Related papers: On Necessary and Sufficient Conditions for Near-Op…
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation…
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…
We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
Here is investigated the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schr\"odinger equation perturbed by a linear multiplicative Wiener process. The existence of…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
This paper addresses the fundamental question of determining the minimum number of distinct control laws required for global controllability of nonlinear systems that exhibit singularities in their feedback linearising controllers. We…
We study relaxed stochastic control problems where the state equation is a one dimensional linear stochastic differential equation with random and unbounded coefficients. The two main results are existence of an optimal relaxed control and…
This note is concerned with an optimal control problem governed by the relativistic Maxwell-Newton-Lorentz equations, which describes the motion of charges particles in electro-magnetic fields and consists of a hyperbolic PDE system coupled…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…
Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the diffusion coefficients depend on control, the control set…
The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
This paper is devoted to a global stochastic maximum principle for conditional mean-field forward-backward stochastic differential equations (FBSDEs, for short) with regime switching. The control domain is unnecessarily convex and the…
This manuscript is concerned with the approximate controllability of fractional nonlinear differential equations with nonlocal conditions of order $1<q<2$ in Banach spaces. As far as we know, few articles have investigated this issue. The…
In this paper, we consider the 3D Navier-Stokes-Voigt (NSV) equations with nonlinear damping $|u|^{r-1}u, r\in[1,\infty)$ in bounded and space-periodic domains. We formulate an optimal control problem of minimizing the curl of the velocity…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…