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This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

Optimization and Control · Mathematics 2025-12-22 Guanwei Cheng

We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

Optimization and Control · Mathematics 2023-05-22 Jodi Dianetti , Giorgio Ferrari

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…

Optimization and Control · Mathematics 2007-05-23 M. Chyba , N. E. Leonard , E. D. Sontag

We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

In this article, we prove second-order necessary optimality conditions for the so-called time crisis problem that comes up within the context of viability theory. It consists in minimizing the time spent by solutions of a controlled…

Optimization and Control · Mathematics 2019-02-15 Laurent Pfeiffer , Terence Bayen

In this paper, we deal with a minimum time problem in presence of a time delay $\tau.$ The value function of the considered optimal control problem is no longer defined in a subset of $\mathbb{R}^{n}$, as it happens in the undelayed case,…

Optimization and Control · Mathematics 2024-12-03 Elisa Continelli , Cristina Pignotti

We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…

Optimization and Control · Mathematics 2013-01-30 M. Barbero-Liñán , B. Jakubczyk

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

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…

Optimization and Control · Mathematics 2023-02-20 Filippo de Feo , Salvatore Federico , Andrzej Święch

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

Optimization and Control · Mathematics 2021-06-18 Jiequn Han , Ruimeng Hu

In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…

Optimization and Control · Mathematics 2021-10-04 Claudia M. Gariboldi , Domingo A. Tarzia

We study, by means of a topological approach, the forced oscillations of second order functional retarded differential equations subject to periodic perturbations. We consider a delay-type functional dependence involving a gamma probability…

Classical Analysis and ODEs · Mathematics 2022-05-30 Alessandro Calamai , Maria Patrizia Pera , Marco Spadini

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…

Optimization and Control · Mathematics 2024-01-09 Mruganka Kashyap , Laurent Lessard

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

We derive conditions for the propagation of monotone ordering properties for a class of nonlinear parabolic partial differential equation (PDE) systems on metric graphs. For such systems, PDE equations with a general nonlinear dissipation…

Optimization and Control · Mathematics 2016-06-28 Sidhant Misra , Marc Vuffray , Anatoly Zlotnik , Michael Chertkov

We study the problem of the minimum-time damping of a closed string under a bounded load, applied at a single fixed point. A constructive feedback control law is designed, which allows bringing the system to a bounded neighbourhood of the…

Optimization and Control · Mathematics 2017-05-19 Alexander Ovseevich , Aleksey Fedorov

This paper presents a characterization of distributed controllers subject to delay constraints induced by a strongly connected communication graph that achieve a prescribed closed loop $\mathcal{H}_\infty$ norm. Inspired by the solution to…

Optimization and Control · Mathematics 2014-02-11 Nikolai Matni