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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 address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
To mitigate dissipative effects from environmental interactions and efficiently stabilize quantum states, time-optimal control has emerged as an effective strategy for open quantum systems. This paper extends the framework by incorporating…
We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…
We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…
In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…
We obtain necessary optimality conditions for a semi-discretized optimal control problem for the classical system of nonlinear partial differential equations modelling the water-oil (isothermal dead-oil model).
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be…
Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…
This work establishes sensitivities of the solution of an optimal control problem (OCP) and a corresponding quantity of interest (QoI) to perturbations in a state/control-dependent component function that appears in the governing ODEs and…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
We consider the feedback design for stabilizing a rigid body system by making and breaking multiple contacts with the environment without prespecifying the timing or the number of occurrence of the contacts. We model such a system as a…
We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…
We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown parameter. Given a prior distribution for the unknown parameter, we…