Related papers: Optimal control problems driven by nonlinear degen…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
This paper introduces the notion of state constraints for optimal control problems governed by fractional elliptic PDEs of order $s \in (0,1)$. There are several mathematical tools that are developed during the process to study this…
A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an aggregative term in the cost function. The problems are…
The paper studies optimal control problem described by higher order evolution differential inclusions (DFIs) with endpoint and state constraints. In the term of Euler-Lagrange type inclusion is derived sufficient condition of optimality for…
We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
The purpose of this work is the formulation of optimality conditions for phase-field optimal control problems. The forward problem is first stated as an abstract nonlinear optimization problem, and then the necessary optimality conditions…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…
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…
In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We perform a detailed analysis of the non stationary solutions of the evolution (Fokker-Planck) equations associated to either stationary or non stationary quantum states by the stochastic mechanics. For the excited stationary states of…
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…
In this paper we study the optimal control of a class of semilinear elliptic partial differential equations which have nonlinear constituents that are only accessible by data and are approximated by nonsmooth ReLU neural networks. The…
This paper studies a nonlinear open-loop mean field Stackelberg stochastic differential game by using the probabilistic method through the FBSDE system and the idea of taking control as the fixed point. We successively construct the…
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…
Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…