Related papers: Critical cones for sufficient second order conditi…
The well known constant rank constraint qualification [Math. Program. Study 21:110--126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
An optimal control problem in the space of Borel measures governed by the Poisson equation is investigated. The characteristic feature of the problem under consideration is the Tikhonov regularization term in form of the transportation…
This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…
We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of…
In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…
In this paper, we readdress the classical topic of second-order sufficient optimality conditions for optimization problems with nonsmooth structure. Based on the so-called second subderivative of the objective function and of the indicator…
In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs for short), in which the control has two components: the…
This paper investigates solution stability properties of unregularized tracking-type optimal control problems constrained by the Boussinesq system. In our model, the controls may appear linearly and distributed in both of the equations that…
We make some remarks on a variant of the classical Tikhonov regularization in optimal control under PDEs which allows for a certain flexibility in dealing with non-linearities and state restrictions, in the sense that differential…
In this paper, we are concerned with optimal control problems evolved on Riemannian manifolds, where the initial and final states satisfy some inequality and equality type constraints, and the control set is a separable metric space. We…
In this article we establish new second order necessary and sufficient optimality conditions for a class of control-affine problems with a scalar control and a scalar state constraint. These optimality conditions extend to the constrained…
In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…
We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…
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…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
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…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…