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In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

Optimization and Control · Mathematics 2019-10-22 Benoît Bonnet

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…

Optimization and Control · Mathematics 2013-03-12 Md. Haider Ali Biswas , Maria do Rosario de Pinho

The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…

Optimization and Control · Mathematics 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Optimization and Control · Mathematics 2018-03-02 Lijuan Wang , Qishu Yan

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…

Optimization and Control · Mathematics 2018-02-06 Tianxiao Wang

Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…

Optimization and Control · Mathematics 2023-05-25 Siddhartha Ganguly , Souvik Das , Debasish Chatterjee , Ravi Banavar

For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…

Optimization and Control · Mathematics 2024-01-09 Guomin Liu , Jian Song , Meng Wang

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…

Optimization and Control · Mathematics 2021-08-25 Florin Avram , Lorenzo Freddi , Dan Goreac

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

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…

Optimization and Control · Mathematics 2018-12-27 Hélène Frankowska , Xu Zhang

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

In the present paper we deal with an optimal control problem related to a model in population dynamics; more precisely, the goal is to modify the behavior of a given density of individuals via another population of agents interacting with…

Optimization and Control · Mathematics 2016-09-26 Mattia Bongini , Giuseppe Buttazzo

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

In this paper, the fractional order Hegselmann-Krause type model with leadership is studied.We seek an optimal control strategy for the system to reach a consensus in such a way that the control mechanism is included in the leader dynamics.…

Dynamical Systems · Mathematics 2017-08-22 Ricardo Almeida , Agnieszka B. Malinowska , Tatiana Odzijewicz

We investigate convergence properties of a proposed distributed model predictive control (DMPC) scheme, where agents negotiate to compute an optimal consensus point using an incremental subgradient method based on primal decomposition as…

Multiagent Systems · Computer Science 2008-03-03 Tamas Keviczky , Karl Henrik Johansson