Related papers: Lipschitz regularity of controls and inversion map…
We consider the Cauchy problem for non-autonomous forms inducing elliptic operators in divergence form with Dirichlet, Neumann, or mixed boundary conditions on an open subset $\Omega$ $\subseteq$ R n. We obtain maximal regularity in L 2…
We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…
In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…
We address consecutively two problems. First we introduce a class of so called Fre'chet generalized controls for a multi-input control-affine system with non-commuting controlled vector fields. For each control of the class one is able to…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
The extremum value theorem for function spaces plays the central role in optimal control. It is known that computation of optimal control actions and policies is often prone to numerical errors which may be related to computability issues.…
This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…
A singular stochastic control problem with state constraints in two-dimensions is studied. We show that the value function is $C^1$ and its directional derivatives are the value functions of certain optimal stopping problems. Guided by the…
We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…
We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…
In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem…
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…
The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…
We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
The classical optimal trading problem is the closure of a position in an asset over a time interval; the trader maximizes an expected utility under the constraint that the position be fully closed by terminal time. Since the asset price is…
We consider integral functionals with slow growth and explicit dependence on u of the lagrangian; this includes many relevant examples, as, for instance, in elastoplastic torsion problems or in image restoration problems. Our aim is to…
In this work, we study an optimal control problem for a multi-agent system modeled by an undirected formation graph with nodes describing the kinematics of each agent, given by a left-invariant control system on a Lie group. The agents…
The second part of our study is devoted to an analysis of the exactness of penalty functions for optimal control problems with terminal and pointwise state constraints. We demonstrate that with the use of the exact penalty function method…
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…