Related papers: Semiconcavity for the minimum time problem in pres…
In intertemporal settings, the multiattribute utility theory of Kihlstrom and Mirman suggests the application of a concave transform of the lifetime utility index. This construction, while allowing time and risk attitudes to be separated,…
Along the optimal trajectory of an optimal control problem constrained by a semilinear parabolic partial differential equation, we prove the differentiability of the value function with respect to the initial condition and, under additional…
We study the existence and approximate controllability of a class of fractional nonlocal delay semilinear differential systems in a Hilbert space. The results are obtained by using semigroup theory, fractional calculus, and Schauder's fixed…
This paper presents the equivalence between minimal time and minimal norm control problems for internally controlled heat equations. The target is an arbitrarily fixed bounded, closed and convex set with a nonempty interior in the state…
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…
In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls. Our design is…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
In Euclidean space of dimension 2 or 3, we study a minimum time problem associated with a system of real-analytic vector fields satisfying H\"ormander's bracket generating condition, where the target is a nonempty closed set. We show that,…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…
In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of…
We study the time optimal control problem for differential inclusions with a general closed target. We first give the representation of the proximal horizontal subgradients of the minimum time function $\mathcal{T}$ and then, together with…
This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback…
This paper is devoted to the stochastic optimal control problem of infinite-dimensional differential systems allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases studied by…
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 paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…
The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…
In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…
A class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…
This work concerns the optimal control problem for McKean-Vlasov SDEs. We provide explicit conditions to ensure the existence of optimal Markovian feedback controls. Moreover, based on the flow property of the McKean-Vlasov SDE, the dynamic…