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We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…

最优化与控制 · 数学 2019-07-11 M. Soledad Aronna , Monica Motta , Franco Rampazzo

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

最优化与控制 · 数学 2026-03-13 Redouane El Mezegueldy , Zakarya Dardour

We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…

最优化与控制 · 数学 2026-03-20 Eduardo Casas , Nicolai Jork

In this paper we study we study a Dirichlet optimal control prob- lem associated with a linear elliptic equation the coefficients of which we take as controls in the class of integrable functions. The characteristic feature of this control…

最优化与控制 · 数学 2015-10-30 Thierry Horsin , Peter Kogut , Olivier Wilk

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

最优化与控制 · 数学 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

最优化与控制 · 数学 2025-01-08 Tobias Breiten , Karl Kunisch

A class of infinite horizon optimal control problems involving mixed quasi-norms of $L^p$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The…

最优化与控制 · 数学 2020-11-17 Dante Kalise , Karl Kunisch , Zhiping Rao

It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…

最优化与控制 · 数学 2018-01-03 Isaac Klickstein , Afroza Shirin , Francesco Sorrentino

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…

最优化与控制 · 数学 2021-07-30 Benoît Bonnet , Francesco Rossi

Optimization-based (OB) alternatives to traditional flux limiters couch preservation of properties such as local bounds and maximum principles into optimization problems, which impose these properties through inequality constraints. In this…

最优化与控制 · 数学 2024-12-30 Falko Ruppenthal , Denis Ridzal , Dmitri Kuzmin , Pavel Bochev

This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…

最优化与控制 · 数学 2022-01-04 Yueyang Zheng , Jingtao Shi

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

最优化与控制 · 数学 2025-10-17 Michael Kartmann , Stefan Volkwein

The concept of a local infimum for an optimal control problem is introduced. This definition extends that of an optimal process. For a~local infimum we prove an existence theorem and derive necessary conditions that resemble some family of…

最优化与控制 · 数学 2019-06-21 Evgeny Avakov , Georgii Magaril-Il'yaev

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

投资组合管理 · 定量金融 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

We study a non-local optimal control problem involving a linear, bond-based peridynamics model. In addition to existence and uniqueness of solutions to our problem, we investigate their behavior as the horizon parameter $\delta$, which…

最优化与控制 · 数学 2023-04-20 Tadele Mengesha , Abner J. Salgado , Joshua M. Siktar

In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…

最优化与控制 · 数学 2018-07-05 Nico Tauchnitz

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

最优化与控制 · 数学 2018-01-22 Raino A. E. Mäkinen

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if…

最优化与控制 · 数学 2023-10-19 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

最优化与控制 · 数学 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…

最优化与控制 · 数学 2024-03-20 Cyrille Kenne , Landry Djomegne , Gisèle Mophou