Related papers: Second-order sensitivity relations and regularity …
We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity…
Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…
We study the time optimal control problem with a general target $\mathcal S$ for a class of differential inclusions that satisfy mild smoothness and controllability assumptions. In particular, we do not require Petrov's condition at the…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
We consider a PDE-constrained optimization problem governed by a free boundary problem. The state system is based on coupling the Laplace equation in the bulk with a Young-Laplace equation on the free boundary to account for surface…
We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdifferential in terms of the Clarke subdifferential of the…
An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems,…
We study the exact boundary controllability of a nonlinear coupled system of two Korteweg-de Vries equations on a bounded interval. The model describes the interactions of two weakly nonlinear gravity waves in a stratified fluid. Due to the…
This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…
In this paper we study nonlinear second-order differential inclusions involving the ordinary vector $p$-Laplacian, a multivalued maximal monotone operator and nonlinear multivalued boundary conditions. Our framework is general and unifying…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…
Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…
We study a class of controlled rough differential equations. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the…
We obtain higher order necessary conditions for a minimum of a Mayer optimal control problem connected with a nonlinear, control-affine system, where the controls range on an m-dimensional Euclidean space. Since the allowed velocities are…
The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…
The use of separable approximations is proposed to mitigate the curse of dimensionality related to the approximation of high-dimensional value functions in optimal control. The separable approximation exploits intrinsic decaying sensitivity…
We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…