Related papers: A sufficient optimality condition for delayed stat…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with…
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…
A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best…
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…
The main purpose of this paper is the study of second-order optimality conditions for the bilinear control of a strongly degenerate parabolic equation. The equation is degenerate at the boundary of the spatial domain. The well-posedness of…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…