Related papers: A shape optimal control problem and its probabilis…
We derive necessary conditions for locally optimal shapes of a design problem governed by a non-smooth PDE. The main particularity of the state system is the lack of differentiability of the nonlinearity. We work in the framework of the…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
A linear quadratic Dirichlet control problem posed on a possibly non-convex polygonal domain is analyzed. Detailed regularity results are provided in classical Sobolev (Slobodetskii) spaces. In particular, it is proved that in the presence…
This paper is concerned with an optimal control problem governed by a non-smooth semilinear elliptic equation. We show that the control-to-state mapping is directionally differentiable and precisely characterize its Bouligand…
This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…
We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…
This paper studies a stochastic optimal control problem with state constraint, where the state equation is described by a controlled stochastic evolution equation with jumps in Hilbert Space and the control domain is assumed to be convex.…
We consider the shape optimization problems for the quantities $\lambda(\Omega)T^q(\Omega)$, where $\Omega$ varies among open sets of $\mathbb{R}^d$ with a prescribed Lebesgue measure. While the characterization of the infimum is completely…
An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…
We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of…
We study Dirichlet boundary control of Stokes flows in 2D polygonal domains. We consider cost functionals with two different boundary control regularization terms: the $L^2$ norm and an energy space seminorm. We prove well-posedness and…
A topological space is domain-representable (or, has a domain model) if it is homeomorphic to the maximal point space $\mbox{Max}(P)$ of a domain $P$ (with the relative Scott topology). We first construct an example to show that the set of…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…
We consider optimal control problems with integer-valued controls and a total variation regularization penalty in the objective on domains of dimension two or higher. The penalty yields that the feasible set is sequentially closed in the…
A distributed optimal control problem for an extended model of phase field type for tumor growth is addressed. In this model, the chemotaxis effects are also taken into account. The control is realized by two control variables that design…
In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…
We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…
In this paper we study the asymptotic behavior of some optimal design problems related to nonlinear Steklov eigenvalues, under irregular (but diffeomorphic) perturbations of the domain.
In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…