Related papers: Control problems with differential constraints of …
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…
We investigate optimal control problems governed by the elliptic partial differential equation $-\Delta u=f$ subject to Dirichlet boundary conditions on a given domain $\Omega$. The control variable in this setting is the right-hand side…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…
This paper concerns two algorithms for solving optimal control problems with hybrid systems. The first algorithm aims at hybrid systems exhibiting sliding modes. The first algorithm has several features which distinguishes it from the other…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…
We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…
We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
This work studies a class of singular Volterra integral equations that are (controlled) and can be applied to memory-related problems.For optimum controls, we prove a second-order Pontryagin type maximal principle.
Through the Pontryagin maximum principle, we solve a minimal-time problem for a linear control system on a cylinder, considered as a homogeneous space of the solvable Lie group of dimension two. The main result explicitly shows the…
We formulate and analyse an optimal control problem for the coagulation-fragmentation equation, where a scalar, time-dependent control modulates the coagulation rate by multiplying the coagulation kernel. The objective functional consists…
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…
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 concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the…