Related papers: The optimal control and its multiple applications
In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominence in numerous quantum applications ranging from physical…
We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
The connection between control algorithms for Markov decision processes and optimization algorithms has been implicitly and explicitly exploited since the introduction of dynamic programming algorithm by Bellman in the 1950s. Recently, this…
In this paper, we consider the optimal control problem for a class of evolution inclusions with Volterra type operators, which can be history-dependent. We establish the existence of a solution to the stated optimal control problem under…
We use classical tools from calculus of variations to formally derive necessary conditions for a Markov control to be optimal in a standard finite time horizon stochastic control problem. As an example, we solve the well-known Merton…
In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…
Incorporating force bounds is crucial for realistic control implementations in physical systems. Here, we investigate the fastest possible synchronisation of a Li\'enard system to its limit cycle using a bounded external force. To tackle…
Attempts from different disciplines to provide a fundamental understanding of deep learning have advanced rapidly in recent years, yet a unified framework remains relatively limited. In this article, we provide one possible way to align…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
We consider an optimal control problem governed by an ODE with memory playing the role of a control. We show the existence of an optimal solution and derive some necessary optimality conditions. Some examples are then discussed.
A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal…
An imbalanced rotor is considered. A system of moving balancing masses is given. We determine the optimal movement of the balancing masses to minimize the imbalance on the rotor. The optimal movement is given by an open-loop control solving…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
Coherent control of harmonic generation was studied theoretically. A specific harmonic order was targeted. An optimal control theory was employed to find the driving field where restrictions were imposed on the frequency band. Additional…
We study the reduction of degrees of freedom for the equations that determine necessary optimality conditions for extrema in an optimal control problem for a multiagent system by exploiting the physical symmetries of agents, where the…
This paper studies an optimal control problem related to membrane filtration processes. A simple mathematical model of membrane fouling is used to capture the dynamic behavior of the filtration process which consists in the attachment of…
We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…