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The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…

Optimization and Control · Mathematics 2018-12-27 Hélène Frankowska , Xu Zhang

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…

Classical Analysis and ODEs · Mathematics 2007-05-23 C. A. Terrero-Escalante

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…

Mathematical Physics · Physics 2017-01-18 Leonardo Colombo

The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Marc Quincampoix , Vladimir Veliov

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…

Optimization and Control · Mathematics 2025-03-04 Wei Ouyang , Jane Ye , Binbin Zhang

We consider a bilinear optimal control problem associated to the following chemotaxis-consumption model in a bounded domain $\Omega \subset \mathbb{R}^3$ during a time interval $(0,T)$: $$\partial_t u - \Delta u = - \nabla \cdot (u \nabla…

Optimization and Control · Mathematics 2023-10-26 Francisco Guillén-González , André Luiz Corrêa Vianna Filho

In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…

Mathematical Physics · Physics 2007-05-23 Yu. A. Mamedov , H. I. Ahmadov

A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…

Optimization and Control · Mathematics 2012-04-10 Jiongmin Yong

Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of non-parametric linear time-invariant (LTI) systems are known and well-investigated. In this work, using the general framework of…

Optimization and Control · Mathematics 2024-11-12 Petar Mlinarić , Peter Benner , Serkan Gugercin

This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…

Optimization and Control · Mathematics 2013-10-17 J. Frédéric Bonnans , Constanza De La Vega , Xavier Dupuis

In this workshop, we present a compact but rigorous introduction to second-order optimality conditions for mathematical programs with equilibrium constraints (MPECs). We start from the classical nonlinear programming template, then explain…

Optimization and Control · Mathematics 2026-04-24 Jiguang Yu

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Optimization and Control · Mathematics 2020-09-23 Martin Burger , René Pinnau , Claudia Totzeck , Oliver Tse

This work is devoted to studying dynamic interpolation for obstacle avoidance. This is a problem that consists of minimizing a suitable energy functional among a set of admissible curves subject to some interpolation conditions. The given…

Optimization and Control · Mathematics 2018-09-11 Anthony Bloch , Margarida Camarinha , Leonardo Colombo

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…

Optimization and Control · Mathematics 2017-11-15 Peter Bank , Moritz Voß

Motivated by applications in computational anatomy, we consider a second-order problem in the calculus of variations on object manifolds that are acted upon by Lie groups of smooth invertible transformations. This problem leads to solution…

Optimization and Control · Mathematics 2015-06-03 François Gay-Balmaz , Darryl D. Holm , David M. Meier , Tudor S. Ratiu , François-Xavier Vialard

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

Optimization and Control · Mathematics 2016-06-06 Eugene A. Feinberg

We study a multi-objective scheduling problem on two dedicated processors. The aim is to minimize simultaneously the makespan, the total tardiness and the total completion time. This NP-hard problem requires the use of well-adapted methods.…

Data Structures and Algorithms · Computer Science 2021-01-05 Adel Kacem , Abdelaziz Dammak

In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…

Optimization and Control · Mathematics 2023-04-28 Cyrille Kenne , Gisèle Mophou , Mahamadi Warma

This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…

Systems and Control · Computer Science 2017-11-27 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar
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