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In this paper, the authors study the distributed optimal control of a system of three evolutionary equations involving fractional powers of three selfadjoint, monotone, unbounded linear operators having compact resolvents. The system is a…

最优化与控制 · 数学 2019-07-25 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…

最优化与控制 · 数学 2013-12-30 Kai Du , Qingxin Meng

We investigate optimal control problems governed by the elliptic partial differential equation $-\Delta u=f$ subject to Dirichlet boundary conditions on a given domain $\Omega$. The control variable in this setting is the right-hand side…

最优化与控制 · 数学 2025-09-03 Giuseppe Buttazzo , Juan Casado-Díaz , Faustino Maestre

Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…

最优化与控制 · 数学 2025-12-01 Ziliang Wang , Han Zhang , Axel Ringh

This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…

最优化与控制 · 数学 2025-07-30 Ying Hu , Xiaomin Shi , Zuo Quan Xu

In this paper, we consider a class of optimal control problems for a one-dimensional time-discrete constrained quasilinear diffusion state-systems of singular Allen--Cahn types and its regularized approximating problems. We note that the…

最优化与控制 · 数学 2021-09-28 Shodai Kubota

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

机器学习 · 计算机科学 2022-09-20 Lucas Böttcher , Thomas Asikis

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

概率论 · 数学 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…

最优化与控制 · 数学 2014-06-16 Wei Zhang , Juan C. Latorre , Grigorios A. Pavliotis , Carsten Hartmann

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

概率论 · 数学 2025-11-26 Stefano Bonaccorsi , Adrian Zalinescu

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

最优化与控制 · 数学 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

最优化与控制 · 数学 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We propose a mathematical model for cholera with treatment through quarantine. The model is shown to be both epidemiologically and mathematically well posed. In particular, we prove that all solutions of the model are positive and bounded;…

最优化与控制 · 数学 2017-01-31 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

We investigate the long-time dynamics and optimal control problem of a diffuse interface model that describes the growth of a tumor in presence of a nutrient and surrounded by host tissues. The state system consists of a Cahn-Hilliard type…

偏微分方程分析 · 数学 2023-07-28 Cecilia Cavaterra , Elisabetta Rocca , Hao Wu

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…

概率论 · 数学 2008-12-20 Seid Bahlali

We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

最优化与控制 · 数学 2016-08-31 Olfa Draouil , Bernt Øksendal

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

机器学习 · 计算机科学 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

This paper addresses the distributed optimal frequency control of power systems considering a network-preserving model with nonlinear power flows and excitation voltage dynamics. Salient features of the proposed distributed control strategy…

系统与控制 · 计算机科学 2018-02-14 Zhaojian Wang , Feng Liu , John Z. F. Pang , Steven Low , Shengwei Mei

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

最优化与控制 · 数学 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

Motivated by fatigue damage models, this paper addresses optimal control problems governed by a non-smooth system featuring two non-differentiable mappings. This consists of a coupling between a doubly non-smooth history-dependent evolution…

最优化与控制 · 数学 2023-02-14 Livia Betz