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This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…

Optimization and Control · Mathematics 2016-12-21 Tianyang Nie , Jingtao Shi , Zhen Wu

Large amplitude vibrations can cause hazards and failure to engineering structures. Active control has been an effective strategy to suppress vibrations, but it faces great challenges in the real-time control of nonlinear flexible…

Optimization and Control · Mathematics 2025-01-07 Cong Shen , Mingwu Li

This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is…

Optimization and Control · Mathematics 2025-12-12 M. Soledad Aronna , Gabriel de Lima Monteiro , Oscar Sierra Fonseca

The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…

Optimization and Control · Mathematics 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

Optimization and Control · Mathematics 2021-12-03 Eduardo Casas , Karl Kunisch

The H2 guaranteed cost decentralized control problem is investigated in this work. More specifically, on the basis of an appropriate H2 re-formulation that we put in place, the optimal control problem in the presence of parameter…

Optimization and Control · Mathematics 2021-01-13 Jun Ma , Zilong Cheng , Xiaoxue Zhang , Masayoshi Tomizuka , Tong Heng Lee

Very high dimensional nonlinear systems arise in many engineering problems due to semi-discretization of the governing partial differential equations, e.g. through finite element methods. The complexity of these systems present…

Optimization and Control · Mathematics 2022-09-15 Florian Mahlknecht , John Irvin Alora , Shobhit Jain , Edward Schmerling , Riccardo Bonalli , George Haller , Marco Pavone

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

In this paper, we study optimal control problems associated with a scalar hyperbolic conservation law modeling the development of ovarian follicles. Changes in the age and maturity of follicular cells are described by a 2D conservation law,…

Optimization and Control · Mathematics 2014-01-17 Frédérique Clément , Jean-Michel Coron , Peipei Shang

This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…

Optimization and Control · Mathematics 2019-01-14 Christian Clason , Thi Bich Tram Do , Frank Pörner

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…

Optimization and Control · Mathematics 2025-07-30 Ying Hu , Xiaomin Shi , Zuo Quan Xu

In this paper, we consider a planning problem for a large-scale system modelled as a hierarchical finite state machine (HFSM) and develop a control algorithm for computing optimal plans between any two states. The control algorithm consists…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Elis Stefansson , Karl H. Johansson

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

Optimization and Control · Mathematics 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente

Optimal control theory is developed for the task of obtaining a primary objective in a subspace of the Hilbert space while avoiding other subspaces of the Hilbert space. The primary objective can be a state-to-state transition or a unitary…

Quantum Physics · Physics 2008-06-13 Jose P. Palao , Ronnie Kosloff , Christiane P. Koch

Optimal control theory is applied to analyze the time-optimal solution with a single scalar control knob in a two-level quantum system without quantum decoherence. Emphasis is \change{placed} on the dependence on the maximum control…

Quantum Physics · Physics 2025-04-03 Chungwei Lin , Qi Ding , Petros T. Boufounos , Yanting Ma , Yebin Wang , Dries Sels , Chih-Chun Chien

A robust control problem is considered in this paper, where the controlled stochastic differential equations (SDEs) include ambiguity parameters and their coefficients satisfy non-Lipschitz continuous and non-linear growth conditions, the…

Mathematical Finance · Quantitative Finance 2022-08-24 Zhou Yang , Jing Zhang , Chao Zhou

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi