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We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…

Optimization and Control · Mathematics 2023-11-28 Caroline Geiersbach , René Henrion , Pedro Pérez-Aros

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

Optimization and Control · Mathematics 2017-10-13 Victor Magron , Christophe Prieur

This paper investigates the use of methods from partial differential equations and the Calculus of variations to study learning problems that are regularized using graph Laplacians. Graph Laplacians are a powerful, flexible method for…

Machine Learning · Statistics 2020-06-30 Nicolas Garcia Trillos , Ryan Murray

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

This paper provides a construction method of the nearest graph Laplacian to a matrix identified from measurement data of graph Laplacian dynamics that include biochemical systems, synchronization systems, and multi-agent systems. We…

Optimization and Control · Mathematics 2018-06-20 Kazuhiro Sato

This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…

Analysis of PDEs · Mathematics 2021-01-20 Pierluigi Colli , Andrea Signori

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

Optimization and Control · Mathematics 2022-08-04 Daniel Wachsmuth

We consider an optimal control problem governed by a rate-inde\-pendent system with non-convex energy. The state equation is approximated by means of viscous regularization w.r.t.\ to hierarchy of two different Hilbert spaces. The…

Optimization and Control · Mathematics 2026-01-12 Merlin Andreia , Christian Meyer

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

Piecewise constant control approximation provides a practical framework for designing numerical schemes of continuous-time control problems. We analyze the accuracy of such approximations for extended mean field control (MFC) problems,…

Optimization and Control · Mathematics 2025-09-03 Christoph Reisinger , Wolfgang Stockinger , Maria Olympia Tsianni , Yufei Zhang

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

Optimization and Control · Mathematics 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem

In this letter, we present a constraint-driven optimal control framework that achieves emergent cluster flocking within a constrained 2D environment. We formulate a decentralized optimal control problem that includes safety, flocking, and…

Optimization and Control · Mathematics 2022-03-22 Logan E. Beaver , Andreas A. Malikopoulos

We consider a PDE-constrained optimization problem governed by a free boundary problem. The state system is based on coupling the Laplace equation in the bulk with a Young-Laplace equation on the free boundary to account for surface…

Optimization and Control · Mathematics 2014-05-28 Harbir Antil , Ricardo H. Nochetto , Patrick Sodré

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

We consider optimal control problems of elliptic PDEs on hypersurfaces in 2- or 3-dimensional Euclidean space. The leading part of the PDE is given by the Laplace-Beltrami operator, which is discretized by finite elements on a polyhedral…

Optimization and Control · Mathematics 2011-01-10 Michael Hinze , Morten Vierling