Related papers: Second-order sensitivity relations and regularity …
We consider optimal control of an elliptic two-point boundary value problem governed by functions of bounded variation (BV). The cost functional is composed of a tracking term for the state and the BV-seminorm of the control. We use the…
In this article, we study the strong well-posedness, stability and optimal control of an incompressible magneto-viscoelastic fluid model in two dimensions. The model consists of an incompressible Navier--Stokes equation for the velocity…
In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…
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…
The variance of an arbitrary pointer observable is considered for the general case that a complex weak value is measured using a complex valued pointer state. For the typical cases where the pointer observable is either its position or…
We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…
Consider control systems described by a differential equation with a control term or, more generally, by a differential inclusion with velocity set $F(t,x)$. Certain properties of state trajectories can be derived when, in addition to other…
In this paper we introduce some new concepts for second-order hyperbolic equations: two-point boundary value problem, global exact controllability and exact controllability. For several kinds of important linear and nonlinear wave equations…
This note compares two approaches both alternatively used when establishing normality theorems in univariate Extreme Value Theory. When the underlying distribution function ($df$) is the extremal domain of attraction, it is possible to use…
In this paper a new class of modified-Hessian equations, closely related to the Optimal Transportation Equation, will be introduced and studied. In particular, the existence of globally smooth, classical solutions of these equations…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
In this work two-point boundary value problem for one class of second order ordinary differential equations with variable coefficients is solved.
In this paper, stability and sensitivity properties of a class of parametric constrained optimization problem, whose feasible region is defined by a set-valued inclusion, are investigated through the associated optimal value function.…
We consider the optimal risk sharing problem with a continuum of agents, modeled via a non-atomic measure space. Individual preferences are not assumed to be convex. We show the multiplicity of agents induces the value function to be…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
The paper studies integral functionals with non-smooth functions from L_2 defined on solutions of ODEs. Some regularity is obtained in the form of estimates of L_2-norm for these functionals. This result is used for regularization of…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
Differential balancing theory for nonlinear model reduction relies on differential controllability and observability functions. In this paper, we further investigate them from two different perspectives. First, we establish novel…
The question of optimal spanwise-periodic modification for the stabilisation of spanwise-invariant flows is addressed. A 2nd-order sensitivity analysis is conducted for the linear temporal stability of parallel flows U0 subject to…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…