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In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

数理金融 · 定量金融 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

We propose a general control framework for two-phase flows with variable densities in the diffuse interface formulation, where the distribution of the fluid components is described by a phase field. The flow is governed by the diffuse…

最优化与控制 · 数学 2016-12-08 Harald Garcke , Michael Hinze , Christian Kahle

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

One-dimensional free boundary problem for a nonlinear diffusion - convection equation with a Dirichlet condition at fixed face $x=0$, variable in time, is considered. Throught several transformations the problem is reduced to a free…

偏微分方程分析 · 数学 2020-02-19 Adriana C. Briozzo , Domingo A. Tarzia

In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…

最优化与控制 · 数学 2021-10-04 Claudia M. Gariboldi , Domingo A. Tarzia

In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…

最优化与控制 · 数学 2020-07-14 Weijun Meng , Jingtao Shi

A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…

数值分析 · 数学 2015-05-18 Mariela Olguín , Domingo A. Tarzia

This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…

机器学习 · 计算机科学 2020-06-23 Sham Kakade , Akshay Krishnamurthy , Kendall Lowrey , Motoya Ohnishi , Wen Sun

We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…

偏微分方程分析 · 数学 2018-05-21 Alexander Quaas , Andrei Rodríguez

The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…

最优化与控制 · 数学 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

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

In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

数值分析 · 数学 2023-06-07 Wei Gong , Zhiyu Tan

In this paper we study optimal control problems with either fractional or regional fractional $p$-Laplace equation, of order $s$ and $p\in [2,\infty)$, as constraints over a bounded open set with Lipschitz continuous boundary. The control,…

最优化与控制 · 数学 2017-01-20 Harbir Antil , Mahamadi Warma

This paper is devoted to the numerical analysis of a control constrained distributed optimal control problem subject to a time fractional diffusion equation with non-smooth initial data. The solutions of state and co-state are decomposed…

数值分析 · 数学 2020-10-06 Tao Wang , Binjie Li , Xiaoping Xie

Our purpose in this paper is to provide a self contained account of the inhomogeneous Dirichlet problem $\Delta_\infty u=f(x,u)$ where $u$ takes a prescribed continuous data on the boundary of bounded domains. We employ a combination of…

偏微分方程分析 · 数学 2011-06-29 Tilak Bhattacharya , Ahmed Mohammed

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

最优化与控制 · 数学 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…

最优化与控制 · 数学 2025-06-16 Max Winkler , Hamdullah Yücel

In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…

偏微分方程分析 · 数学 2018-10-23 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…

偏微分方程分析 · 数学 2015-10-01 Matteo Bonforte , Juan Luis Vázquez

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