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We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

Optimization and Control · Mathematics 2025-08-12 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

We present a method for optimal path planning of human walking paths in mountainous terrain, using a control theoretic formulation and a Hamilton-Jacobi-Bellman equation. Previous models for human navigation were entirely deterministic,…

Optimization and Control · Mathematics 2020-05-08 Christian Parkinson , David Arnold , Andrea L. Bertozzi , Stanley Osher

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…

Optimization and Control · Mathematics 2014-03-28 Mathias Bürger , Claudio De Persis , Frank Allgöwer

This article is devoted to the optimal control of state equations with memory of the form: ?[x(t) = F(x(t),u(t), \int_0^{+\infty} A(s) x(t-s) ds), t>0, with initial conditions x(0)=x, x(-s)=z(s), s>0.]Denoting by $y_{x,z,u}$ the solution of…

Optimization and Control · Mathematics 2011-11-02 Guillaume Carlier , Rabah Tahraoui

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…

Analysis of PDEs · Mathematics 2014-02-04 Davide Addona

This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping…

Optimization and Control · Mathematics 2025-01-20 Tan H. Cao , Nilson Chapagain , Haejoon Lee , Phung Ngoc Thi , Nguyen Nang Thieu

We consider an optimal control on networks in the spirit of the works of Achdou et al. (2013) and Imbert et al. (2013). The main new feature is that there are entry (or exit) costs at the edges of the network leading to a possible…

Optimization and Control · Mathematics 2018-01-30 Manh-Khang Dao

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space using…

Probability · Mathematics 2023-10-19 Jinghai Shao

In this article, we are concerned about the velocity tracking optimal control problem for 3D critical convective Brinkman-Forchheimer equations defined on a simply connected bounded domain $\mathbb{D}\subset\mathbb{R}^3$ with…

Optimization and Control · Mathematics 2026-01-22 Kush Kinra , Fernanda Cipriano

We discuss time-optimal control problems for two setups involving globally driven Rydberg atoms in the blockade limit by deriving the associated Hamilton-Jacobi-Bellman equations. From these equations, we extract the globally optimal…

Quantum Physics · Physics 2024-09-27 Charles Fromonteil , Roberto Tricarico , Francesco Cesa , Hannes Pichler

A solution to the quantum Zermelo problem for control Hamiltonians with general energy resource bounds is provided. Interestingly, the energy resource of the control Hamiltonian and the control time define a pair of conjugate variables that…

Quantum Physics · Physics 2020-09-29 J. M. Bofill , A. S. Sanz , G. Albareda , I. P. R. Moreira , W. Quapp

We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a…

Machine Learning · Computer Science 2026-01-15 Weiguo Gao , Ming Li , Qianxiao Li

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…

Optimization and Control · Mathematics 2017-02-10 Constantin Udriste

Using results from quantum filtering theory and methods from classical control theory, we derive an optimal control strategy for an open two-level system (a qubit in interaction with the electromagnetic field) controlled by a laser. The aim…

Quantum Physics · Physics 2009-11-10 Luc Bouten , Simon Edwards , V P Belavkin

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…

Optimization and Control · Mathematics 2025-11-11 Yuchen Cao , Jiongmin Yong

An optimization method used in image-processing (metamorphosis) is found to imply Euler's equations for incompressible flow of an inviscid fluid, without requiring that the Lagrangian particle labels exactly follow the flow lines of the…

Chaotic Dynamics · Physics 2015-05-13 Darryl D. Holm

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

Recent studies have extended the use of the stochastic Hamilton-Jacobi-Bellman (HJB) equation to include complex variables for deriving quantum mechanical equations. However, these studies often assume that it is valid to apply the HJB…

Quantum Physics · Physics 2024-10-14 Vasil Yordanov