Related papers: Norm and time optimal control problems of stochast…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
We consider Tikhonov regularization of control-constrained optimal control problems. We present new a-priori estimates for the regularization error assuming measure and source-measure conditions. In the special case of bang-bang solutions,…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
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…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…
Optimal control theory is applied to analyze the time-optimal solution with a single scalar control knob in a two-level quantum system without quantum decoherence. Emphasis is \change{placed} on the dependence on the maximum control…
In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
An optimal boundary control problem for the one-dimensional heat equation is considered. The objective functional includes a standard quadratic terminal observation, a Tikhonov regularization term with regularization parameter $\nu$, and…
We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
The context of the present paper is stochastic thermodynamics - an approach to nonequilibrium thermodynamics rooted within the broader framework of stochastic control. In contrast to the classical paradigm of Carnot engines, we herein…
This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…