Related papers: Optimal Control Problems with a Fixed Terminal Tim…
The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…
Fractional control systems with the Caputo derivative are considered. The modified controllability Gramian and the minimum energy optimal control problem are investigated. Construction of minimizing steering controls for the modified energy…
We consider a conflict-controlled dynamical system described by a nonlinear ordinary fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ Basing on the finite-difference Gr\"{u}nwald-Letnikov…
In this paper the chaos control in the discrete logistic map of fractional order is obtained with an impulsive control algorithm. The underlying discrete initial value problem of fractional order is considered in terms of Caputo delta…
We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…
On the 3-dimensional fractional-order Toda lattice with two controls The main purpose of this paper is to study the fractional-order system with Caputo derivative associated to 3-dimensional Toda lattice with two controls. For this…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
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…
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…
This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…
We introduce a numerical method, based on modified hat functions, for solving a class of fractional optimal control problems. In our scheme, the control and the fractional derivative of the state function are considered as linear…
This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
We study an optimal control problem associated to a fractional nonlocal thermistor problem involving the ABC (Atangana-Baleanu-Caputo) fractional time derivative. We first prove the existence and uniqueness of solution. Then, we show that…