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In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an…

Optimization and Control · Mathematics 2013-01-15 Wenning Wei

We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…

Optimization and Control · Mathematics 2022-06-29 Alexey Mashtakov

This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…

Optimization and Control · Mathematics 2017-02-10 Constantin Udriste

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…

Optimization and Control · Mathematics 2016-10-11 Andreas B. Hempel , Paul Goulart , John Lygeros

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

Analysis of PDEs · Mathematics 2017-12-29 Dorota Bors

A class of Pyragas type nonlocal feedback controllers with time-delay is investigated for the Schl\"ogl model. The main goal is to find an optimal kernel in the controller such that the associated solution of the controlled equation is as…

Adaptation and Self-Organizing Systems · Physics 2015-05-11 Peter Nestler , Eckehard Schöll , Fredi Tröltzsch

Many optimal control problems exhibit a peculiar behavior that is not completely understood, the Fuller Phenomenon. In a naive way, this phenomenon can be described as the accumulation of discontinuities in the control function. In this…

Optimization and Control · Mathematics 2014-03-19 Eduardo Oda , Pedro Aladar Tonelli

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

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…

Probability · Mathematics 2017-08-28 Qingxin Meng

We study dynamic minimization problems of the calculus of variations with generalized Lagrangian functionals that depend on a general linear operator $K$ and defined on bounded-time intervals. Under assumptions of regularity, convexity and…

Optimization and Control · Mathematics 2014-05-08 Loïc Bourdin , Tatiana Odzijewicz , Delfim F. M. Torres

We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

We study, in a unified way, the following questions related to the properties of Pontryagin extremals for optimal control problems with unrestricted controls: i) How the transformations, which define the equivalence of two problems,…

Optimization and Control · Mathematics 2009-09-19 Delfim F. M. Torres

Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…

Optimization and Control · Mathematics 2013-09-24 Hongwei Lou , Junjie Wen , Yashan Xu

We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…

Optimization and Control · Mathematics 2025-12-02 Andrei Agrachev , Ivan Beschastnyi , Michele Motta

We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional…

Dynamical Systems · Mathematics 2015-11-09 Joel Blot , Thoi Ngo

This paper presents a unified derivation of transversality conditions in optimal control problems using exact penalty functions. The key regularity condition is that the origin is uniformly separated from the subdifferential of the penalty…

Optimization and Control · Mathematics 2026-05-04 Majid Abbasov

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

Optimization and Control · Mathematics 2015-04-10 Mattia Bongini , Massimo Fornasier , Francesco Rossi , Francesco Solombrino

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

Optimization and Control · Mathematics 2010-08-20 Hongwei Lou

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

Optimization and Control · Mathematics 2013-02-15 Loïc Bourdin , Emmanuel Trélat

This article provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several applications of these operators in imaging science, geophysics,…

Optimization and Control · Mathematics 2021-06-28 Harbir Antil , Thomas S. Brown , Ratna Khatri , Akwum Onwunta , Deepanshu Verma , Mahamadi Warma
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