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We study an optimal control problem for a non-autonomous SEIRS model with incidence given by a general function of the infective, the susceptible and the total population, and with vaccination and treatment as control variables. We prove…
This paper aims to devise the shape of the external electromagnetic field that drives the spin dynamics of radical pairs to a quantum coherent state through maximization of the triplet-born singlet yield in biochemical reactions. The model…
In this paper, the study of nonsmooth optimal control problems (P) involving a controlled sweeping process with three main characteristics is launched. First, the sweeping sets are nonsmooth, time-dependent, and uniformly prox-regular.…
We study a class of singular stochastic control problems for a one-dimensional diffusion $X$ in which the performance criterion to be optimised depends explicitly on the running infimum $I$ (or supremum $S$) of the controlled process. We…
We develop a mathematical model, based on a system of ordinary differential equations, to the upshot of farming alertness in crop pest administration, bearing in mind plant biomass, pest, and level of control. Main qualitative analysis of…
This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…
An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…
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…
Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…
We consider optimal control problems for diffusion processes, where the objective functional is defined by a time-consistent dynamic risk measure. We focus on coherent risk measures defined by $g$-evaluations. For such problems, we…
Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…
Retractions maps are used to define a discretization of the tangent bundle of the configuration manifold as two copies of the configuration manifold where the dynamics take place. Such discretization maps can be conveniently lifted to the…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…
In this paper, we will demonstrate how to use a nonlinear polyhedral constrained optimization solver called the Polyhedral Active Set Algorithm (PASA) for solving a general singular control problem. We present methods of discretizing a…
This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…
Motivated by the control of invasive biological populations, we consider a class of optimization problems for moving sets $t\mapsto \Omega(t)\subset\mathbb{R}^2$. Given an initial set $\Omega_0$, the goal is to minimize the area of the…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…