Related papers: Optimal control of nonconvex integro-differential …
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper, we analyze and discuss the well-posedness of a new variant of the so-called sweeping process, introduced by J.J. Moreau in the early 70's \cite{More71} with motivation in plasticity theory. In this variant, the normal cone to…
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…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
In this paper, the study of nonsmooth optimal control problems (P) involving a controlled sweeping process with three main characteristics is launched. First, the sweeping sets are nonsmooth, time-dependent, and uniformly prox-regular.…
We generalize a Maximum Principle for optimal control problems involving sweeping systems previously derived in ``Necessary conditions for optimal control problems with sweeping systems and end point constraints'', by de Pinho, Ferreira and…
We obtain necessary conditions of optimality for impulsive Volterra integral equations with switching and impulsive controls, with variable impulse time-instants. The present work continues and complements our previous work on impulsive…
In this study, we investigate optimal control problems that involve sweeping processes with a drift term and mixed inequality constraints. Our goal is to establish necessary optimality conditions for these problems. We address the…
We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…
This paper mainly focuses on solving the dynamic optimization of the planar controlled crowd motion models with obstacles which is an application of a class of optimal control problems governed by a general perturbed nonconvex sweeping…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
We present an optimal control problem to guide the selection of morphology classes arising in organic solar cells. The study focuses on phase separation processes in polymer solvent mixtures, with particular attention to solvent evaporation…
The paper is devoted to a free-time optimal control problem for sweeping processes. We develop a constructive finite-difference approximation procedure that allows us to establish necessary optimality conditions for discrete optimal…
This paper addresses novel applications to practical modeling of the newly developed theory of necessary optimality conditions in controlled sweeping/Moreau processes with free time and pointwise control and state constraints. Problems of…
Optimal control problems of forward stochastic Volterra integral equations (SVIEs) are formulated and studied. When control region is arbitrary subset of Euclidean space and control enters into the diffusion, necessary conditions of…
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville…