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We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

Optimization and Control · Mathematics 2016-09-15 Shuzhen Yang

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

Along the optimal trajectory of an optimal control problem constrained by a semilinear parabolic partial differential equation, we prove the differentiability of the value function with respect to the initial condition and, under additional…

Optimization and Control · Mathematics 2025-09-19 Alberto Domínguez Corella , Nicolai Jork , Stefan Volkwein

We address in this paper the approximation problem of distributed delays. Such elements are convolution operators with kernel having bounded support, and appear in the control of time-delay systems. From the rich literature on this topic,…

Optimization and Control · Mathematics 2010-09-10 Hao Lu , Michael Di Loreto , Damien Eberard , Jean-Pierre Simon

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

The study of domination in graphs has led to a variety of domination problems studied in the literature. Most of these follow the following general framework: Given a graph $G$ and an integer $k$, decide if there is a set $S$ of $k$…

Data Structures and Algorithms · Computer Science 2024-09-13 Marvin Künnemann , Mirza Redzic

In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…

Probability · Mathematics 2018-08-23 Yuri F. Saporito , Jianfeng Zhang

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

Systems and Control · Computer Science 2017-01-10 David D. Fan , Evangelos A. Theodorou

We consider an optimal stopping problem where a constraint is placed on the distribution of the stopping time. Reformulating the problem in terms of so-called measure-valued martingales allows us to transform the marginal constraint into an…

Optimization and Control · Mathematics 2017-03-27 Sigrid Källblad

We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…

Optimization and Control · Mathematics 2024-07-11 Giovanni Fusco , Monica Motta , Richard Vinter

In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…

Optimization and Control · Mathematics 2024-10-02 Telma Guerra , Irene Marín-Gayte , Jorge Tiago

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

This paper presents a novel dynamic coverage control algorithm allowing a group of robots to track an optimal-deployment configuration for arbitrary time-varying density functions. Building on singular perturbation theory, the proposed…

Optimization and Control · Mathematics 2025-12-03 Brandon Bao , Jorge Cortes , Sonia Martinez

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

In this paper, we consider a family of simultaneous distributed-boundary optimal control problems ($P_{\alpha}$) on the internal energy and the heat flux for a system governed by a mixed elliptic variational equality with a parameter…

Optimization and Control · Mathematics 2023-03-30 Carolina M. Bollo , Claudia M. Gariboldi , Domingo A. Tarzia

In this paper, we study a delayed forward-backward stochastic control system in which all the coefficients depend on the state and control terms, and the control domain is not necessarily convex. A global stochastic maximum principle is…

Optimization and Control · Mathematics 2026-01-21 Feng Li

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , René Pinnau , Matthias Andres , Claudia Totzeck

In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

Optimization and Control · Mathematics 2020-10-06 Manil T. Mohan