Related papers: Optimality conditions applied to free-time multi-b…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…
An algorithm for planning near time-optimal trajectories for systems with an oscillatory internal dynamics has been developed in previous work. It is based on assembling a complete trajectory from motion primitives called jerk segments,…
We prove a duality relation and an integration by parts formula for fractional operators with a general analytical kernel. Based on these basic results, we are able to prove a new Gronwall's inequality and continuity and differentiability…
We analyze an optimal control problem for systems of integral equations of Volterra type with two independent variables. These systems generalize both, the hyperbolic control problems for systems of Goursat-Darboux type, and the optimal…
In this paper we present a method for automatically generating optimal robot trajectories satisfying high level mission specifications. The motion of the robot in the environment is modeled as a general transition system, enhanced with…
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…
The development of efficient artificial nanodevices poses challenges which are of fundamental and technological nature. Recent progress has been made in the context of finite-time thermodynamics. A central question in finite-time…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems equivalent to several classical problems of stochastic…
This paper applies the Method of Successive Approximations (MSA) based on Pontryagin's principle to solve optimal control problems with state constraints for semilinear parabolic equations. Error estimates for the first and second…
In this article we discuss the problem of calculating optimal model-independent (robust) bounds for the price of Asian options with discrete and continuous averaging. We will give geometric characterisations of the maximising and the…
We propose an analysis of the time-optimal control of SU(2) quantum operations. By using the Pontryagin Maximum Principle, we show how to determine the optimal trajectory reaching a given target state. Explicit analytical solutions are…
The paper suggests a new --- to the best of the author's knowledge --- characterization of decisions which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a…
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…
In this paper, we consider an optimal control problem in equilibrium thermodynamics of gases. Thermodynamic state of the gas is given by a Legendrian submanifold in a contact thermodynamic space. Using Pontryagin's maximum principle we find…
The minimum-fuel low-thrust transfer between circular orbits is formulated using the Edelbaum's averaged dynamics with the addition of the nodal precession due to the first zonal term. The extremal analysis shows that an optimal transfer is…
We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…
We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…
A numerical optimization study of minimum-fuel Earth-based orbital transfers from low-Earth orbit (LEO) to either medium-Earth orbit (MEO), high-Earth orbit (HEO), or geostationary orbit (GEO), is performed. Various values of maximum…
Necessary conditions of optimality in the form of the Pontryagin Maximum Principle are derived for the Bolza-type discounted problem with free right end. The optimality is understood in the sense of the uniformly overtaking optimality. Such…