Related papers: No infimum gap and normality in optimal impulsive …
In recent developments, a novel set of necessary optimality conditions for mixed constrained optimal control problems, termed the asymptotic weak maximum principle, has been formulated. These novel conditions deviate from the classical ones…
For linear time-invariant systems having a state matrix with uncertain sign, we formulate a minimax adaptive control problem as a zero sum dynamic game. Explicit expressions for the optimal value function and the optimal control law are…
We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
This paper examines impulsive controls related to nonautonomous impulsive integro-differential equations in Hilbert space, highlighting their significance. We establish the existence of the mild solution by using fixed point approach and…
Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem of a SIR epidemic on an infinite horizon. A state constraint related to intensive care units (ICU) capacity is imposed and the objective…
This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…
Given a nonlinear control system, a target set, a nonnegative integral cost, and a continuous function $W$, we say that the system is globally asymptotically controllable to the target with W-regulated cost, whenever, starting from any…
We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
The optimal control of passive systems in equilibrium typically favours quasistatic (infinite-time) protocols. We show that a breakdown of quasistatic optimality occurs when the controller itself is dissipative. Concretely, we study a…
In this paper, we extend the definition of qx-asymptotic function, for extended real-valued function that define on an infinite dimensional topological normed space without lower semicontinuity or quasi-convexity condition. As the main…
The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…
The famous proof of the Pontryagin maximum principle for control problems on a finite horizon bases on the needle variation technique, as well as the separability concept of cones created by disturbances of the trajectories. In this…
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
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 consider optimal control of a multi-class queue in the Halfin--Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing results in the literature for such systems provide…