Related papers: On the optimal control of some nonsmooth distribut…
The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…
This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
The purpose of this paper is three-fold. Firstly we attack a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions. The investigated problem involves a nonlinear monotone partial differential…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
We apply methods of the so-called `inverse problem of the calculus of variations' to the stabilization of an equilibrium of a class of two-dimensional controlled mechanical systems. The class is general enough to include, among others, the…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
This paper considers mathematical programs, whose constraints are expressed by a parameterized vector equilibrium problem. The latter is a well recognized framework, which is able to cover multicriteria optimization, vector variational…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We consider a differential quasivariational inequality for which we state and prove the continuous dependence of the solution with respect to the data. This convergence result allows us to prove the existence of at least one optimal pair…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…
Variational principles are important in the investigation of large classes of physical systems. They can be used both as analytical methods as well as starting points for the formulation of powerful computational techniques such as…
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…