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Related papers: Optimal control of a nonlinear kinetic Fokker-Plan…

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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

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

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

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…

Optimization and Control · Mathematics 2014-01-31 Giacomo Albi , Michael Herty , Lorenzo Pareschi

We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…

Optimization and Control · Mathematics 2025-10-17 Ben Hambly , Philipp Jettkant

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

We analyze a problem of optimal control of the Fokker-Planck equation with state constraints in the Wasserstein space of probability measures. Our main result is to derive optimality conditions in the form of a Mean Field Game system of…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin

This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…

Optimization and Control · Mathematics 2025-03-11 Stefana-Lucia Anita , Luca Di Persio

In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

In this work, we study the bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation. We first study the problem of optimal control in a finite-time interval and then focus on the case of the infinite time horizon. We…

Optimization and Control · Mathematics 2022-06-07 K. Ammari , M. Ouzahra , S. Yahyaoui

This note is concerned with an optimal control problem governed by the relativistic Maxwell-Newton-Lorentz equations, which describes the motion of charges particles in electro-magnetic fields and consists of a hyperbolic PDE system coupled…

Optimization and Control · Mathematics 2014-11-27 C. Meyer , S. M. Schnepp , O. Thoma

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…

Optimization and Control · Mathematics 2024-03-20 Cyrille Kenne , Landry Djomegne , Gisèle Mophou

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

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…

Numerical Analysis · Mathematics 2026-01-29 Ritu Kumari , Cyrille Kenne , Landry Djomegne , Mani Mehra

In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation…

Optimization and Control · Mathematics 2024-11-05 Luca Di Persio , Peter Kuchling

This work is devoted to the control of the Fokker-Planck equation, posed on a smooth bounded domain of R^d, with a localized drift force. We prove that this equation is locally controllable to regular nonzero trajectories. Moreover, under…

Analysis of PDEs · Mathematics 2021-03-17 Michel Duprez , Pierre Lissy

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and…

Optimization and Control · Mathematics 2016-05-03 Lei Guo , Jane Ye
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