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In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

In this paper, a new technique is shown for deriving computable, guaranteed lower bounds of functional type (minorants) for two different cost functionals subject to a parabolic time-periodic boundary value problem. Together with previous…

Numerical Analysis · Mathematics 2024-12-20 Monika Wolfmayr

An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…

Optimization and Control · Mathematics 2017-03-28 Hongwei Lou , Jiongmin Yong

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

Optimization and Control · Mathematics 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

We show that infinitely differentiable solutions to parabolic and hyperbolic equations, whose right-hand sides are analytical in time, are also analytical in time at each fixed point of the space. These solutions are given in the form of…

Analysis of PDEs · Mathematics 2020-07-02 William G. Litvinov , Eugene Lytvynov

In this paper, we are concerned with local controllability properties of degenerate parabolic equations in bounded domains that evolve in time. More precisely, we deal with the exact controllability to a positive trajectory of a…

Analysis of PDEs · Mathematics 2026-05-18 Alfredo S. Gamboa , André da Rocha Lopes , Luis P. Yapu

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

Optimization and Control · Mathematics 2024-08-01 Daniel Wachsmuth

We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…

Optimization and Control · Mathematics 2017-01-11 Martin Gugat , Falk M. Hante

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Gilberto O. Corrêa , Marlon M. López-Flores , Alexandre L. Madureira

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to…

Analysis of PDEs · Mathematics 2016-04-21 Karoline Disser , A. F. M. ter Elst , Joachim Rehberg

We study the problem of controlling the initial condition of a vibrating beam. The optimal control problem seeks to determine solutions of initial velocity that assure the approach of the state of the beam to a given target function in the…

Optimization and Control · Mathematics 2025-02-10 Yesim Akbulut , Bismark Singh

In this article, we prove second-order necessary optimality conditions for the so-called time crisis problem that comes up within the context of viability theory. It consists in minimizing the time spent by solutions of a controlled…

Optimization and Control · Mathematics 2019-02-15 Laurent Pfeiffer , Terence Bayen

A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the separation condition is satisfied, then both optimality…

Optimization and Control · Mathematics 2023-09-06 Huynh Khanh , Bui Trong Kien

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…

Optimization and Control · Mathematics 2008-09-11 Mattias Sandberg

Given an optimal control problem on a heterogeneous body with a periodical structure of particles depending on a small parameter e, we study the asymptotic behavior, as e converges to zero, of the optimal control functional and the optimal…

Analysis of PDEs · Mathematics 2025-10-28 J. I. Díaz , T. A. Shaposhnikova , A. V. Podolskiy

In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…

Analysis of PDEs · Mathematics 2012-11-07 Jonathan Touboul

In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with…

Optimization and Control · Mathematics 2020-10-15 M. Soledad Aronna , J. -Frédéric Bonnans , Axel Kröner

In this note, we consider an optimal control problem associated to a differential equation driven by a H\"{o}lder continuous function g of index greater than 1/2. We split our study in two cases. If the coefficient of dg\_t does not depend…

Probability · Mathematics 2007-05-23 Laurent Mazliak , Ivan Nourdin
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