Related papers: The value function of an asymptotic exit-time opti…
We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
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…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…
This paper is concerned with an optimal control problem for a nonhomogeneous linear stochastic differential equation having regime switching with a quadratic functional in the large time horizon. This is a continuation of the paper…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
We consider the tracking of geometric paths in output spaces of nonlinear systems subject to input and state constraints without pre-specified timing requirements. Such problems are commonly referred to as constrained output path-following…
In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…
In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed results on these problems, the boundary of control variables are…
We consider an optimal control problem for the three-dimensional non-linear Primitive Equations of the ocean in a vertically bounded and horizontally periodic domain. The observation operator maps a solution of the Primitive Equations to…
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…
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…
In this paper, we analyse control affine optimal control problems with a cost functional involving the absolute value of the control. The Pontryagin extremals associated with such systems are given by (possible) concatenations of bang arcs…
We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…
Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
We derive new results regarding the controllability and the reachability of multitime controlled linear PDE systems of first order. These systems describe some important multitime evolution in engineering, economics and biology. Some of…