Related papers: Optimal control with time-delays via the penalty m…
Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…
In this paper, we present a method that enables to solve 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…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a…
We address the generalized variational problem of Herglotz from an optimal control point of view. Using the theory of optimal control, we derive a generalized Euler-Lagrange equation, a transversality condition, a DuBois-Reymond necessary…
The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. In this paper we prove the second Euler-Lagrange necessary…
This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…
A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…
We consider the problem of damping a control system with delay, described by first-order functional-differential equations on a temporal star graph. The delay in the system is time-proportional and propagates through the internal vertex. We…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
In this work we propose a new and more general approach to the calculus of variations on time scales that allows to obtain, as particular cases, both delta and nabla results. More precisely, we pose the problem of minimizing or maximizing…
We consider the problem of damping a control system with delay described by first-order functional-differential equations on a temporal tree. The delay in the system is time-proportional and propagates through the internal vertices. The…
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…
We prove a generalization of Noether's theorem for optimal control problems defined on time scales. Particularly, our results can be used for discrete-time, quantum, and continuous-time optimal control problems. The generalization involves…
In this paper, calculus of variation methods are generalized to find min-max optimal solution of uncertain dynamical systems with uncertain or certain cost. First, a new form of Euler-Lagrange conditions for uncertain systems is presented.…
We consider cost minimising control problems, in which the dynamical system is constrained by higher order differential equations of Euler-Lagrange type. Following ideas from a previous paper by the first and the third author, we prove that…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…