Related papers: Pontryagin's Maximum Principle for Infinite Horizo…
Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest…
In this work, we investigate an indirect approach for the numerical solution of optimal control problems via neural networks. A customized neural network is constructed, where optimal state, co-state and control trajectories are…
We present a numerical framework to treat infinite time horizon spatially distributed optimal control problems via the associated canonical system derived by Pontryagin's Maximum Principle. The basic idea is to consider the canonical system…
In this paper, we consider ensembles of control-affine systems in $\mathbb{R}^d$, and we study simultaneous optimal control problems related to the worst-case minimization. After proving that such problems admit solutions, denoting with…
This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…
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…
We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…
In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimality based on the dual variables stochastic described by BSDEs…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…
In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike…
For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…
This paper studies a dynamic real-time optimization in the context of model-based time-optimal operation of batch processes under parametric model mismatch. In order to tackle the model-mismatch issue, a receding-horizon policy is usually…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…
We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…