Related papers: A Unified Regularity Condition for Optimal Control…
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…
In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…
This article is devoted to the analysis of necessary and/or sufficient conditions for metric regularity in terms of Demyanov-Rubinov-Polyakova quasidifferentials. We obtain new necessary and sufficient conditions for the local metric…
Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…
The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…
We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…
This study addresses the challenge of achieving real-time Universal Self-Learning Control (USLC) in nonlinear dynamic systems with uncertain models. The proposed control method incorporates a Universal Self-Learning module, which introduces…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…
In this paper, we consider the cardinality-constrained optimization problems and propose a new sequential optimality condition for the continuous relaxation reformulation which is popular recently. It is stronger than the existing results…
We present a focused introduction to exact penalty methods for nonlinear programs and mathematical programs with equilibrium constraints (MPECs), emphasizing their connection to modern error bound theory. The goal is twofold. First, we…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
We consider a Bolza type optimal control problem of the form \begin{equation}\min J_{t}(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\tag{P$_{t,x}$}\end{equation} Subject to: \begin{equation}\label{tag:admissible}\tag{D}\begin{cases} y\in…
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…
Optimization over the intersection of two manifolds arises in a broad range of applications, but is hindered by the coupled geometry of the feasible region. In this paper, we prove that the regularities -- clean intersection and intrinsic…
This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…