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We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function. To address this, we adopt a game-theoretic framework and…

Optimization and Control · Mathematics 2025-07-08 Andi Bodnariu , Kristoffer Lindensjö , Neofytos Rodosthenous

In this paper we focus on a two-link swimmer called scallop which moves changing dynamics between two fluids regimes. We address and solve explicitly two optimal control problems, the minimum time one and the minimum quadratic cost needed…

Optimization and Control · Mathematics 2019-03-05 Rosario Maggistro , Marta Zoppello

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

Optimization and Control · Mathematics 2022-07-22 Georgy Kostin , Alexander Gavrikov

Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…

Optimization and Control · Mathematics 2019-10-15 Marcel Nutz , Yuchong Zhang

In this paper we study the problem of designing periodic orbits for a special class of hybrid systems, namely mechanical systems with underactuated continuous dynamics and impulse events. We approach the problem by means of optimal control.…

Optimization and Control · Mathematics 2017-02-16 Sara Spedicato , Giuseppe Notarstefano

In contrast to set-point tracking which aims to reduce the tracking error between the tracker and the reference, tracking-in-range problems only focus on whether the tracker is within a given range around the reference, making it more…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Nikilesh Ramesh , Eric C. Kerrigan , Yuanbo Nie

This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…

Optimization and Control · Mathematics 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is…

Optimization and Control · Mathematics 2017-01-24 Gengsheng Wang , Donghui Yang , Yubiao Zhang

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

Standard optimal control methods perform optimization in the time domain. However, many experimental settings demand the expression of the control signal as a superposition of given waveforms, a case that cannot easily be accommodated using…

Optimization and Control · Mathematics 2015-06-22 Selina Meister , Jürgen T. Stockburger , Rebecca Schmidt , Joachim Ankerhold

In this work we consider the numerical resolution of the bilateral obstacle optimal control problem given in Bergounioux et al. Where the main feature of this problem is that the control and the obstacle are the same.

Optimization and Control · Mathematics 2015-12-22 Radouen Ghanem , Billel Zireg

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form $\dot x_1=u$, $\dot x_j=x_1^{j-1}$, $j=2,\ldots,n$, is obtained for arbitrary $n$. The main goal of the paper is to present the…

Optimization and Control · Mathematics 2020-07-07 Grigory M. Sklyar , Svetlana Yu. Ignatovich

Understanding the complex patterns in space-time exhibited by active systems has been the subject of much interest in recent times. Complementing this forward problem is the inverse problem of controlling active matter. Here we use optimal…

Soft Condensed Matter · Physics 2022-10-12 Suraj Shankar , Vidya Raju , L. Mahadevan

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

Spatiotemporal dynamic medical imaging is critical in clinical applications, such as tomographic imaging of the heart or lung. To address such kind of spatiotemporal imaging problems, essentially, a time-dependent dynamic inverse problem,…

Optimization and Control · Mathematics 2023-10-23 Zhentong Wei , Chong Chen

The paper is concerned with an optimal control problem governed by the rate-independent system of quasi-static perfect elasto-plasticity. The objective is to optimize the stress field by controlling the displacement at prescribed parts of…

Optimization and Control · Mathematics 2020-03-24 Christian Meyer , Stephan Walther
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