Related papers: A numerical solution approach for non-smooth optim…
Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the $\theta$-method in time for solving time dependent anisotropic diffusion problems. It is shown that the numerical…
In this paper we study optimal control problems governed by a semilinear elliptic equation. The equation is nonmonotone due to the presence of a convection term, despite the monotonocity of the nonlinear term. The resulting operator is…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
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…
In this paper, we carry out the numerical analysis of a nonsmooth quasilinear elliptic optimal control problem, where the coefficient in the divergence term of the corresponding state equation is not differentiable with respect to the state…
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…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on…
This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…
We study an optimal control problem arising from a resource allocation problem in cellular metabolism. A minimalistic model that describes the production of enzymatic vs. non-enzymatic biomass components from a single nutrient source is…
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville…
Reliable high-fidelity quantum state transformation has always been considered as an inseparable part of quantum information processing. In this regard, Pontryagin maximum principle has proved to play an important role to achieve the…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal…
We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional…