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In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…

Optimization and Control · Mathematics 2021-05-31 Fatima-Zahra Lahbiri , Said Hadd

In this paper, motivated by a physics problem, we investigate some numerical and computational aspects for the problem of hierarchical controllability in a one-dimensional wave equation in domains with a moving boundary. Some controls act…

Optimization and Control · Mathematics 2021-08-05 Pitágoras P. de Carvalho , Olímpio P. de Sá Neto

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 the internal control of linear parabolic equations through on-off shape controls, i.e., controls of the form $M(t)\chi_{\omega(t)}$ with $M(t) \geq 0$ and $\omega(t)$ with a prescribed maximal measure. We establish small-time…

Optimization and Control · Mathematics 2024-01-09 Camille Pouchol , Emmanuel Trélat , Christophe Zhang

We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…

Probability · Mathematics 2008-07-23 Seid Bahlali

In this paper, a decentralized stochastic control system consisting of one leader and many homogeneous followers is studied. The leader and followers are coupled in both dynamics and cost, where the dynamics are linear and the cost function…

Optimization and Control · Mathematics 2020-12-02 Mohammad M. Baharloo , Jalal Arabneydi , Amir G. Aghdam

We consider a bilevel continuous knapsack problem where the leader controls the capacity of the knapsack, while the follower chooses a feasible packing maximizing his own profit. The leader's aim is to optimize a linear objective function…

Data Structures and Algorithms · Computer Science 2022-07-19 Christoph Buchheim , Dorothee Henke , Jannik Irmai

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Optimization and Control · Mathematics 2024-08-27 Zhesheng Liu , Mihail Zervos

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…

Optimization and Control · Mathematics 2022-07-04 Naila Hayek , Hasan Yilmaz

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

This paper presents a backstepping approach for the boundary control of first-order hyperbolic equations with spatially varying coefficients posed on domains of arbitrary dimension. The method is based on a change of variables induced by…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Mohamed Camil Belhadjoudja

In this paper, we present a control problem related to a semilinear differential equation with a moving singularity, i.e., the singular point depends on a parameter. The particularity of the controllability condition resides in the fact…

Optimization and Control · Mathematics 2025-05-20 Radu Precup , Andrei Stan , Wei-Shih Du

This paper is devoted to studying the null and approximate controllability of two linear coupled parabolic equations posed on a smooth domain of R^N (N>1) with coupling terms of zero and first orders and one control localized in some…

Analysis of PDEs · Mathematics 2020-04-02 Michel Duprez , Pierre Lissy

We introduce the rigorous limit process connecting finite dimensional sparse optimal control problems with ODE constraints, modeling parsimonious interventions on the dynamics of a moving population divided into leaders and followers, to an…

Optimization and Control · Mathematics 2015-06-18 Massimo Fornasier , Benedetto Piccoli , Francesco Rossi

We study a classical multiparticle system (such as Toda lattice) whose dynamics we intend to control by forces applied to few particles of the system. Various problem settings, typical for control theory are posed for this model; among…

Optimization and Control · Mathematics 2008-09-16 Andrey Sarychev

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

We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…

Optimization and Control · Mathematics 2025-12-10 Dariusz Zawisza

In this paper we study the optimality condition for the Venttsel boundary control of a parabolic equation, that is, the state of the dynamic system is governed by a parabolic equation together with an initial condition while the control is…

Analysis of PDEs · Mathematics 2014-11-10 Yousong Luo

The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…

Optimization and Control · Mathematics 2019-06-20 Patrick Mehlitz , Gerd Wachsmuth