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In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

Optimization and Control · Mathematics 2015-06-02 Monika Wolfmayr

We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…

Optimization and Control · Mathematics 2021-10-15 Eloïse Berthier , Justin Carpentier , Alessandro Rudi , Francis Bach

In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…

Functional Analysis · Mathematics 2021-10-12 Gastao S. F. Frederico , Paolo Giordano , Alexandr A. Bryzgalov , Matheus J. Lazo

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Controlling the shapes of surfaces provides a novel way to direct self-assembly of colloidal particles on those surfaces and may be useful for material design. This motivates the investigation of an optimal control problem for surface shape…

Optimization and Control · Mathematics 2014-12-10 Harbir Antil , Shawn W. Walker

We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

Optimization and Control · Mathematics 2025-03-24 Dariusz Zawisza

We consider optimal control problems with integer-valued controls and a total variation regularization penalty in the objective on domains of dimension two or higher. The penalty yields that the feasible set is sequentially closed in the…

Optimization and Control · Mathematics 2023-08-23 Paul Manns , Annika Schiemann

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This paper is concerned with the internal distributed control problem for the 1D Schroedinger equation, $i\,u_t(x,t)=-u_{xx}+\alpha(x)\,u+m(u)\,u,$ that arises in quantum semiconductor models. Here $m(u)$ is a non local Hartree--type…

Mathematical Physics · Physics 2012-04-11 Mariano De Leo , Constanza Sánchez Fernández de la Vega , Diego Rial

We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…

Probability · Mathematics 2024-05-22 Francesco C. De Vecchi , Chiara Rigoni

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

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

This paper presents and discusses a mathematical model inspired by control theory to derive optimal public policies for minimizing costs associated with the reduction and control of criminal activity in a population. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Mariana Álvarez , Alexander Alegría , Andrés Rivera , Sebastián Pedersen

This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…

Optimization and Control · Mathematics 2017-02-10 Constantin Udriste

The classical maximum principle for optimal stochastic control states that if a control $\hat{u}$ is optimal, then the corresponding Hamiltonian has a maximum at $u=\hat{u}$. The first proofs for this result assumed that the control did not…

Optimization and Control · Mathematics 2018-11-12 Nacira Agram , Bernt Øksendal

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

A new formalism for the optimal control of quantum mechanical physical observables is presented. This approach is based on an analogous classical control technique reported previously[J. Botina, H. Rabitz and N. Rahman, J. chem. Phys. Vol.…

Chemical Physics · Physics 2009-10-30 Jair Botina , Herschel Rabitz , Naseem Rahman