Related papers: Analyzing a Maximum Principle for Finite Horizon S…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
In this paper we focus on a general type of mean-field stochastic control problem with partial observation, in which the coefficients depend in a non-linear way not only on the state process $X_t$ and its control $u_t$ but also on the…
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…
Optimal unbounded control problems with affine control dependence may fail to have minimizers in the class of absolutely continuous state trajectories. For this reason, extended impulsive versions --which cannot be of measure-theoretical…
Consider a system governed by the time-dependent Schr\"odinger equation in its ground state. When subjected to weak (size $\epsilon$) parametric forcing by an "ionizing field" (time-varying), the state decays with advancing time due to…
We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…
In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…
We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…
The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…
We would like to study the solution stability of a parametric control problem governed by semilinear elliptic equations with a mixed state-control constraint, where the cost function is nonconvex and the admissible set is unbounded. The…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
Optimal control theory is developed for the task of obtaining a primary objective in a subspace of the Hilbert space while avoiding other subspaces of the Hilbert space. The primary objective can be a state-to-state transition or a unitary…
In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…
We study a Markov decision problem in which the state space is the set of finite marked point configurations in the plane, the actions represent thinnings, the reward is proportional to the mark sum which is discounted over time, and the…
Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…