Related papers: No infimum gap and normality in optimal impulsive …
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…
In recent years, an approach to extremum seeking control made it possible to design control vector fields that lead to asymptotic stability of the minimum point provided that the minimum value of the function is known a priori. In this…
In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…
This article deals with the Lipschitz regularity of the ''approximate`` minimizers for the Bolza type control functional of the form \[J_t(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\] among the pairs $(y,u)$ satisfying a prescribed…
This paper introduces a nonlinear optimal guidance framework for guiding a pursuer to intercept a moving target, with an emphasis on real-time generation of optimal feedback control for a nonlinear optimal control problem. Initially,…
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…
In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…
We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…
We study the uniqueness of optimal solutions to extremal graph theory problems. Lovasz conjectured that every finite feasible set of subgraph density constraints can be extended further by a finite set of density constraints so that the…
The need of fast distributed solvers for optimization problems in networked systems has motivated the recent development of the Fast-Lipschitz optimization framework. In such an optimization, problems satisfying certain qualifying…
This paper is concerned with the existence and regularity of mininizers as well as of corresponding multipliers to an optimal control problem governed by semilinear elliptic equations, in which mixed pointwise control-state constraints are…
An optimal control of a steady state thermistor problem is considered, where the convective boundary coefficient is taken as the control variable. A distinctive feature of this paper is that the problem is considered in arbitrary…
Goh's and Legendre-Clebsch necessary conditions for optimal controls of affine-control systems are usually established under the hypothesis that the minimizing control lies in the interior of the control set $U$. In this paper we…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…