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We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…

Optimization and Control · Mathematics 2024-02-13 Jingruo Sun

This article provides quasi-optimal a priori error estimates for an optimal control problem constrained by an elliptic obstacle problem where the finite element discretization is carried out using the symmetric interior penalty…

Numerical Analysis · Mathematics 2023-12-21 Harbir Antil , Rohit Khandelwal , Umarkhon Rakhimov

Ever since the concepts of dynamic programming were introduced, one of the most difficult challenges has been to adequately address high-dimensional control problems. With growing dimensionality, the utilisation of Deep Neural Networks…

Machine Learning · Computer Science 2024-06-14 Frederik Kelbel

In this paper, we introduce a fast Fourier-Galerkin method for solving boundary integral equations on torus-shaped surfaces, which are diffeomorphic to a torus. We analyze the properties of the integral operator's kernel to derive the decay…

Numerical Analysis · Mathematics 2024-10-10 Yiying Fang , Ying Jiang , Jiafeng Su

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. Specifically in the optimal control minimization problem, a tracking-type cost functional is minimized to steer the…

Optimization and Control · Mathematics 2022-09-14 Denis Khimin , Marc C. Steinbach , Thomas Wick

The phase-field method has emerged as a powerful tool for simulating fracture mechanics, yet it presents significant numerical challenges, particularly regarding the enforcement of physical constraints such as irreversibility and…

Numerical Analysis · Mathematics 2026-04-30 Miguel Castillón , Biswajit Khara , Jørgen S. Dokken , Thomas M. Surowiec , Brendan Keith , Yuri Bazilevs

We analyze a fully discrete scheme based on the discontinuous (in time) Galerkin approach, which is combined with conforming finite element subspaces in space, for the distributed optimal control problem of the three-dimensional…

Analysis of PDEs · Mathematics 2019-06-18 Cung The Anh , Tran Minh Nguyet

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. First, a time discretization of the forward problem is derived using a discontinuous Galerkin formulation. Here, a…

Optimization and Control · Mathematics 2022-03-24 Denis Khimin , Marc C. Steinbach , Thomas Wick

We establish the convergence of the deep Galerkin method (DGM), a deep learning-based scheme for solving high-dimensional nonlinear PDEs, for Hamilton-Jacobi-Bellman (HJB) equations that arise from the study of mean field control problems…

Optimization and Control · Mathematics 2024-05-24 William Hofgard , Jingruo Sun , Asaf Cohen

The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…

Optimization and Control · Mathematics 2025-06-16 Max Winkler , Hamdullah Yücel

We propose two algorithms for the solution of the optimal control of ergodic McKean-Vlasov dynamics. Both algorithms are based on approximations of the theoretical solutions by neural networks, the latter being characterized by their…

Optimization and Control · Mathematics 2021-03-30 René Carmona , Mathieu Laurière

In this paper, we consider control constrained $L^2-$Dirichlet boundary control of a convection-diffusion equation on a two dimensional convex polygonal domain. We discretize the control problem based on the local discontinuous Galerkin…

Optimization and Control · Mathematics 2026-01-28 Peter Benner , Michael Hinze , Hamdullah Yücel

Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…

Numerical Analysis · Mathematics 2020-07-20 Qin Zhou , Binjie Li

We develop a scalable algorithm for mean field control problems with kernel interactions by combining particle system simulations with random Fourier feature approximations. The method replaces the quadratic-cost kernel evaluations by…

Optimization and Control · Mathematics 2026-05-25 Zhongyuan Cao , Kaustav Das , Nicolas Langrené , Mathieu Laurière

In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…

Optimization and Control · Mathematics 2013-08-09 Tuğba Akman , Bülent Karasözen

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan

We investigate the global numerical approximation of a class of extended mean field control problems (MFC), where the dynamics and costs depend on the joint distribution of the state and the control. We propose a framework to approximate…

Optimization and Control · Mathematics 2026-03-23 Athena Picarelli , Marco Scaratti , Jonathan Tam

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

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
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