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We extend the Euler Poincare formalism from Lie groups to Lie groupoids for optimal control problems. While Lie algebroids provide the standard infinitesimal framework, the groupoid formulation enables global trajectory reconstruction and…

Dynamical Systems · Mathematics 2026-05-26 Ghorbanali Haghighatdoost

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

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

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

In this paper we present the solution to a longstanding problem of differential geometry: Lie's third theorem for Lie algebroids. We show that the integrability problem is controlled by two computable obstructions. As applications we…

Differential Geometry · Mathematics 2007-05-23 Marius Crainic , Rui L. Fernandes

We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…

Probability · Mathematics 2025-11-25 Ayoub Laayoun , Badr Missaoui

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

In this paper we study optimal control problems governed by a semilinear elliptic equation. The equation is nonmonotone due to the presence of a convection term, despite the monotonocity of the nonlinear term. The resulting operator is…

Optimization and Control · Mathematics 2020-06-11 Eduardo Casas , Mariano Mateos , Arnd Rösch

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

A distributed optimal control problem with final observation for a three- dimensional Lagrange averaged Navier-Stokes-? model is studied. The solvability of the optimal control problem is proved and the first-order optimality conditions are…

Optimization and Control · Mathematics 2013-10-23 Elder J. Villamizar-Roa , Elva Ortega-Torres

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

In this paper, we solve the problem of simultaneously driving in minimum time to arbitrary final conditions, N two level quantum systems subject to independent controls. The solution of this problem is obtained via an explicit description…

Quantum Physics · Physics 2015-10-27 Francesca Albertini , Domenico D'Alessandro

This work deals with the existence of optimal solution and the maximum principle for optimal control problem governed by Navier-Stokes equations with state constraint in 3-D. Strong results in 2-D also are given.

Optimization and Control · Mathematics 2010-05-19 Hanbing Liu

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

In this work, we present composite Bernstein polynomials as a direct collocation method for approximating optimal control problems. An analysis of the convergence properties of composite Bernstein polynomials is provided, and beneficial…

Optimization and Control · Mathematics 2024-07-26 Gage MacLin , Venanzio Cichella , Andrew Patterson , Michael Acheson , Irene Gregory

A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

Optimization and Control · Mathematics 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

In this article we study constrained variational problems in one independent variable defined on the space of integral curves of a Frenet system in a homogeneous space G/H. We prove that if the Lagrangian is G-invariant and coisotropic then…

Differential Geometry · Mathematics 2007-05-23 James D. E. Grant , Emilio Musso

We consider a class of monotone systems in which the control signal multiplies the state. Among other applications, such bilinear systems can be used to model the evolutionary dynamics of HIV in the presence of combination drug therapy. For…

Optimization and Control · Mathematics 2016-12-01 Neil K. Dhingra , Marcello Colombino , Mihailo R. Jovanović , Anders Rantzer , Roy S. Smith

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