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The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…

Optimization and Control · Mathematics 2016-11-09 Hélène Frankowska , Haisen Zhang , Xu Zhang

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

We study the geometry of the second-order expansion of the extended end-point map for the sub-Riemannian geodesic problem. Translating the geometric reality into equations we derive new second-order necessary optimality conditions in…

Differential Geometry · Mathematics 2023-08-14 Michał Jóźwikowski

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…

Optimization and Control · Mathematics 2020-07-30 Duong Thi Viet An , Nguyen Dong Yen

In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

Optimization and Control · Mathematics 2020-10-06 Manil T. Mohan

This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…

Optimization and Control · Mathematics 2013-10-17 J. Frédéric Bonnans , Constanza De La Vega , Xavier Dupuis

The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…

Optimization and Control · Mathematics 2019-06-20 Patrick Mehlitz , Gerd Wachsmuth

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

Optimization and Control · Mathematics 2025-12-11 Mohammad H. M Rashid

We consider the following problem: on any given complete Riemannian manifold $(M,g)$, among all curves which have fixed length as well as fixed end-points and tangents at the end-points, minimise the $L^\infty$ norm of the curvature. We…

Differential Geometry · Mathematics 2022-02-16 Ed Gallagher , Roger Moser

In this article, we first show that for all compact Riemannian manifolds with non-empty smooth boundary and dimension at least 3, there exists a metric, pointwise conformal to the original metric, with constant scalar curvature in the…

Differential Geometry · Mathematics 2022-08-25 Jie Xu

This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…

Optimization and Control · Mathematics 2026-05-20 Vu Huu Nhu , Nguyen Hai Son , Phan Quang Sang , Tran Duy

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…

Optimization and Control · Mathematics 2024-03-04 Eduardo Casas , Mariano Mateos , Arnd Rösch

We derive a priori second order estimates for solutions of a class of fully nonlinear elliptic equations on Riemannian manifolds under some very general structure conditions. We treat both equations on closed manifolds, and the Dirichlet…

Analysis of PDEs · Mathematics 2015-01-14 Bo Guan

This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. First-order sufficient optimality conditions are obtained by…

Optimization and Control · Mathematics 2019-11-06 Patrick Mehlitz , Alain B. Zemkoho

We study an optimal control problem with a quadratic cost functional for non-Newtonian fluids of differential type. More precisely, we consider the system governing the evolution of a second grade fluid filling a two-dimensional bounded…

Analysis of PDEs · Mathematics 2024-09-04 Adilson Almeida , Nikolai V. Chemetov , Fernanda Cipriano

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…

Optimization and Control · Mathematics 2019-04-16 S. A. Belbas

In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…

Optimization and Control · Mathematics 2018-09-28 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…

Optimization and Control · Mathematics 2024-02-23 Ronny Bergmann , Roland Herzog , Julián Ortiz López , Anton Schiela