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To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

Optimization and Control · Mathematics 2009-07-28 Pierre Carpentier , Guy Cohen , Anes Dallagi

We study local structure of time-optimal controls and trajectories for a 3-dimensional control-affine system with a 2-dimensional control parameter with values in the disk. In particular, we give sufficient conditions, in terms of Lie…

Optimization and Control · Mathematics 2016-05-24 Andrei A. Agrachev , Carolina Biolo

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

This work presents a technique for learning systems, where the learning process is guided by knowledge of the physics of the system. In particular, we solve the problem of the two-point boundary optimal control problem of linear…

Systems and Control · Electrical Eng. & Systems 2021-05-03 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

Optimization and Control · Mathematics 2023-08-22 Yueyang Zheng , Yaozhong Hu

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

Analysis of PDEs · Mathematics 2017-12-29 Dorota Bors

We analyze the control of the motion of a charged particle by means of an external electric field. The system is constrained to move along a given direction. The goal of the control is to change the speed of the particle in a fixed time…

Optimization and Control · Mathematics 2020-01-22 V. Martikyan , D. Guéry-Odelin , D. Sugny

We optimize a selection of eigenvalues of the Laplace operator with Dirichlet or Neumann boundary conditions by adjusting the shape of the domain on which the eigenvalue problem is considered. Here, a phase-field function is used to…

Optimization and Control · Mathematics 2023-01-23 Harald Garcke , Paul Hüttl , Christian Kahle , Patrik Knopf , Tim Laux

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…

Numerical Analysis · Mathematics 2016-04-12 Enrico Bertolazzi , Marco Frego

We investigate simultaneous estimation of multi-parameter quantum estimation with time-dependent Hamiltonians. We analytically obtain the maximal quantum Fisher information matrix for two-parameter in time-dependent three-level systems. The…

Quantum Physics · Physics 2021-09-06 Dong Xie , Chunling Xu

We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…

Optimization and Control · Mathematics 2025-03-25 H. Mete Soner , Josef Teichmann , Qinxin Yan

We study time-minimum optimal control for a class of quantum two-dimensional dissipative systems whose dynamics are governed by the Lindblad equation and where control inputs acts only in the Hamiltonian. The dynamics of the control system…

Optimization and Control · Mathematics 2019-04-24 William Clark , Anthony Bloch , Leonardo Colombo , Patrick Rooney

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

We consider an optimal control problem for a single-spot pulsed laser welding problem. The distribution of thermal energy is described by a quasilinear heat equation. Our emphasis is on materials which tend to suffer from hot cracking, such…

Optimization and Control · Mathematics 2022-04-06 Roland Herzog , Dmytro Strelnikov

We study numerically a system of two lasers cross-coupled optoelectronically with a time delay where the output intensity of each laser modulates the pump current of the other laser. We demonstrate control of chaos via variable coupling…

Chaotic Dynamics · Physics 2016-10-12 E. M. Shahverdiev

We consider the time-optimal control by magnetic fields of a spin 1/2 particle in a dissipative environment. This system is used as an illustrative example to show the role of singular extremals in the control of quantum systems. We analyze…

Quantum Physics · Physics 2010-03-02 M. Lapert , Y. Zhang , M. Braun , S. J. Glaser , D. Sugny

We apply techniques of subriemannian geometry on Lie groups to laser-induced population transfer in a three-level quantum system. The aim is to induce transitions by two laser pulses, of arbitrary shape and frequency, minimizing the pulse…

Optimization and Control · Mathematics 2007-05-23 Ugo Boscain , Thomas Chambrion , Jean-Paul Gauthier