Related papers: No-Gap Second-Order Conditions via a Directional C…
During the last years, asymptotic (or sequential) constraint qualifications, which postulate upper semicontinuity of certain set-valued mappings and provide a natural companion of asymptotic stationarity conditions, have been shown to be…
In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…
Active cancellation of broadband random noise requires the detection of the incoming noise with some time advance. In an duct for example this advance must be larger than the delays in the secondary path from the control source to the error…
We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
In recent papers the author introduced a simple alternative to isoparametric finite elements of the n-simplex type, to enhance the accuracy of approximations of second-order boundary value problems with Dirichlet conditions, posed in smooth…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for…
A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…
We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…
The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…
We provide a new result on the existence of extremal solutions for second-order Dirichlet problems with deviation argument. As a novelty in this work, the nonlinearity need not be continuous or monotone. In order to obtain this new result,…
In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…
In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…
Along the optimal trajectory of an optimal control problem constrained by a semilinear parabolic partial differential equation, we prove the differentiability of the value function with respect to the initial condition and, under additional…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
In optimal control, extending the class of admissible controls is a common strategy to guarantee the existence of optimal solutions. However, such extensions may introduce a gap between the infimum of the original problem and the minimum of…
This work presents new sufficient conditions for the absence of a gap corresponding to Young measure and occupation measure relaxations for constrained optimal control problems. Unlike existing conditions, these sufficient conditions do not…
ADAGB2, a generalization of the Adagrad algorithm for stochastic optimization is introduced, which is also applicable to bound-constrained problems and capable of using second-order information when available. It is shown that, given…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…