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This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…

最优化与控制 · 数学 2015-01-23 Liangquan Zhang , Jianhui Huang , Xun Li

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

最优化与控制 · 数学 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

In this paper, we consider the optimal control problem in a 3D flow model for incompressible rigid-viscoplastic media of the Bingham kind with homogeneous Dirichlet boundary conditions and a given cost functional. On the basis of methods of…

最优化与控制 · 数学 2017-08-23 M. A. Artemov , A. V. Skobaneva

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

数值分析 · 数学 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

In this paper we consider the optimal control of semilinear fractional PDEs with both spectral and integral fractional diffusion operators of order $2s$ with $s \in (0,1)$. We first prove the boundedness of solutions to both semilinear…

最优化与控制 · 数学 2019-01-15 Harbir Antil , Mahamadi Warma

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

数值分析 · 数学 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

In the first part of this work, we analyzed a Dirichlet boundary control problem for an elliptic convection diffusion PDE and proposed a new hybridizable discontinuous Galerkin (HDG) method to approximate the solution. For the case of a 2D…

数值分析 · 数学 2018-07-25 Weiwei Hu , Mariano Mateos , John R. Singler , Xiao Zhang , Yangwen Zhang

We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…

概率论 · 数学 2013-04-10 Federica Masiero

In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…

最优化与控制 · 数学 2025-06-13 Jai Tushar , Arbaz Khan , Manil T. Mohan

A shape optimization problem subject to an elliptic equation in the presence of missing data on the Dirichlet boundary condition is considered. It is formulated by optimizing the deformation field that varies the spatial domain where the…

最优化与控制 · 数学 2025-08-19 Karl Kunisch , John Sebastian H. Simon

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

最优化与控制 · 数学 2022-03-10 Samuel Daudin

We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for…

最优化与控制 · 数学 2007-05-23 S. A. Belbas

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

最优化与控制 · 数学 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

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

We study two identification problems in relation with a strongly degenerate parabolic diffusion equation characterized by a vanishing diffusion coefficient $u\in W^{1,\infty},$ with the property $\frac{1}{u}\notin L^{1}. $ The aim is to…

偏微分方程分析 · 数学 2020-04-22 Genni Fragnelli , Gabriela Marinoschi , Rosa Maria Mininni , Silvia Romanelli

In this paper, we consider control constrained $L^2-$Dirichlet boundary control of a convection-diffusion equation on a two dimensional convex polygonal domain. We discretize the control problem based on the local discontinuous Galerkin…

最优化与控制 · 数学 2026-01-28 Peter Benner , Michael Hinze , Hamdullah Yücel

We are concerned with a space-time fractional parabolic initial-boundary value problem of Sturm Liouville type in a general star graph with mixed Dirichlet and Neumann boundary controls. We first give several existence, uniqueness and…

最优化与控制 · 数学 2023-03-27 G. Mophou , M. Moutamal , M. Warma

In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on…

最优化与控制 · 数学 2020-11-06 Youness Mezzan , Moulay Hicham Tber

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…

最优化与控制 · 数学 2020-06-24 Christian Glusa , Enrique Otarola