Related papers: Existence results for optimal control problems wit…
We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…
This paper studies regularity properties of optimization-based controllers, which are obtained by solving optimization problems where the parameter is the system state and the optimization variable is the input to the system. Under a wide…
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…
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…
In this work, we study an optimal boundary control for the stochastic Allen Cahn Navier Stokes system. The governing system of nonlinear partial differential equations consists of the stochastic Navier Stokes equations with non homogeneous…
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…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
The quasi-variational inequalities play a significant role in analyzing a wide range of real-world problems. However, these problems are more complicated to solve than variational inequalities as the constraint set is based on the current…
We consider the freeway network control problem where the aim is to optimize the operation of traffic networks modeled by the Cell Transmission Model via ramp metering and partial mainline demand control. Optimal control problems using the…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
This paper studies a vertical powered descent problem in the context of planetary landing, considering glide-slope and thrust pointing constraints and minimizing any final cost. In a first time, it proves the Max-Min-Max or Max-Singular-Max…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
This work presents new sufficient conditions for the absence of a gap corresponding to Young measure and occupation measure relaxations for constrained optimal control problems. Unlike existing conditions, these sufficient conditions do not…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
A method of optimal control computation is proposed for problems with control and state constraints. It uses a sequence of control structure adjustments in the form of generations and reductions of nodes and arcs, which do not change the…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…