Related papers: Second order necessary conditions for optimal cont…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
This article is concerned with the second order necessary conditions for the stochastic optimal control problem of stochastic evolution equation with model uncertainty when the traditional Pontryagin-type maximum principle holds trivially…
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with…
Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…
In the work, the property of the second-order subdifferential is studied and second-order optimality conditions are obtained for the minimization problem. We also obtained necessary and sufficient conditions for an extremum for the extremal…
This paper considers two types of boundary control problems for linear transport equations. The first one shows that transport solutions on a subdomain of a domain X can be controlled exactly from incoming boundary conditions for X under…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
The first part of the paper studies a class of optimal control problems in Bolza form, where the dynamics is linear w.r.t.~the control function. A necessary condition is derived, for the optimality of a trajectory which starts at a…
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic differential equation (BSDE). A very general maximum…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
In this paper we establish second-order sufficient optimality conditions for a boundary control problem that has been introduced and studied by three of the authors in the preprint arXiv:1407.3916. This control problem regards the viscous…
We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…
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…
In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…
In this paper we derive necessary optimality conditions for optimal control problems with nonlinear and nonsmooth implicit control systems. Implicit control systems have wide applications including differential algebraic equations (DAEs).…
The present paper extends the classical second-order variational problem of Herglotz type to the more general context of the Euclidean sphere S^n following variational and optimal control approaches. The relation between the Hamiltonian…
The aim of this work is to study the optimal control problems of flows governed by the incompressible third grade fluid equations with Navier-slip boundary conditions. After recalling a result on the well-posedness of the state equations,…
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…