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In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…

Optimization and Control · Mathematics 2021-09-17 Kaito Ito , Takuya Ikeda , Kenji Kashima

This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…

Optimization and Control · Mathematics 2024-10-01 Cung The Anh , Nguyen Hai Ha Giang

This paper treats a distributed optimal control problem for a tumor growth model of viscous Cahn--Hilliard type. The evolution of the tumor fraction is governed by a thermodynamic force induced by a double-well potential of logarithmic…

Optimization and Control · Mathematics 2023-06-14 Jürgen Sprekels , Fredi Tröltzsch

We investigate a distributed optimal control problem for a nonlocal phase field model of viscous Cahn-Hilliard type. The model constitutes a nonlocal version of a model for two-species phase segregation on an atomic lattice under the…

Analysis of PDEs · Mathematics 2016-09-19 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

In this paper, we study an optimal control problem for a macroscopic mechanical tumour model based on the phase field approach. The model couples a Cahn--Hilliard type equation to a system of linear elasticity and a reaction-diffusion…

Optimization and Control · Mathematics 2021-04-21 Harald Garcke , Kei Fong Lam , Andrea Signori

In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…

Optimization and Control · Mathematics 2024-06-12 Pierluigi Colli , Jürgen Sprekels

This paper treats a distributed optimal control problem for a tumor growth model of Cahn-Hilliard type including chemotaxis. The evolution of the tumor fraction is governed by a variational inequality corresponding to a double obstacle…

Optimization and Control · Mathematics 2021-04-21 Pierluigi Colli , Andrea Signori , Jürgen Sprekels

We prove the continuity of the value function of the sparse optimal control problem. The sparse optimal control is a control whose support is minimum among all admissible controls. Under the normality assumption, it is known that a sparse…

Systems and Control · Computer Science 2014-12-19 Takuya Ikeda , Masaaki Nagahara

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…

Numerical Analysis · Mathematics 2017-04-05 Enrique Otárola , Abner J. Salgado

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

We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…

Optimization and Control · Mathematics 2014-08-20 Xavier Warin

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…

Optimization and Control · Mathematics 2016-07-15 Gero Friesecke , Felix Henneke , Karl Kunisch

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

A class of infinite horizon optimal control problems involving mixed quasi-norms of $L^p$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The…

Optimization and Control · Mathematics 2020-11-17 Dante Kalise , Karl Kunisch , Zhiping Rao

In this paper we study the optimal control of a parabolic initial-boundary value problem of viscous Cahn-Hilliard type with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive phase…

Optimization and Control · Mathematics 2024-09-20 Pierluigi Colli , Jürgen Sprekels , Fredi Tröltzsch

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or…

Optimization and Control · Mathematics 2017-04-25 Murat Uzunca , Tuğba Küçükseyhan , Hamdullah Yücel , Bülent Karasözen

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…

Optimization and Control · Mathematics 2021-09-02 Donggun Lee , Claire J. Tomlin

In this work, we investigate optimal control of a Brinkman equation couple with sixth-order Cahn-Hilliard equation. The Cahn-Hilliard equation is endowed with a source term accounting for mass exchange and the velocity equation contains a…

Optimization and Control · Mathematics 2025-12-09 Manika Bag
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