Related papers: Pontryagin principle for a Mayer problem governed …
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
This work deals with the study of an optimal control of a system of nonlinear differential equations using the Bagarello's operator approach, recently introduced in a paper (Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 -…
Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…
In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…
Our work is devoted to the study of Pontryagin's stochastic maximum principle for a mean-field optimal control problem under Peng's $G$-expectation. The dynamics of the controlled state process is given by a stochastic differential equation…
At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…
In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…
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…
A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in…
In this paper we study a Pontryagin type stochastic maximum principle for the optimal control of a system, where the state dynamics satisfy a stochastic partial differential equation (SPDE) driven by a two-parameter (time-space) Brownian…
An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature $k$-symplectic formalism is used to…
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…
A Pontryagin-based approach to solve a class of constrained Nonlinear Model Predictive Control problems is proposed which employs the method of barrier functions for dealing with the state constraints. Unlike the existing works in…
In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an…
We consider the stochastic control of a semi-linear stochastic partial differential equations (SPDE) of McKean-Vlasov type. Based on a recent novel approach to the Lions derivative for Banach space valued functions, we prove the Gateaux…
In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…