Related papers: Controlled Singular Volterra Integral Equations an…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
A Pontryagin maximum principle for an optimal control problem in three dimensional linearized compressible viscous flows is established using the Ekeland variational principle. The controls are distributed over a bounded domain, while the…
In this paper, we focus on solving the optimal control problem for integral stochastic Volterra equations in a finite dimensional setting. In our setting, the noise term is driven by a pure jump L\'evy noise and the control acts on the…
In this article, the sufficient Pontryagin's maximum principle for infinite horizon discounted stochastic control problem is established. The sufficiency is ensured by an additional assumption of concavity of the Hamiltonian function.…
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…
The classical quadratic regulator problem has rarely been studied for systems with persistent memory until recent times. In this paper we study the quadratic tracking problem on a \emph{ finite time horizon} for a system described by a…
This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…
In recent years researchers in oil-gas industry have established that the contribution of memory is significant for the modeling of fluid flow in unconventional reservoirs. Mathematically, a memory-based fluid flow model can be described by…
Many physical, biological, and engineered systems exhibit memory effects that challenge Markovian models. Fractional calculus provides nonlocal operators to capture hereditary dynamics. This survey connects modeling, analysis, and…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…
This paper concerns some time optimal control problems of three different ordinary differential equations in $\mathbb{R}^2$. Corresponding to certain initial data and controls, the solutions of the systems quench at finite time. The goal to…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…
In this paper, we formulate and investigate the notion of causal feedback strategies arising in linear-quadratic control problems for stochastic Volterra integral equations (SVIEs) with singular and non-convolution-type coefficients. We…
We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the…
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes that…
Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…
For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…
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…
Motivated by infinite-dimensional optimal control problems with endpoint state constraints, in this Note, we introduce the notion of finite codimensional exact controllability for evolution equations. It is shown that this new…