Nikolay Pogodaev

In this paper we study a distributed control problem for a phase-field system of conserved type with a possibly singular potential. We mainly handle two cases: the case of a viscous Cahn-Hilliard type dynamics for the phase variable in case…

Analysis of PDEs · Mathematics 2017-09-12 P. Colli , G. Gilardi , G. Marinoschi , E. Rocca

In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…

Optimization and Control · Mathematics 2025-06-13 Jai Tushar , Arbaz Khan , Manil T. Mohan

We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…

Optimization and Control · Mathematics 2026-02-19 Fulvia Confortola , Marco Fuhrman

In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…

Optimization and Control · Mathematics 2020-11-06 Li Deng

The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by the recent interest in mean field games, we highlight the…

Probability · Mathematics 2013-03-26 René Carmona , Francois Delarue