Related papers: Optimality conditions for a controlled sweeping pr…
Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…
We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…
The Pontryagin-type maximum principle derived in [30] for optimal control problems involving sweeping processes is generalized to the case where the sweeping set C is nonsmooth and not necessarily bounded, namely, C is the intersection of a…
In this paper we use an affine connection formulation to study an optimal control problem for a class of nonholonomic, under-actuated mechanical systems. In particular, we aim at minimizing the norm-squared of the control input to move the…
This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
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…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
The paper is concerned with an optimal control problem governed by a state equation in form of a generalized abstract operator differential equation involving a maximal monotone operator. The state equation is uniquely solvable, but the…
This article regards numerical optimal control of a class of hybrid systems with hysteresis using solely techniques from nonlinear optimization, without any integer variables. Hysteresis is a rate independent memory effect which often…
This study focuses on using direct methods (first-discretize-then-optimize) to solve optimal control problems for a class of nonsmooth dynamical systems governed by differential variational inequalities (DVI), called optimal control…
Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…
We consider optimal control problems governed by systems describing the unsteady flows of an incompressible second grade fluid with Navier-slip boundary conditions. We prove the existence of an optimal solution and derive the corresponding…
We extend to $\mathrm{C}\times \mathrm{W}^{1,2}$-local minimizers and nonautonomous perturbation function, the necessary optimality conditions derived in [1], via continuous-time approximations, for $\mathrm{W}^{1,2}\times…
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…
We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…
This paper is concerned with the problem of enhancing convection-cooling via active control of the incompressible velocity field, described by a stationary diffusion-convection model. This essentially leads to a bilinear optimal control…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
In this paper we propose a classification of crowd models in built environments based on the assumed pedestrian ability to foresee the movements of other walkers. At the same time, we introduce a new family of macroscopic models, which make…