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A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

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 a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

Dynamical Systems · Mathematics 2017-01-09 Andrea Boccia , Richard B. Vinter

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

In the present paper we deal with parabolic fractional initial-boundary value problems of Sturm Liouville type in an interval and in a general star graph. We first give several existence, uniqueness and regularity results of weak and…

Analysis of PDEs · Mathematics 2022-03-02 G. Leugering , G. Mophou , M. Moutamal , M. Warma

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

In this paper, we study the well-posedness and approximate controllability of a class of network systems having delays and controls at the boundary conditions. The particularity of this work is that the network system is defined on infinite…

Optimization and Control · Mathematics 2022-08-24 Y. El Gantouh , S. Hadd , A. Rhandi

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…

Optimization and Control · Mathematics 2020-09-08 Shan Sun , Wei Ren

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…

Optimization and Control · Mathematics 2021-12-03 Masoumeh Hashemi , Roland Herzog , Thomas M. Surowiec

We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…

Optimization and Control · Mathematics 2020-04-22 Pavel Barkhayev

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

Optimization and Control · Mathematics 2023-05-22 Jodi Dianetti , Giorgio Ferrari

We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…

Optimization and Control · Mathematics 2016-05-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

The main purpose of this work is to provide an existence and uniqueness result for the solution of a linear parabolic system posed on a star-shaped network, which presents a new type of Kirchhoff's boundary transmission condition at the…

Analysis of PDEs · Mathematics 2025-01-31 Miguel Martinez , Isaac Ohavi

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

Analysis of PDEs · Mathematics 2017-12-29 Dorota Bors

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

Optimization and Control · Mathematics 2024-01-31 Jasarat J. Gasimov , Nazim I. Mahmudov