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We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the…

最优化与控制 · 数学 2016-02-01 Joris Bierkens , Vladimir Y. Chernyak , Michael Chertkov , Hilbert J. Kappen

In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…

最优化与控制 · 数学 2026-05-05 V. Cerone , S. M. Fosson , S. Pirrera , A. Re , D. Regruto

This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two dimensional bounded, convex, polygonal domain. It…

最优化与控制 · 数学 2024-02-12 Sudipto Chowdhury , Divay Garg

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…

偏微分方程分析 · 数学 2025-12-01 Wilfrid Gangbo , David Jekel , Kyeongsik Nam , Aaron Z. Palmer

Converging hierarchies of finite-dimensional semi-definite relaxations have been proposed for state-constrained optimal control problems featuring oscillation phe-nomena, by relaxing controls as Young measures. These semi-definite…

最优化与控制 · 数学 2014-12-20 Mathieu Claeys , Didier Henrion , Martin Kružík

The paper is concerned with an optimal control problem governed by a state equation in form of a generalized abstract operator differential equation involving a maximal monotone operator. The state equation is uniquely solvable, but the…

最优化与控制 · 数学 2023-06-22 Hannes Meinlschmidt , Christian Meyer , Stephan Walther

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

概率论 · 数学 2008-12-20 Seid Bahlali

In this work, we investigate the approximate controllability of a class of one-dimensional degenerate parabolic equations with Robin boundary conditions. The degeneracy occurs at one endpoint of the spatial domain, and we apply an impulsive…

最优化与控制 · 数学 2025-05-07 Hind El Baggari , Ilham Ouelddris

In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…

系统与控制 · 电气工程与系统科学 2020-08-04 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

最优化与控制 · 数学 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

There are different solution concepts for convex vector optimization problems (CVOPs) and a recent one, which is motivated from a set optimization point of view, consists of finitely many efficient solutions that generate polyhedral inner…

最优化与控制 · 数学 2019-05-28 Firdevs Ulus

The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…

最优化与控制 · 数学 2018-09-05 Jonas Geiping , Michael Moeller

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

最优化与控制 · 数学 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

数值分析 · 数学 2015-03-19 Adam M. Oberman

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

最优化与控制 · 数学 2022-10-31 Alberto De Marchi

We consider a periodic evolution inclusion defined on an evolution triple of spaces. The inclusion involves also a subdifferential term. We prove existence theorems for both the convex and the nonconvex problem, and we also produce extremal…

偏微分方程分析 · 数学 2018-05-01 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…

最优化与控制 · 数学 2025-11-19 Alberto Domínguez Corella , Marc Quincampoix , Vladimir Veliov

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

最优化与控制 · 数学 2016-04-27 Michael Hinze , Heiko Kröner

We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…

最优化与控制 · 数学 2019-04-26 Salvatore Federico , Giorgio Ferrari , Frank Riedel , Michael Röckner

A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…

最优化与控制 · 数学 2018-01-23 Sébastien Court , Karl Kunisch , Laurent Pfeiffer