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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…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the…

Mathematical Physics · Physics 2019-06-26 Franco Cardin , Andrea Spiro

For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…

Optimization and Control · Mathematics 2018-09-06 Evgeny Avakov , Georgii Magaril-Il'yaev

This paper focuses on the optimal control of a class of stochastic Volterra integral equations. Here the coefficients are regular and not assumed to be of convolution type. We show that, under mild regularity assumptions, these equations…

Probability · Mathematics 2026-04-08 Dylan Possamaï , Mehdi Talbi

This paper concerns some time optimal control problems of three different ordinary differential equations in $\mathbb{R}^2$. Corresponding to certain initial data and controls, the solutions of the systems quench at finite time. The goal to…

Optimization and Control · Mathematics 2012-09-06 Ping Lin

We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…

Optimization and Control · Mathematics 2021-10-07 Maxim Staritsyn , Nikolay Pogodaev , Roman Chertovskih , Fernando Lobo Pereira

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…

Optimization and Control · Mathematics 2021-03-30 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…

Optimization and Control · Mathematics 2023-03-15 Yushi Hamaguchi

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

Optimization and Control · Mathematics 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama

We consider cost minimising control problems, in which the dynamical system is constrained by higher order differential equations of Euler-Lagrange type. Following ideas from a previous paper by the first and the third author, we prove that…

Optimization and Control · Mathematics 2021-01-27 Franco Cardin , Cristina Giannotti , Andrea Spiro

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…

Optimization and Control · Mathematics 2020-02-28 Benoît Bonnet , Francesco Rossi

In this paper we develop a variational method for the Loewner equation in higher dimensions. As a result we obtain a version of Pontryagin's maximum principle from optimal control theory for the Loewner equation in several complex…

Complex Variables · Mathematics 2014-02-28 Oliver Roth

Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

Optimization and Control · Mathematics 2023-03-17 Franco Cardin , Cristina Giannotti , Andrea Spiro

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

In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…

Optimization and Control · Mathematics 2018-11-20 Qi Lu , Haisen Zhang , Xu Zhang

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

We investigate control problems for wave-Petrovsky coupled systems in the presence of memory terms. By writing the solutions as Fourier series, we are able to prove Ingham type estimates, and hence reachability results. Our findings have…

Analysis of PDEs · Mathematics 2013-09-19 Paola Loreti , Daniela Sforza

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

Optimization and Control · Mathematics 2024-01-31 Jasarat J. Gasimov , Nazim I. Mahmudov

We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas