Related papers: Normality and Gap Phenomena in Optimal Unbounded C…
Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…
This article deals with the Lipschitz regularity of the ''approximate`` minimizers for the Bolza type control functional of the form \[J_t(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\] among the pairs $(y,u)$ satisfying a prescribed…
In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…
We study, in a unified way, the following questions related to the properties of Pontryagin extremals for optimal control problems with unrestricted controls: i) How the transformations, which define the equivalence of two problems,…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
We consider a control problem where the state must reach asymptotically a target while paying an integral payoff with a non-negative Lagrangian. The dynamics is just continuous, and no assumptions are made on the zero level set of the…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
This paper tackles the problem of nonlinear systems, with sublinear growth but unbounded control, under perturbation of some time-varying state constraints. It is shown that, given a trajectory to be approximated, one can find a neighboring…
The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…
This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…
Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…
We discuss importance sampling of exit problems that involve unbounded stopping times; examples are mean first passage times, transition rates or committor probabilities in molecular dynamics. The naive application of variance minimization…
Let $T>0$ fixed. We consider the optimal control problem for analytic affine systems: $\ds{\dot{x}=f\_0(x)+\sum\_{i=1}^m u\_if\_i(x)}$, with a cost of the form: $\ds{C(u)=\int\_0^T \sum\_{i=1}^m u\_i^2(t)dt}$. For this kind of systems we…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
In the present paper, the maximum principle for finite horizon state constrained problems from the book by R. Vinter [\textit{Optimal Control}, Birkh\"auser, Boston, 2000; Theorem~9.3.1] is analyzed via parametric examples. The latter has…
Sufficient and necessary conditions are established for controllability of affine control systems where the control is constrained to a set whose convex hull contains the origin but is not necessarily, in contrast with previously known…
For affine control systems with bounded control range the control sets, i.e., the maximal subsets of complete approximate controllability, are studied using spectral properties. For hyperbolic systems there is a unique control set with…