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Related papers: A Crime/S.I.R. optimal control problem

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In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

Optimization and Control · Mathematics 2022-04-14 Efstratios Stratoglou , Leonardo Colombo , Tomoki Ohsawa

In this study, we first develop SIV model by incorporating the intercellular time delay and analyze the stability of the equilibrium points. The model dynamics admits disease-free equilibrium and the infected equilibrium with their…

Dynamical Systems · Mathematics 2021-06-01 Bishal Chhetri , Vijay M. Bhagat , Swapna Muthusamy , Ananth V S , D. K. K. Vamsi , Carani B Sanjeevi

An imbalanced rotor is considered. A system of moving balancing masses is given. We determine the optimal movement of the balancing masses to minimize the imbalance on the rotor. The optimal movement is given by an open-loop control solving…

Optimization and Control · Mathematics 2020-12-29 Matteo Gnuffi , Dario Pighin , Noboru Sakamoto

Understanding the complex patterns in space-time exhibited by active systems has been the subject of much interest in recent times. Complementing this forward problem is the inverse problem of controlling active matter. Here we use optimal…

Soft Condensed Matter · Physics 2022-10-12 Suraj Shankar , Vidya Raju , L. Mahadevan

The recent COVID-19 pandemic highlighted the need of non-pharmaceutical interventions in the first stages of a pandemic. Among these, lockdown policies proved unavoidable yet extremely costly from an economic perspective. To better…

Optimization and Control · Mathematics 2021-12-14 Leonardo Cianfanelli , Francesca Parise , Daron Acemoglu , Giacomo Como , Asuman Ozdaglar

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

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

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

In this paper, we study an optimal control problem of a communicable disease in a prison population. In order to control the spread of the disease inside a prison, we consider an active case-finding strategy, consisting on screening a…

Optimization and Control · Mathematics 2020-11-06 Pedro Gajardo , Victor Riquelme , Diego Vicencio

We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric…

Optimization and Control · Mathematics 2012-11-06 Delfim F. M. Torres

We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage…

Optimization and Control · Mathematics 2025-10-02 Markus Hegland , C. Yalçın Kaya

We consider optimal control problems with integer-valued controls and a total variation regularization penalty in the objective on domains of dimension two or higher. The penalty yields that the feasible set is sequentially closed in the…

Optimization and Control · Mathematics 2023-08-23 Paul Manns , Annika Schiemann

This article considers the optimal control of the SIR model with both transmission and treatment uncertainty. It follows the model presented in Gatto and Schellhorn (2021). We make four significant improvements on the latter paper. First,…

Optimization and Control · Mathematics 2021-05-20 Yujia Ding , Henry Schellhorn

The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem of a SIR epidemic on an infinite horizon. A state constraint related to intensive care units (ICU) capacity is imposed and the objective…

Optimization and Control · Mathematics 2024-03-12 Lorenzo Freddi , Dan Goreac

In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considered. The proposed scheme involves elevating the parameters of…

Optimization and Control · Mathematics 2019-10-02 Venkata Ramana Makkapati , Dipankar Maity , Mehregan Dor , Panagiotis Tsiotras

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…

Optimization and Control · Mathematics 2014-06-16 Wei Zhang , Juan C. Latorre , Grigorios A. Pavliotis , Carsten Hartmann

This paper considers the synthesis of optimal safe controllers based on density functions. We present an algorithm for robust constrained optimal control synthesis using the duality relationship between the density function and the value…

Optimization and Control · Mathematics 2019-09-30 Yuxiao Chen , Mohamadreza Ahmadi , Aaron D. Ames

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

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna