Related papers: Enlarged Controllability and Optimal Control of Su…
In this paper we study the approximate controllability and existence of optimal control of impulsive fractional semilinear delay differential equations with non-local conditions. We use Sadovskii's fixed point theorem, semigroup theory of…
Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
In the Hilbert space $H$, the inverse problem of determining the right-hand side of the abstract subdiffusion equation with the fractional Caputo derivative is considered. For the forward problem, a non-local in time condition $u(0)=u(T)$…
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…
This paper introduces a novel methodology for the pricing and management of share buyback contracts, overcoming the limitations of traditional optimal control methods, which frequently encounter difficulties with high-dimensional state…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
The present paper deals with the control problems governed by fractional non-instantaneous impulsive functional evolution equations with state-dependent delay involving Caputo fractional derivatives in Banach spaces. The main objective of…
This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…
In this work, we use the integral definition of the fractional Laplace operator and study a sparse optimal control problem involving a fractional, semilinear, and elliptic partial differential equation as state equation; control constraints…
We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…