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Related papers: Optimal control of second-order integral equations

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We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas , W. H. Schmidt

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…

We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…

Optimization and Control · Mathematics 2013-01-30 M. Barbero-Liñán , B. Jakubczyk

We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls…

Optimization and Control · Mathematics 2007-10-14 Eugenio A. M. Rocha , Delfim F. M. Torres

In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…

Optimization and Control · Mathematics 2020-11-06 Li Deng

In this article, we explore two distinct issues. Initially, we examine the utilization of the Pontriagin maximum principle in relation to fractional delay differential equations. Additionally, we discuss the optimal approach for solving the…

Optimization and Control · Mathematics 2023-12-19 Jasarat J. Gasimov , Javad A. Asadzade , Nazim I. Mahmudov

This paper deals with optimal control problems for systems affine in the control variable. We consider nonnegativity constraints on the control, and finitely many equality and inequality constraints on the final state. First, we obtain…

Optimization and Control · Mathematics 2013-07-02 Maria Soledad Aronna , J. Frederic Bonnans , Andrei V. Dmitruk , Pablo Lotito

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…

Optimization and Control · Mathematics 2025-12-24 Ioana Ciotir , Nicolas Forcadel , Piero Visconti , Hasnaa Zidani

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…

Optimization and Control · Mathematics 2014-05-29 Haisen Zhang , Xu Zhang

The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…

Optimization and Control · Mathematics 2013-11-12 Eduardo Oda , Pedro Aladar Tonelli

The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…

Optimization and Control · Mathematics 2016-11-09 Hélène Frankowska , Haisen Zhang , Xu Zhang

The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…

Optimization and Control · Mathematics 2017-09-05 E. R. Avakov , G. G. Magaril-Il'yaev

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…

Optimization and Control · Mathematics 2023-12-22 Yuhang Li , Yuecai Han

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…

Optimization and Control · Mathematics 2024-11-07 Cyrille Kenne , Landry Djomegne , Pascal Zongo

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…

Optimization and Control · Mathematics 2024-11-13 Huynh Khanh , Bui Trong Kien , Arnd Rösch

In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…

Optimization and Control · Mathematics 2023-04-28 Cyrille Kenne , Gisèle Mophou , Mahamadi Warma

This paper is devoted to the stochastic optimal control problems for systems governed by forward-backward stochastic Volterra integral equations (FBSVIEs, for short) with state constraints. Using Ekeland's variational principle, we obtain…

Mathematical Physics · Physics 2013-12-03 Qingmeng Wei , Xinling Xiao

We study the problem of optimal control of a coupled system of forward-backward stochastic Volterra equations. We use Hida-Malliavin calculus to prove a sufficient and a necessary maximum principle for the optimal control of such systems.…

Optimization and Control · Mathematics 2017-09-18 Nacira Agram , Bernt Øksendal , Samia Yakhlef