Related papers: Variational analysis and regularity of the minimum…
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…
In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…
This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…
We consider temporal graphs with discrete time labels and investigate the size and the approximability of minimum temporally connected spanning subgraphs. We present a family of minimally connected temporal graphs with $n$ vertices and…
In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
The left-invariant sub-Riemannian problem on the Engel group is considered. The problem gives the nilpotent approximation to generic nonholonomic systems in four-dimensional space with two-dimensional control, for instance to a system which…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…
This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…
We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of…
In recent years there has been great interest in variational analysis of a class of nonsmooth functions called the minimal time function. In this paper we continue this line of research by providing new results on generalized…
We consider a two-level discrete-time control framework with real-time constraints where a central controller issues setpoints to be implemented by local controllers. The local controllers implement the setpoints with some approximation and…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
A key idea in convex optimization theory is to use well-structured affine functions to approximate general functions, leading to impactful developments in conjugate functions and convex duality theory. This raises the question: what are the…
The present study investigates a linear-quadratic Dirichlet control problem governed by a non-coercive elliptic equation posed on a possibly non-convex polygonal domain. Tikhonov regularization is carried out in an energy seminorm. The…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
This paper presents a convex optimization-based framework for synthesizing time-varying controlled invariant funnels and associated feedback control around a given nominal trajectory for nonlinear systems subject to bounded disturbances.…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…