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Related papers: Optimal Control from a Fluid Dynamics Perspective

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We give a short overview of advantages and drawbacks of the classical formulation of minimum cost network flow problems and solution techniques, to motivate a reformulation of classical static minimum cost network flow problems as optimal…

Optimization and Control · Mathematics 2023-03-24 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellman (HJB) equation. We divide the time interval of the control…

Optimization and Control · Mathematics 2024-12-18 Simo Särkkä , Ángel F. García-Fernández

In this paper we study optimal control problems for nonholonomic systems defined on Lie algebroids by using quasi-velocities. We consider both kinematic, i.e. systems whose cost functional depends only on position and velocities, and…

Optimization and Control · Mathematics 2015-05-27 L. Abrunheiro , M. Camarinha , J. F. Cariñena , J. Clemente-Gallardo , E. Martínez , P. Santos

This work reformulates language generation as a stochastic optimal control problem, providing a unified theoretical perspective to analyze autoregressive and diffusion models and explain their limitations (Efficiency-Fidelity Paradox,…

Computation and Language · Computer Science 2026-05-18 ZiYi Dong , Yuliang Huang , Weijian Deng , Xiangyang Ji , Liang Lin , Pengxu Wei

In Stochastic Optimal Control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive),…

Statistical Mechanics · Physics 2020-09-29 Vladimir Y. Chernyak , Michael Chertkov , Joris Bierkens , Hilbert J. Kappen

We study a generalized version of Zermelo's navigation problem where the set of admissible velocities is a general compact convex set, replacing the classical Euclidean ball. After establishing existence results under the natural assumption…

Optimization and Control · Mathematics 2026-04-24 Matteo Della Rossa , Lorenzo Freddi , Mattia Pinatto

We consider an optimal control problem for a two-dimensional Navier-Stokes-Cahn-Hilliard system arising in the modeling of fluid-membrane interaction. The fluid dynamics is governed by the incompressible Navier-Stokes equations, which are…

Analysis of PDEs · Mathematics 2026-01-13 Andrea Signori , Hao Wu

In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

Mathematical Finance · Quantitative Finance 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Numerical Analysis · Computer Science 2011-03-18 Şahin Emrah Amrahov , Nizami Gasilov , Afet Golayoglu Fatullayev

Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…

Optimization and Control · Mathematics 2023-01-31 Nikolas Nüsken , Lorenz Richter

The preparation of highly entangled many-body systems is one of the central challenges of both basic and applied science. The complexity of interparticle interaction and environment coupling increases rapidly with the number of…

Quantum Physics · Physics 2013-09-20 Felix Platzer , Florian Mintert , Andreas Buchleitner

We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point…

Optimization and Control · Mathematics 2022-07-18 Maurizio Falcone , Gerhard Kirsten , Luca Saluzzi

We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…

Probability · Mathematics 2023-11-02 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

In this paper we develop a Hamiltonian approach to sufficient conditions in optimal control problems. We extend the known conditions for $C^2$ maximised Hamiltonians into two directions: on the one hand we explain the role of a super…

Optimization and Control · Mathematics 2015-07-15 Gianna Stefani , Pierluigi Zezza

The quantum navigation problem of finding the time-optimal control Hamiltonian that transports a given initial state to a target state through quantum wind, that is, under the influence of external fields or potentials, is analysed. By…

Quantum Physics · Physics 2015-05-27 Dorje C. Brody , Gary W. Gibbons , David M. Meier

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

Optimization and Control · Mathematics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch , Melvin Leok

We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…

Optimization and Control · Mathematics 2015-12-31 Zhengdi Shen , Alexander Vladimirsky

Robotic locomotion often relies on sequenced gaits to efficiently convert control input into desired motion. Despite extensive studies on gait optimization, achieving smooth and efficient gait transitions remains challenging. In this paper,…

Robotics · Computer Science 2024-09-17 Jinwoo Choi , Ross L. Hatton

This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…

Optimization and Control · Mathematics 2025-06-19 David Ohlin , Richard Pates , Murat Arcak

In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada , Fernanda Cipriano