Related papers: An Eikonal equation with vanishing Lagrangian aris…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We consider in this note the Hamilton-Jacobi equation H(x, dx u) = c, where c \geq 0, of the classical N-body problem in an Euclidean space E of dimension k \geq 2. The fixed points of the Lax-Oleinik semigroup are global viscosity…
We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…
In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…
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…
We proposed an algorithm for solving Hamilton-Jacobi equation associated to an optimal trajectory problem for a vehicle moving inside the pre-specified domain with the speed depending upon the direction of the motion and current position of…
This paper establishes a strict mathematical relationship between an arbitrary continuous function on a compact set and its global minima, like the well-known first order optimality condition for convex and differentiable functions. By…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
We study properties of action-minimizing invariant sets for Tonelli Lagrangian and Hamiltonian systems and weak KAM solutions to the Hamilton-Jacobi equation in terms of Mather's averaging functions. Our principal discovery is that exposed…
We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of Liu and R\"ockner [J. Funct. Anal., 259 (2010), pp. 2902-2922]. This allows us to prove wellposedness of…
In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by $L^1$-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic…
A learning technique for finite horizon optimal control problems and its approximation based on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is involved when the feedback law is constructed by…
We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…
Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…
Classically, the optimal control problem in the presence of an adversary is formulated as a two-player zero-sum differential game or an $H_\infty$ control problem. The solution to these problems can be obtained by solving the…
In this paper, we study a stochastic recursive optimal control problem in which the system is governed by a functional forward-backward stochastic differential equation. Under standard assumptions, we establish the dynamic programming…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…