Related papers: On the uniqueness of the optimal control for 2-dim…
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…
We study controllability issues for the 2D Euler and Navier-Stokes (NS) systems under periodic boundary conditions. These systems describe motion of homogeneous ideal or viscous incompressible fluid on a two-dimensional torus…
We study no-gap second-order optimality conditions for a non-uniformly convex and non-smooth integral functional. The integral functional is extended to the space of measures. The obtained second-order derivatives contain integrals on…
We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…
We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
This work is concerned with an optimal control problem on a Riemannian manifold, for which two typical cases are considered. The first case is when the endpoint is free. For this case, the control set is assumed to be a separable metric…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…
In this paper, the steady creeping flow equations of a second grade fluid in cartesian coordinates are considered; the equations involve a small parameter related to the dimensionless non--Newtonian coefficient. According to a recently…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
We study the singularities for minimum time control-affine problems in 4D with 2D controls. After regularization, the problem boils down to the study of a bifurcation around some nilpotent equilibrium in the singular locus. We show that the…
This article studies the solutions of a two-dimensional grade-two fluid model with a fully non-homogeneous boundary condition for velocity u. Compared to problems with a homogeneous or tangential boundary condition, studied by many authors…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
This paper studies a {\it reversible} investment problem where a social planner aims to control its capacity production in order to fit optimally the random demand of a good. Our model allows for general diffusion dynamics on the demand as…