Related papers: Optimal control with time-delays via the penalty m…
We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the time delay variational setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of…
We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta…
We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…
The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…
We establish Euler-Lagrange equations for a problem of Calculus of variations where the unknown variable contains a term of delay on a segment.
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
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 prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.
We present variational theory for optimal control over a finite time interval in quantum systems with relaxation. The corresponding Euler-Lagrange equations determining the optimal control field are derived. In our theory the optimal…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We prove a necessary optimality condition of Euler-Lagrange type for variational problems on time scales involving nabla derivatives of higher-order. The proof is done using a new and more general fundamental lemma of the calculus of…
In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…