Related papers: On Balder's Existence Theorem for Infinite-Horizon…
Consider a linear program of the form $\max\;c^{\top}x:Ax\leq b$, where $A$ is an $m\times n$ integral matrix. In 1986 Cook, Gerards, Schrijver, and Tardos proved that, given an optimal solution $x^{*}$, if an optimal integral solution…
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
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…
Consider the problem of minimizing a lower semi-continuous semi-algebraic function $f \colon \mathbb{R}^n \to \mathbb{R} \cup \{+\infty\}$ on an unbounded closed semi-algebraic set $S \subset \mathbb{R}^n.$ Employing adequate tools of…
We consider the three-dimensional ideal MHD system on a domain $\Omega' \subset \mathbb{R}^3$ with a part $\Gamma$ of the boundary~$\partial \Omega$, where we prescribe both $u\cdot n$ and $b\cdot n$, while $u\cdot n = b\cdot n =0$ on…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
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…
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…
These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…
We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls…
We establish the first general regularity result for constrained optimal control problems arising naturally in mathematical physics and mathematical biology. Namely, we prove that for a large class of problems of the form ``maximise $\int…
The paper gives a Banach space -valued extension of the Tb theorem of Nazarov, Treil and Volberg (2003) concerning the boundedness of singular integral operators with respect to a measure, which only satisfies an upper control on the size…
In the setting of spaces of homogeneous type, we give a direct proof of the local Tb theorem for singular integral operators. Motivated by questions of S. Hofmann, we extend it to the case when the integrability conditions are lower than 2,…
Consider in a real Hilbert space $H$ the differential equation (inclusion) $(E)$: $p(t)u^{\prime \prime}(t)+q(t)u^{\prime}(t)\in Au(t)+f(t)$ for a.a. $t>0$, with the condition $(B)$: $u(0)=x \in \overline{D(A)}$, where $A\colon D(A)\subset…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…
In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…
We prove a Tb Theorem that characterizes all Calderon-Zygmund operators that extend compactly on L^p(R^n), 1<p<\infty . The result, whose proof does not require the property of accretivity, can be used to prove compactness of the Double…
This paper studies the utility maximization problem with changing time horizons in the incomplete Brownian setting. We first show that the primal value function and the optimal terminal wealth are continuous with respect to the time horizon…