Related papers: Optimal harvesting and spatial patterns in a semi …
We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
In this study, we develop a metapopulation model framework to identify optimal harvesting strategies for a population in a stream network. We consider two distinct optimization objectives: maximization of total biomass and maximization of…
We establish a geometric Pontryagin maximum principle for discrete time optimal control problems on finite dimensional smooth manifolds under the following three types of constraints: a) constraints on the states pointwise in time, b)…
Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for…
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…
The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…
A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…
Joint optimization of scheduling and estimation policies is considered for a system with two sensors and two non-collocated estimators. Each sensor produces an independent and identically distributed sequence of random variables, and each…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…
In this work, we investigate an indirect approach for the numerical solution of optimal control problems via neural networks. A customized neural network is constructed, where optimal state, co-state and control trajectories are…
In this paper, we study optimal control problems associated with a scalar hyperbolic conservation law modeling the development of ovarian follicles. Changes in the age and maturity of follicular cells are described by a 2D conservation law,…
In this paper, we study the optimal control system driven by stochastic differential equations (SDEs) of mean-field type, in which the control variable has two components, the first being absolutely continuous and the second singular. On…
We present a control framework for stochastic compartmental models in epidemiology. In this framework, rather than directly controlling the stochastic system, we perform optimal control of an associated Fokker-Planck equation, with the goal…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…