Related papers: Necessary Optimality Conditions for Fractional Act…
We study filter based regularization methods for linear ill-posed problems between Hilbert spaces. We derive optimal order conditions under a-priori choice rules for the regularization parameter. Such analysis is applied to the fractional…
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…
We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
This paper is concerned with the stabilization problem of singular fractional order systems with order $\alpha\in(0,2)$. In addition to the sufficient and necessary condition for observer based control, a sufficient and necessary condition…
This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…
We present both the Lagrangian and Hamiltonian procedures for treating higher-order equations of motion for mechanical models by adopting the Riemann-Liouville Fractional integral to describe their action. We point out and discuss its…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
We study a class of distribution-steering problems from a variational point of view. Under some differentiability assumptions, we derive necessary conditions for optimal Markov policies in the spirit of the Lagrange multiplier approach. We…
We prove a DuBois-Reymond necessary optimality condition and a Noether symmetry theorem to the recent quantum variational calculus of Cresson. The results are valid for problems of the calculus of variations with functionals defined on sets…
In this work, we propose an Action Principle for Action-dependent Lagrangian functions by generalizing the Herglotz variational problem to the case with several independent variables. We obtain a necessary condition for the extremum…
A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…