Related papers: Second-Order Necessary/Sufficient Conditions for O…
In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…
Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…
Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…
The well known constant rank constraint qualification [Math. Program. Study 21:110--126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…
We systematically introduce an approach to the analysis and (numerical) solution of a broad class of nonlinear unconstrained optimal control problems, involving ordinary and distributed systems. Our approach relies on exact representations…
We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…
We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for…
This paper is concerned with first- and second-order optimality conditions as well as the stability for non-smooth semilinear optimal control problems involving the $L^1$-norm of the control in the cost functional. In addition to the…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
Additive manufacturing by laser fusion on a metal oxides powder bed has developed considerably in the last few years and allows to produce a wide range of complex parts. The mathematical models correspond to initial boundary value problems…
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…
We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…
We study an optimal control problem with a quadratic cost functional for non-Newtonian fluids of differential type. More precisely, we consider the system governing the evolution of a second grade fluid filling a two-dimensional bounded…
We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…