Related papers: First and second order optimality conditions for o…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first and second order…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…
In this note, we show that a natural optimal control problem for the $\infty$-obstacle problem admits an optimal control which is also an optimal state. Moreover, we show the convergence of the minimal value of an optimal control problem…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
In this paper we study and solve an optimal control problem motivated by applications in quantum and classical physics. Although apparently simple, this optimal control problem is not easy to solve and we resort to various elaborated…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
This paper studies a stochastic optimal control problem with state constraint, where the state equation is described by a controlled stochastic evolution equation with jumps in Hilbert Space and the control domain is assumed to be convex.…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…
In this study, we investigate optimal control problems that involve sweeping processes with a drift term and mixed inequality constraints. Our goal is to establish necessary optimality conditions for these problems. We address the…
We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…
We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
We consider the energy-optimal control problem for double-integrator systems subject to state and control constraints, with fixed terminal time and free terminal speed. When the constraints become active, the optimal trajectory consists of…
In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…
This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot…
We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…