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We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…

Optimization and Control · Mathematics 2020-04-21 Hermann Mena , Lena-Maria Pfurtscheller , Matthias Voigt

Recent years have witnessed a wave of research activities in systems science toward the study of population systems. The driving force behind this shift was geared by numerous emerging and ever-changing technologies in life and physical…

Optimization and Control · Mathematics 2019-08-16 Jr-Shin Li , Wei Zhang , Lin Tie

First, let $u_{g}$ be the unique solution of an elliptic variational inequality with source term $g$. We establish, in the general case, the error estimate between $u_{3}(\mu)=\mu u_{g_{1}}+ (1-\mu)u_{g_{2}}$ %(the convex combination of two…

Analysis of PDEs · Mathematics 2013-09-20 Mahdi Boukrouche , Domingo A. Tarzia

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

Optimization and Control · Mathematics 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

Inverse optimization (Inverse optimal control) is the task of imputing a cost function such that given test points (trajectories) are (nearly) optimal with respect to the discovered cost. Prior methods in inverse optimization assume that…

Optimization and Control · Mathematics 2025-10-21 Filip Bečanović , Jared Miller , Vincent Bonnet , Kosta Jovanović , Samer Mohammed

This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…

Optimization and Control · Mathematics 2015-09-16 Jingrui Sun

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

Oriented loops on an orientable surface are, up to equivalence by free homotopy, in one-to-one correspondence with the conjugacy classes of the surface's fundamental group. These conjugacy classes can be expressed (not uniquely in the case…

Dynamical Systems · Mathematics 2014-06-02 Matthew Wroten

In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…

Systems and Control · Computer Science 2015-10-05 Dimitri P. Bertsekas

A singular stochastic control problem with state constraints in two-dimensions is studied. We show that the value function is $C^1$ and its directional derivatives are the value functions of certain optimal stopping problems. Guided by the…

Probability · Mathematics 2009-01-19 Amarjit Budhiraja , Kevin Ross

Energy-minimizing constraint maps are a natural extension of the obstacle problem within a vectorial framework. Due to inherent topological constraints, these maps manifest a diverse structure that includes singularities similar to harmonic…

Analysis of PDEs · Mathematics 2024-08-01 Alessio Figalli , André Guerra , Sunghan Kim , Henrik Shahgholian

We establish the first general regularity result for constrained optimal control problems arising naturally in mathematical physics and mathematical biology. Namely, we prove that for a large class of problems of the form ``maximise $\int…

Analysis of PDEs · Mathematics 2026-05-04 Lorenzo Ferreri , Idriss Mazari-Fouquer , Raphaël Prunier

We explore the relationship between the dual of a weighted minimum-energy control problem, a special case of linear-quadratic optimal control problems, and the Douglas-Rachford (DR) algorithm. We obtain an expression for the fixed point of…

Optimization and Control · Mathematics 2023-10-24 Regina S. Burachik , Bethany I Caldwell , C. Yalçın Kaya , Walaa M. Moursi

In various physical implementations of quantum information processing, qubits are realized in a Lambda type system configuration as two stable lower energy levels coupled indirectly via an unstable higher energy level, that is, in…

Quantum Physics · Physics 2025-11-11 Julia Cen , Domenico D'Alessandro

In this paper, we study mechanical optimal control problems on a given Riemannian manifold $(Q,g)$ in which the cost is defined by a general cometric $\tilde{g}$. This investigation is motivated by our studies in robotics, in which we…

Optimization and Control · Mathematics 2023-11-13 Alejandro Cabrera , Ross L. Hatton

Given a set $P$ of $n$ points in the plane, its unit-disk graph $G(P)$ is a graph with $P$ as its vertex set such that two points of $P$ are connected by an edge if their (Euclidean) distance is at most $1$. We consider several classical…

Computational Geometry · Computer Science 2025-01-03 Anastasiia Tkachenko , Haitao Wang

We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…

Analysis of PDEs · Mathematics 2020-03-03 Ugur G. Abdulla , Evan Cosgrove

The paper studies optimal control problem described by higher order evolution differential inclusions (DFIs) with endpoint and state constraints. In the term of Euler-Lagrange type inclusion is derived sufficient condition of optimality for…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov

Nowhere dense classes of graphs are classes of sparse graphs with rich structural and algorithmic properties, however, they fail to capture even simple classes of dense graphs. Monadically stable classes, originating from model theory,…

Discrete Mathematics · Computer Science 2022-06-30 Jan Dreier , Nikolas Mählmann , Amer E. Mouawad , Sebastian Siebertz , Alexandre Vigny

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…

Optimization and Control · Mathematics 2026-03-12 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu
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