Related papers: First order necessary conditions of optimality for…

We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

This paper provides a framework for deriving a new set of necessary conditions for adverse control problems among two players. The distinguish feature of such problems is that the first player has a priori knowledge on the second player…

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

We apply a novel optimization scheme from the image processing and machine learning areas, a fast Primal-Dual method, to achieve controllable and realistic fluid simulations. While our method is generally applicable to many problems in…

Controlling the growth of material damage is an important engineering task with plenty of real world applications. In this paper we approach this topic from the mathematical point of view by investigating an optimal boundary control problem…

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…

The tidal problem is used to obtain the tidal deformability (or Love number) of stars. The semi-analytical study is usually treated in perturbation theory as a first order perturbation problem over a spherically symmetric background…

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

We present a unified treatment to control problems on an arbitrary time scale by introducing the study of forward-backward optimal control problems. Necessary optimality conditions for delta-nabla isoperimetric problems are proved, and…

This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…

We present a modern stochastic control framework for dynamic optimization of river environment and ecology. We focus on a fisheries problem in Japan, and show several examples of simplified optimal control problems of stochastic…

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…

The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…

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…

In this paper, an optimal control problem governed by a class of p-Laplacian elliptic equations is studied. In particular, as no monotonicity assumption is assumed on the nonlinear term, the state equation may admit several solutions for…

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…