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The paper addresses an existence problem for infinite horizon optimal control when the system under control is exponentially stabilizable or stable. Classes of nonlinear control systems for which infinite horizon optimal controls exist are…

Optimization and Control · Mathematics 2021-06-09 Noboru Sakamoto

We establish a polynomial turnpike estimate for an optimal control problem consisting of a system of infinitely many controlled oscillators, considered as an abstract differential equation in a Hilbert space, with a quadratic cost. Our…

Optimization and Control · Mathematics 2026-03-03 Alexander Zuyev , Emmanuel Trélat

We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…

Optimization and Control · Mathematics 2024-03-25 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

This paper is devoted to analysing the explicit slow decay rate and turnpike in the infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Assume that some weak observability or controllability are satisfied, by…

Optimization and Control · Mathematics 2021-08-24 Zhong-Jie Han , Enrique Zuazua

We obtain turnpike results for optimal control problems with lack of stabilizability in the state equation and/or detectability in the state term in the cost functional. We show how, under weakened stabilizability/detectability conditions,…

Optimization and Control · Mathematics 2020-07-29 Dario Pighin , Noboru Sakamoto

Recent results in the literature have provided connections between the so-called turnpike property, near optimality of closed-loop solutions, and strict dissipativity. Motivated by applications in economics, optimal control problems with…

Optimization and Control · Mathematics 2022-02-18 Lars Grüne , Lisa Krügel

In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Michael H. Baumann , Timm Faulwasser , Lars Grüne

In this article, we establish exponential turnpike theorems for a class of nonlinear deterministic meanfield optimal control problems. We carry out our analysis simultaneously in the so-called Lagrangian and Eulerian frameworks. In the…

Optimization and Control · Mathematics 2026-05-05 Benoît Bonnet-Weill , Giovanni Colombo , Denis Shishmintsev , Emmanuel Trélat

This note discusses properties of parametric discrete-time Mixed-Integer Optimal Control Problems (MIOCPs) as they often arise in mixed-integer NMPC. We argue that in want for a handle on similarity properties of parametric MIOCPs the…

Systems and Control · Electrical Eng. & Systems 2020-02-07 Timm Faulwasser , Alexander Murray

Turnpike theorems state that if an investor's utility is asymptotically equivalent to a power utility, then the optimal investment strategy converges to the CRRA strategy as the investment horizon tends to infinity. This paper aims to…

Portfolio Management · Quantitative Finance 2025-12-02 Hiroki Yamamichi

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

Hierarchies are of fundamental interest in both stochastic optimal control and biological control due to their facilitation of a range of desirable computational traits in a control algorithm and the possibility that they may form a core…

Systems and Control · Computer Science 2018-01-09 Daniel McNamee

A central goal of thermodynamics is to identify optimal processes during which the least amount of energy is dissipated into the environment. Generally, even for simple systems, such as the parametric harmonic oscillator, optimal control…

Statistical Mechanics · Physics 2018-10-11 Marcus V. S. Bonança , Sebastian Deffner

We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…

Probability · Mathematics 2023-03-17 Giovanni Conforti

The broad success of optimally controlling quantum systems with external fields has been attributed to the favorable topology of the underlying control landscape, where the landscape is the physical observable as a function of the controls.…

Quantum Physics · Physics 2015-06-03 Katharine W. Moore , Herschel Rabitz

The reliable and precise generation of quantum unitary transformations is essential to the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal…

Quantum Physics · Physics 2010-07-21 Michael Hsieh , Rebing Wu , Herschel Rabitz , Daniel Lidar

Control theory of dynamical systems offers a powerful framework for tackling challenges in deep neural networks and other machine learning architectures. We show that concepts such as simultaneous and ensemble controllability offer new…

Optimization and Control · Mathematics 2025-12-19 Enrique Zuazua

The control of quantum systems has been proven to possess trap-free optimization landscapes under the satisfaction of proper assumptions. However, many details of the landscape geometry and their influence on search efficiency still need to…

Quantum Physics · Physics 2024-09-27 Yidian Fan , Re-Bing Wu , Tak-San Ho , Gaurav V. Bhole , Herschel Rabitz

We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…

Statistical Mechanics · Physics 2023-04-13 Steven Blaber , David A. Sivak

Optimal processes in stochastic thermodynamics are a frontier for understanding the control and design of non-equilibrium systems, with broad practical applications in biology, chemistry, and nanoscale/mesoscale systems. Optimal mass…

Statistical Mechanics · Physics 2026-01-15 Atul Tanaji Mohite , Heiko Rieger