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The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…

Optimization and Control · Mathematics 2021-04-13 Bowen Huang , Umesh Vaidya

In this paper we study we study a Dirichlet optimal control prob- lem associated with a linear elliptic equation the coefficients of which we take as controls in the class of integrable functions. The characteristic feature of this control…

Optimization and Control · Mathematics 2015-10-30 Thierry Horsin , Peter Kogut , Olivier Wilk

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

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

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…

Analysis of PDEs · Mathematics 2018-10-23 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…

Optimization and Control · Mathematics 2023-10-10 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…

Optimization and Control · Mathematics 2013-08-28 AbdulRahman Al-Hussein

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

We investigate the quantum computing paradigm consisted of obtaining a target state that encodes the solution of a certain computational task by evolving the system with a combination of the problem-Hamiltonian and the driving-Hamiltonian.…

Quantum Physics · Physics 2022-06-14 Marllos E. F. Fernandes , Emanuel F. de Lima , Leonardo K. Castelano

Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on…

Optimization and Control · Mathematics 2017-07-21 Mickaël D. Chekroun , Axel Kröner , Honghu Liu

This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…

Optimization and Control · Mathematics 2024-04-15 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Machine Learning · Computer Science 2023-12-05 Xinyi Chen , Elad Hazan

In this paper we study the existence, regularity and geometric properties of an optimal configuration to a free boundary optimization problem governed by the $p$-Laplacian.

Analysis of PDEs · Mathematics 2010-07-29 Krerley Oliveira , Eduardo Teixeira

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…

Analysis of PDEs · Mathematics 2025-12-01 Wilfrid Gangbo , David Jekel , Kyeongsik Nam , Aaron Z. Palmer

We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…

Optimization and Control · Mathematics 2014-01-21 Pablo Pedregal , Jorge Tiago

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…

Optimization and Control · Mathematics 2022-07-22 Stefana-Lucia Anita

This paper treats a distributed optimal control problem for a tumor growth model of Cahn-Hilliard type including chemotaxis. The evolution of the tumor fraction is governed by a variational inequality corresponding to a double obstacle…

Optimization and Control · Mathematics 2021-04-21 Pierluigi Colli , Andrea Signori , Jürgen Sprekels