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We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

最优化与控制 · 数学 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

In recent papers the author introduced a simple alternative to isoparametric finite elements of the n-simplex type, to enhance the accuracy of approximations of second-order boundary value problems with Dirichlet conditions, posed in smooth…

数值分析 · 数学 2020-03-25 Vitoriano Ruas

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…

概率论 · 数学 2009-02-03 G. Fabbri , B. Goldys

We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…

概率论 · 数学 2016-03-15 Rainer Buckdahn , Tianyang Nie

Solutions of a system of wave equations are constructed for both homogeneous and inhomogeneous Dirichlet boundary conditions at every regularity level. We prove that boundary observability, and thus boundary exact controllability, at some…

偏微分方程分析 · 数学 2024-04-24 Thomas Perrin

The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…

偏微分方程分析 · 数学 2025-08-01 Wei Zhang , Qi Zhou

We consider the Stokes equations subject to Navier boundary conditions on a two-dimensional wedge domain with opening angle $\theta_0 \in (0,\,\pi)$. We prove existence and uniqueness of solutions with optimal regularity in an…

偏微分方程分析 · 数学 2024-11-01 Matthias Köhne , Jürgen Saal , Laura Westermann

We consider a bilinear optimal control problem with pointwise tracking for a semilinear elliptic PDE in two and three dimensions. The control variable enters the PDE as a (reaction) coefficient and the cost functional contains point…

最优化与控制 · 数学 2025-12-16 Enrique Otarola , Daniel Quero , Matias Sasso

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

最优化与控制 · 数学 2021-12-03 Eduardo Casas , Karl Kunisch

We study a pointwise tracking optimal control problem for the stationary Navier--Stokes equations; control constraints are also considered. The problem entails the minimization of a cost functional involving point evaluations of the state…

数值分析 · 数学 2023-09-27 Francisco Fuica , Enrique Otárola

In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals,…

最优化与控制 · 数学 2025-06-19 Maria Teresa Chiri , Roberto Guglielmi , Gennaro Notomista

We consider space-time tracking optimal control problems for linear para\-bo\-lic initial boundary value problems that are given in the space-time cylinder $Q = \Omega \times (0,T)$, and that are controlled by the right-hand side…

数值分析 · 数学 2022-06-15 Ulrich Langer , Olaf Steinbach , Huidong Yang

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

We review the first and second boundary value problems for the Stokes system posed in a bounded Lipschitz domain in $\mathbb{R}^n.$ Particular attention is given to the mixed boundary condition: a Dirichlet condition is imposed for the…

偏微分方程分析 · 数学 2018-03-06 John Fabricius

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

This paper introduces a new variational formulation for Dirichlet boundary control problem of elliptic partial differential equations, based on observations that the state and adjoint state are related through the control on the boundary of…

数值分析 · 数学 2019-04-23 Shaohong Du , Zhiqiang Cai

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

概率论 · 数学 2016-12-05 Giuseppina Guatteri

The article examines a linear-quadratic Neumann control problem that is governed by a non-coercive elliptic equation. Due to the non-self-adjoint nature of the linear control-to-state operator, it is necessary to independently study both…

最优化与控制 · 数学 2025-06-25 Thomas Apel , Mariano Mateos , Arnd Rösch

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

最优化与控制 · 数学 2018-09-11 Sebastian Engel , Karl Kunisch

There are numerous ways to control objects in the Stokes regime, with microscale examples ranging from the use of optical tweezers to the application of external magnetic fields. In contrast, there are relatively few explorations of…

流体动力学 · 物理学 2022-05-19 Benjamin J. Walker , Kenta Ishimoto , Eamonn A. Gaffney , Clément Moreau