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In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

Optimization and Control · Mathematics 2020-10-06 Manil T. Mohan

This note is concerned with an optimal control problem governed by the relativistic Maxwell-Newton-Lorentz equations, which describes the motion of charges particles in electro-magnetic fields and consists of a hyperbolic PDE system coupled…

Optimization and Control · Mathematics 2014-11-27 C. Meyer , S. M. Schnepp , O. Thoma

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…

Optimization and Control · Mathematics 2022-07-22 Stefana-Lucia Anita

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…

Optimization and Control · Mathematics 2017-02-06 Vladimir Gaitsgory , Alex Parkinson , I. Shvartsman

We consider a heat conduction problem $S$ with mixed boundary conditions in a $n$-dimensional domain $\Omega$ with regular boundary and a family of problems $S_{\alpha}$ with also mixed boundary conditions in $\Omega$, where $\alpha>0$ is…

Optimization and Control · Mathematics 2021-03-30 C. M. Bollo , C. M. Gariboldi , D. A. Tarzia

In this paper we consider the optimal control of semilinear fractional PDEs with both spectral and integral fractional diffusion operators of order $2s$ with $s \in (0,1)$. We first prove the boundedness of solutions to both semilinear…

Optimization and Control · Mathematics 2019-01-15 Harbir Antil , Mahamadi Warma

This paper is concerned with an optimal control problem governed by a non-smooth semilinear elliptic equation. We show that the control-to-state mapping is directionally differentiable and precisely characterize its Bouligand…

Optimization and Control · Mathematics 2018-01-29 Constantin Christof , Christian Clason , Christian Meyer , Stephan Walther

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…

General Finance · Quantitative Finance 2012-03-20 Dapeng CAI , Takashi Gyoshin NITTA

A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…

Optimization and Control · Mathematics 2018-01-23 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…

Numerical Analysis · Mathematics 2018-08-17 Dmitriy Leykekhman , Boris Vexler

This paper aims at solving an optimal control problem governed by an anisotropic Allen-Cahn equation numerically. Therefore we first prove the Fr\'echet differentiability of an in time discretized parabolic control problem under certain…

Optimization and Control · Mathematics 2024-08-12 Luise Blank , Johannes Meisinger

The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…

Optimization and Control · Mathematics 2018-12-27 Hélène Frankowska , Xu Zhang

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

Optimization and Control · Mathematics 2014-07-08 Didier Henrion , Edouard Pauwels

We study second order parabolic equations on Lipschitz domains subject to inhomogeneous Neumann (or, more generally, Robin) boundary conditions. We prove existence and uniqueness of weak solutions and their continuity up to the boundary of…

Analysis of PDEs · Mathematics 2011-09-01 Robin Nittka

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

Optimal second-order regularity in the space variables is established for solutions to Cauchy-Dirichlet problems for nonlinear parabolic equations and systems of $p$-Laplacian type, with square-integrable right-hand sides and initial data…

Analysis of PDEs · Mathematics 2018-10-19 Andrea Cianchi , Vladimir Maz'ya

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…

Optimization and Control · Mathematics 2021-07-30 Benoît Bonnet , Francesco Rossi

This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…

Optimization and Control · Mathematics 2013-10-17 J. Frédéric Bonnans , Constanza De La Vega , Xavier Dupuis