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A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.

Optimization and Control · Mathematics 2012-07-03 Kai Du , Qingxin Meng

We discuss a class of linear control problems in a Hilbert space setting, which covers diverse systems such as hyperbolic and parabolic equations with boundary control and boundary observation even including memory terms. We introduce…

Optimization and Control · Mathematics 2014-08-04 Rainer Picard , Sascha Trostorff , Marcus Waurick

In a separable Hilbert space $X$, we study the controlled evolution equation \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0, \end{equation*} where $A\geq-\sigma I$ ($\sigma\geq0$) is a self-adjoint linear operator, $B$ is a bounded linear…

Optimization and Control · Mathematics 2021-05-13 Fatiha Alabau-Boussouira , Piermarco Cannarsa , Cristina Urbani

In this paper we study the internal exact controllability for a second order linear evolution equation defined in a two-component domain. On the interface we prescribe a jump of the solution proportional to the conormal derivatives,…

Optimization and Control · Mathematics 2021-03-31 S. Monsurrò , A. K. Nandakumaran , C. Perugia

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

The issue of so-called maximal regularity is discussed within a Hilbert space framework for a class of evolutionary equations. Viewing evolutionary equations as a sums of two unbounded operators, showing maximal regularity amounts to…

Analysis of PDEs · Mathematics 2016-04-05 Rainer Picard , Sascha Trostorff , Marcus Waurick

In this paper, we consider a non-autonomous nonlinear evolution equation in separable, reflexive Banach spaces. First, we consider a linear problem and establish the approximate controllability results by finding a feedback control with the…

Optimization and Control · Mathematics 2020-04-24 K. Ravikumar , M. T. Mohan , A. Anguraj

The main topic of this thesis is the analysis of evolution equations reflecting issues in ecology and population dynamics. In mathematical modelling, the impact of environmental elements and the interaction between species is read into the…

Analysis of PDEs · Mathematics 2021-03-08 Elisa Affili

In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…

Optimization and Control · Mathematics 2018-10-03 Xu Liu , Qi Lü , Xu Zhang

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

We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…

Optimization and Control · Mathematics 2022-12-27 Maja Jolić , Sanja Konjik , Darko Mitrović

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

Dynamical Systems · Mathematics 2007-05-23 Jean-Pierre Aubin

We study the equilibria of a large Lokta-Volterra system of coupled differential equations in the case where the interaction coefficients form a large random matrix. In the case where this random matrix follows an elliptic model , we study…

Probability · Mathematics 2022-06-01 Maxime Clenet , E Ferchichi , Jamal Najim

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

The Lotka-Volterra model reflects real ecological interactions where species compete for limited resources, potentially leading to coexistence, dominance of one species, or extinction of another. Comprehending the mechanisms governing these…

Analysis of PDEs · Mathematics 2024-10-01 Maicon Sonego , Enrique Zuazua

In this paper, we study an approximate controllability for the impulsive linear evolution equations in Hilbert spaces. The necessary and sufficient conditions for approximate controllability in terms of resolvent operators are given. An…

Dynamical Systems · Mathematics 2016-02-15 N. I. Mahmudov

This paper considers two types of boundary control problems for linear transport equations. The first one shows that transport solutions on a subdomain of a domain X can be controlled exactly from incoming boundary conditions for X under…

Analysis of PDEs · Mathematics 2021-04-19 Guillaume Bal , Alexandre Jollivet

The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…

Optimization and Control · Mathematics 2022-09-21 Liangying Chen , Qi Lü

We develop the theory of linear evolution equations associated with the adjacency matrix of a graph, focusing in particular on infinite graphs of two kinds: uniformly locally finite graphs as well as locally finite line graphs. We discuss…

Dynamical Systems · Mathematics 2018-07-26 Delio Mugnolo

For abstract linear systems in Hilbert spaces we revisit the problems of exact controllability and complete stabilizability (stabilizability with an arbitrary decay rate), the latter property is equivalent to exact null controllability. We…

Optimization and Control · Mathematics 2017-10-24 Rabah Rabah , Grigory Sklyar , Pavel Yu. Barkhayev , Pavel Barkhayev , Grzegorz Szkibiel
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