Related papers: Strong local optimality for a bang-bang-singular e…
In this paper we characterize the extremal points of the unit ball of the Benamou--Brenier energy and of a coercive generalization of it, both subjected to the homogeneous continuity equation constraint. We prove that extremal points…
We consider optimization problems with a disjunctive structure of the constraints. Prominent examples of such problems are mathematical programs with equilibrium constraints or vanishing constraints. Based on the concepts of directional…
When an optimal control problem is solved for all possible initial conditions at once, the initial-state space splits into critical regions, each carrying a closed-form control law that can be evaluated online without solving any…
This paper introduces a nonlinear optimal guidance framework for guiding a pursuer to intercept a moving target, with an emphasis on real-time generation of optimal feedback control for a nonlinear optimal control problem. Initially,…
We prove that if a continuous piecewise-smooth map on $\mathbb{R}^n$ is comprised of two linear functions, has a bounded orbit, and satisfies a certain non-degeneracy condition, then it has a fixed point. The result has important…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
The authors found extremals of arbitrary left-invariant sub-Finsler metric on the Engel group defined by a distribution of rank two. They use for this the Pontryagin Maximum Principle for the corresponding time-optimal problem in…
We consider weak optimal problems (possibly entropically penalized) incorporating both soft and hard (including the case of the martingale condition) moment constraints. Even in the special case of the martingale optimal transport problem,…
We revisit the ergodic theorem for the frontier of branching Brownian motion (BBM). Motivated by the proof of Arguin, Bovier, and Kistler \cite{arguin2012ergodic}, we provide a shorter and more direct argument. It relies on two…
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)…
Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work…
We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…
In this paper, we are concerned with optimal control problems evolved on Riemannian manifolds, where the initial and final states satisfy some inequality and equality type constraints, and the control set is a separable metric space. We…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…
This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong…
In this paper we develop a variational method for the Loewner equation in higher dimensions. As a result we obtain a version of Pontryagin's maximum principle from optimal control theory for the Loewner equation in several complex…
We establish two fixed point theorems for certain mappings of contractive type. The first result is concerned with the case where such mappings take a nonempty, closed subset of a complete metric space $X$ into $X$, and the second with an…
By iterative techniques,we present two fixed point theorems, whose modular formulations are relatively close to the Banach's fixed point theorem in the normed spaces.The first result concerns the fixed point of the strongly contraction…
We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…