Related papers: Optimal Control Problems Involving Combined Fracti…
This paper studies the decay of an objective functional using a new control technique within Pontryagin's framework. Convergence analysis is carried out on the infinite-dimensional space of Tokamak plasma dynamical state as described by…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
This work deals with the study of an optimal control of a system of nonlinear differential equations using the Bagarello's operator approach, recently introduced in a paper (Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 -…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…
Optimal quantum control of continuous variable systems poses a formidable computational challenge because of the high-dimensional character of the system dynamics. The framework of quantum invariants can significantly reduce the complexity…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…
We prove existence and uniqueness of mild solutions to Sobolev type fractional nonlocal dynamic equations in Banach spaces. The Sobolev nonlocal condition is considered in terms of a Riemann-Liouville fractional derivative. A Lagrange…
This paper is concerned with necessary and sufficient second-order conditions for finite-dimensional and infinite-dimensional constrained optimization problems. Using a suitably defined directional curvature functional for the admissible…
Research focus on optimal control problems brought on by fractional differential equations has been extensively applied in practice. However, because they are still open-ended and challenging, a number of problems with fractional…
In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…
We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by…
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid to…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…
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 geometric approach to kinematics in control theory is illustrated. A non-linear control system is derived for the problem and the Pontryagin maximum principle is used to find the time-optimal trajectories of the Parallel navigation. The…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
This contribution considers optimal control problems subject to nonlocal conservation laws -- those in which the velocity depends nonlocally (i.e., via a convolution) on the solution -- and the so-called singular limit. First, the existence…