Related papers: Robust pointwise second order necessary conditions…
We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
In this article we study control problems with systems that are governed by ordinary differential equations whose vector fields depend linearly in the time derivatives of some components of the control. The remaining components are…
In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…
Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is at least continuously differentiable in the state variable. Here, by making use of the notion of set-valued…
The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
The paper addresses a new class of optimal control problems governed by the dissipative and discontinuous differential inclusion of the sweeping/Moreau process while using controls to determine the best shape of moving convex polyhedra in…
Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…
This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…
In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong to an ambiguity set consisting of all distributions whose…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
In this paper we derive new second-order optimality conditions for a very general set-constrained optimization problem where the underlying set may be nononvex. We consider local optimality in specific directions (i.e., optimal in a…
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…
In this work, we investigate optimal control of a Brinkman equation couple with sixth-order Cahn-Hilliard equation. The Cahn-Hilliard equation is endowed with a source term accounting for mass exchange and the velocity equation contains a…
This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…