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An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

最优化与控制 · 数学 2024-10-02 Richard Pates , Anders Rantzer

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

最优化与控制 · 数学 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…

最优化与控制 · 数学 2022-07-22 Stefana-Lucia Anita

For a particular class of planar dynamics that are linear with respect to the control variable, we show that the feedback strategy ''null-singular null'' is minimizing the maximum of a coordinate over infinite horizon, under a L 1 budget…

最优化与控制 · 数学 2023-02-07 Emilio Molina , Alain Rapaport

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

最优化与控制 · 数学 2022-03-17 I. M. Ross

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

最优化与控制 · 数学 2019-11-21 Danylo Malyuta , Behcet Acikmese

This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…

最优化与控制 · 数学 2018-03-15 Chunyan Han , Hongdan Li , Wei Wang , Huanshui Zhang

In this paper we consider an optimal control problem governed by a time-dependent variational inequality arising in quasistatic plasticity with linear kinematic hardening. We address certain continuity properties of the forward operator,…

最优化与控制 · 数学 2012-09-06 Gerd Wachsmuth

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in $H^{2}$. We use an approximate technique to introduce a family of…

最优化与控制 · 数学 2008-12-18 Radouen Ghanem

The analysis of an optimal control problem of nonlocal type is analyzed. The results obtained are applied to the study the corresponding local optimal control problems. The state equations are governed by p-laplacian elliptic operators, of…

偏微分方程分析 · 数学 2020-04-07 Julio Muñoz

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…

最优化与控制 · 数学 2023-06-09 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

最优化与控制 · 数学 2025-02-11 Livia Betz

This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…

最优化与控制 · 数学 2024-04-15 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

In this paper we consider optimal control problems in the nonlocal function space framework of Bellido-2023, where there are two different parameters: a horizon parameter $\delta > 0$; and a fractional parameter $s \in (0, 1)$. The…

最优化与控制 · 数学 2026-05-12 Javier Cueto , Joshua M. Siktar

Nonconvex optimal-control problems governed by evolution problems in infinite-dimensional spaces (as e.g. parabolic boundary-value problems) needs a continuous (and possibly also smooth) extension on some (preferably convex)…

最优化与控制 · 数学 2021-02-02 Tomáš Roubíček

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

最优化与控制 · 数学 2026-05-12 Arghya Kundu

In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…

最优化与控制 · 数学 2013-06-12 Thierry Horsin , Peter I. Kogut

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

最优化与控制 · 数学 2014-07-08 Didier Henrion , Edouard Pauwels

In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…

最优化与控制 · 数学 2018-01-03 Miguel Oliveira , Georgi Smirnov

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

最优化与控制 · 数学 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem