Keywords: boundary control, parabolic-hyperbolic system, integral time delays, Neumann problem, quadratic programming method, Hilbert space In this paper, we consider optimal boundary control problems for parabolic-hyperbolic systems in which time delays appear in the integral form in the state equations. The right-hand side of the state equation and the initial and boundary conditions are not ...

Today I start a series of lectures on the optimal control of systems with distributed parameters, that is to say, optimal control of systems described by partial differential equations. Optimal Control theory is the generalization of the classical calculus of variations where minimization of the functional is pursued in the class of non-smooth functions. In XX century optimal control theory mad...

This paper presents concepts and implementation of the finite element toolbox Kaskade 7, a flexible C++ code for solving elliptic and parabolic PDE systems. Issues such as problem formulation, assembly and adaptivity are discussed at the example of optimal control problems. Trajectory compression for parabolic optimization problems is considered as a case study. AMS MSC 2010: 65N30, 65M60, 65K1...

An efficient computational framework to solve nonlinear parabolic optimal control problems with random coefficients is presented. This framework allows us to investigate the influence of randomness or uncertainty of problem’s parameters values on the control provided by the optimal control theory. The proposed framework combines space-time multigrid methods with sparse-grid collocation techniqu...

The paper deals with optimal control problems for semilinear elliptic and parabolic PDEs subject to pointwise state constraints. The main issue is that the controls are taken from a restricted control space. In the parabolic case, they are Rm -vector-valued functions of the time, while the are vectors of Rm in elliptic problems. Under natural assumptions, firstand second-order sufficient optima...

The paper is devoted to the study of some classes of feedback control problems for linear parabolic equations subject to hard/pointwise constraints on both Dirichlet boundary controls and state dynamic/output functions in the presence of uncertain perturbations within given regions. The underlying problem under consideration, originally motivated by automatic control of the groundwater regime i...

We study the existence of optimal controls for problems governed by semilinear parabolic equations. The nonlinearities in the state equation need not be monotone and the data need not be regular. In particular, the control may be any bounded Radon measure. Our examples include problems with nonlinear boundary conditions and parabolic systems.

A large collection of financial contracts offering guaranteed minimum benefits are often posed as control prob4 lems, in which at any point in the solution domain, a control is able to take any one of an uncountable number of 5 values from the admissible set. Often, such contracts specify that the holder exerts control at a finite number of 6 deterministic times. The existence of an optimal ban...

In this paper we study optimal control problems governed by semilinear parabolic equations. We obtain necessary optimality conditions in the form of an exact Pontryagin’s minimum principle for distributed and boundary controls (which can be unbounded) and bounded initial controls. These optimality conditions are obtained thanks to new regularity results for linear and nonlinear parabolic equati...

Abstract: The paper deals with optimal control problems for semilinear elliptic and parabolic PDEs subject to pointwise state constraints. The main issue is that the controls are taken from a restricted control space. In the parabolic case, they are R -vectorvalued functions of time, while they are vectors of R in elliptic problems. Under natural assumptions, firstand second-order sufficient op...