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We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

The global null controllability of stochastic semilinear parabolic equations with globally Lipschitz nonlinearities has been addressed in recent literature. However, there are no results concerning their numerical approximation and the…

Optimization and Control · Mathematics 2025-03-11 Yu Wang , Qingmei Zhao

Open-pit mine scheduling is a complex real world optimization problem that involves uncertain economic values and dynamically changing resource capacities. Evolutionary algorithms are particularly effective in these scenarios, as they can…

Neural and Evolutionary Computing · Computer Science 2026-04-16 Ishara Hewa Pathiranage , Aneta Neumann

This paper describes the reachable set and resolves an optimal control problem for the scalar conservation laws with discontinuous flux. We give a necessary and sufficient criteria for the reachable set. A new backward resolution has been…

Analysis of PDEs · Mathematics 2020-09-29 Adimurthi , Shyam Sundar Ghoshal

In this paper we deal with global approximation of solutions of stochastic differential equations (SDEs) driven by countably dimensional Wiener process. Under certain regularity conditions imposed on the coefficients, we show lower bounds…

Numerical Analysis · Mathematics 2023-03-24 Łukasz Stępień

We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…

Probability · Mathematics 2017-03-09 Huyên Pham

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis

We analyze backward step control globalization for finding zeros of G\^ateaux-differentiable functions that map from a Banach space to a Hilbert space. The results include global convergence to a distinctive solution characterized by…

Numerical Analysis · Mathematics 2018-04-30 Andreas Potschka

Accurate derivatives are important for efficiently locally traversing and converging in quantum optimization landscapes. By deriving analytically exact control derivatives (gradient and Hessian) for unitary control tasks, we show here that…

Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…

Optimization and Control · Mathematics 2023-09-20 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley

This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state…

Optimization and Control · Mathematics 2026-04-24 Eduardo Casas , Karl Kunisch

This paper is intended to tackle the control problem associated with an extended phase field system of Cahn-Hilliard type that is related to a tumor growth model. This system has been investigated in previous contributions from the…

Analysis of PDEs · Mathematics 2018-11-26 Andrea Signori

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 pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…

Numerical Analysis · Mathematics 2021-12-16 Alejandro Allendes , Francisco Fuica , Enrique Otarola

We study the control of nonlinear constrained systems via over-approximations. Our key observation is that the over-approximation error, rather than being an unknown disturbance, can be exploited as input-dependent preview information. This…

Optimization and Control · Mathematics 2026-05-12 Antoine Aspeel , Antoine Girard , Thiago Alves Lima

We would like to study the solution stability of a parametric control problem governed by semilinear elliptic equations with a mixed state-control constraint, where the cost function is nonconvex and the admissible set is unbounded. The…

Optimization and Control · Mathematics 2021-01-01 Nguyen Hai Son , Tuan Anh Dao

The current study addresses the control problems posed by a semilinear neutral integro-differential equation with memory. The primary objectives of this study are to investigate the existence of a mild solution and approximate…

Optimization and Control · Mathematics 2025-01-28 Sumit Arora , Akambadath Nandakumaran

In this paper we discuss the optimal control of a quasilinear parabolic state equation. Its form is leaned on the kind of problems arising for example when controlling the anisotropic Allen-Cahn equation as a model for crystal growth.…

Optimization and Control · Mathematics 2025-08-06 Luise Blank , Johannes Meisinger

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

Optimization and Control · Mathematics 2025-11-17 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

We propose and analyze a numerical algorithm for solving a class of optimal control problems for learning-informed semilinear partial differential equations. The latter is a class of PDEs with constituents that are in principle unknown and…

Optimization and Control · Mathematics 2022-10-17 Guozhi Dong , Michael Hintermüller , Kostas Papafitsoros
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