Related papers: An Operator-Theoretic Framework for the Optimal Co…

We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…

In this paper, we study optimal control problems of semilinear elliptic and parabolic equations. A tracking cost functional, quadratic in the control and state variables, is considered. No control constraints are imposed. We prove that the…

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

We consider an optimal control problem governed by a class of boundary value problem with the spectral Dirichlet fractional Laplacian. Some sufficient condition for the existence of optimal processes is stated. The proof of the main result…

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

In their recent work `Well-posedness, regularity and asymptotic analyses for a fractional phase field system' (Asymptot. Anal. 114 (2019), 93-128; see also the preprint arXiv:1806.04625), two of the present authors have studied phase field…

We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, where agents interact through heterogeneous and asymmetric…

We study the Linear-Quadratic optimal control problem for a general class of infinite-dimensional passive systems, allowing for unbounded input and output operators. We show that under mild assumptions, the finite cost condition is always…

In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…

A Caputo fractional-order mathematical model for the transmission dynamics of tuberculosis (TB) was recently proposed in [Math. Model. Nat. Phenom. 13 (2018), no. 1, Art. 9]. Here, a sensitivity analysis of that model is done, showing the…

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-order Gauss-Markov) structure, captured by a lower-triangular…