Related papers: Regular path-constrained time-optimal control prob…
The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the…
In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…
This work addresses an optimal control problem for a semilinear elliptic equation in two-dimensional space, characterized by an exponential nonlinearity and a singular source term. The source is modeled as a finite linear combination of…
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…
A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the separation condition is satisfied, then both optimality…
In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…
An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…
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…
The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…
This paper investigates a space-time interface-fitted approximation of a moving-interface optimal control problem with energy regularization. We reformulate the optimality conditions into a variational problem involving both the state and…
In this paper the computational challenges of time-optimal path following are addressed. The standard approach is to minimize the travel time, which inevitably leads to singularities at zero path speed, when reformulating the optimization…
Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…
We consider optimal control problems with integer-valued controls and a total variation regularization penalty in the objective on domains of dimension two or higher. The penalty yields that the feasible set is sequentially closed in the…
Direct shooting is an efficient method to solve numerical optimal control. It utilizes the Runge-Kutta scheme to discretize a continuous-time optimal control problem making the problem solvable by nonlinear programming solvers. However,…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
We consider an optimal stopping problem where a constraint is placed on the distribution of the stopping time. Reformulating the problem in terms of so-called measure-valued martingales allows us to transform the marginal constraint into an…