Related papers: Feedback maximum principle for ensemble control of…
Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…
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…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper presents an optimal control problem to analyze the efficacy of counter-terrorism tactics. We present an algorithm that efficiently combines the Minimum Principle of Pontryagin, the shooting method and the cyclic descent of…
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…
This paper is concerned with the partial information optimal control problem of wa controlled forward-backward stochastic differential equation of jump diffusion with correlated noises between the system and the observation. For this type…
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem with SIR dynamics. The main feature of our study is the presence of state constraints (related to intensive care units ICU capacity) and…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
In this paper, an optimal control problem governed by a class of p-Laplacian elliptic equations is studied. In particular, as no monotonicity assumption is assumed on the nonlinear term, the state equation may admit several solutions for…
This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…
Feedback control synthesis for large-scale particle systems is reviewed in the framework of model predictive control (MPC). The high-dimensional character of collective dynamics hampers the performance of traditional MPC algorithms based on…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
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…
A learning approach for optimal feedback gains for nonlinear continuous time control systems is proposed and analysed. The goal is to establish a rigorous framework for computing approximating optimal feedback gains using neural networks.…
The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…