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A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

最优化与控制 · 数学 2016-11-15 Xiaodong Xu , Stevan Dubljevic

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

最优化与控制 · 数学 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We provide easy and readable GNU Octave/MATLAB code for the simulation of mathematical models described by ordinary differential equations and for the solution of optimal control problems through Pontryagin's maximum principle. For that, we…

最优化与控制 · 数学 2019-12-23 Carlos Campos , Cristiana J. Silva , Delfim F. M. Torres

This work focuses on indirect descent methods for optimal control problems governed by nonlinear ordinary differential equations in Banach spaces, viewed as abstract models of distributed dynamics. As a reference line, we revisit the…

最优化与控制 · 数学 2025-12-12 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

For optimal control problems on finite graphs in continuous time, the dynamic programming principle leads to value functions characterized by systems of nonlinear ordinary differential equations. In this paper, we consider the case of…

最优化与控制 · 数学 2022-12-29 Olivier Guéant

Understanding how to effectively control an epidemic spreading on a network is a problem of paramount importance for the scientific community. The ongoing COVID-19 pandemic has highlighted the need for policies that mitigate the spread,…

种群与进化 · 定量生物学 2021-09-14 Carlo Cenedese , Lorenzo Zino , Michele Cucuzzella , Ming Cao

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

最优化与控制 · 数学 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

概率论 · 数学 2008-12-20 Seid Bahlali

The paper concerns optimal control of discontinuous differential inclusions of the normal cone type governed by a generalized version of the Moreau sweeping process with control functions acting in both nonconvex moving sets and additive…

最优化与控制 · 数学 2017-11-08 Tan H. Cao , B. S. Mordukhovich

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

最优化与控制 · 数学 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

We consider a multi-population epidemic model with one or more (almost) isolated communities and one mobile community. Each of the isolated communities has contact within itself and, in addition, contact with the outside world but only…

最优化与控制 · 数学 2019-02-18 Akhil P. T. , Eitan Altman , Rajesh Sundaresan

Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

机器学习 · 计算机科学 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

We present a methodology for designing bilateral boundary controllers for a class of systems consisting of a coupled diffusion equation with an unstable ODE at an arbitrary interior point. A folding transformation is applied about the…

最优化与控制 · 数学 2019-06-13 Stephen Chen , Rafael Vazquez , Miroslav Krstic

We consider a generic, suitable class of optimal control problems under a constraint given by a finite-dimensional SDE-ODE system, describing a system of two interacting species of particles: the herd, described by SDEs, and the herders,…

最优化与控制 · 数学 2025-05-23 Giuseppe La Scala

Maximum Causal Entropy (MCE) Inverse Optimal Control (IOC) has become an effective tool for modelling human behaviour in many control tasks. Its advantage over classic techniques for estimating human policies is the transferability of the…

系统与控制 · 计算机科学 2016-07-20 Felix Schmitt , Hans-Joachim Bieg , Dietrich Manstetten , Michael Herman , Rainer Stiefelhagen

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

统计方法学 · 统计学 2014-10-29 Nicolas Brunel , Quentin Clairon

This paper presents an explicit solution to decentralized control of a class of spatially invariant systems. The problem of optimal $H_2$ decentralized control for cone causal systems is formulated. Using Parseval's identity, the optimal…

系统与控制 · 计算机科学 2018-03-14 M. Ehsan Raoufat , Seddik M. Djouadi

Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…

最优化与控制 · 数学 2023-01-31 Nikolas Nüsken , Lorenz Richter

This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…

最优化与控制 · 数学 2019-07-08 Karl Kunisch , Hannes Meinlschmidt

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

最优化与控制 · 数学 2024-12-20 Timo Reis , Manuel Schaller