Related papers: Convergence in nonlinear optimal sampled-data cont…
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…
We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…
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…
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…
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…
In optimal control theory, infimum gap means that there is a gap between the infimum values of a given minimum problem and an extended problem, obtained by enlarging the set of original solutions and controls. The gap phenomenon is somewhat…
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…
This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…
The main purpose of this paper is to give a solution to a long-standing unsolved problem in stochastic control theory, i.e., to establish the Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear…
We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…
This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…
We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…
Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the…
Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…
In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…
We establish a geometric Pontryagin maximum principle for discrete time optimal control problems on finite dimensional smooth manifolds under the following three types of constraints: a) constraints on the states pointwise in time, b)…
This paper concerns optimal control problems for a class of sweeping processes governed by discontinuous unbounded differential inclusions that are described via normal cone mappings to controlled moving sets. Largely motivated by…