Related papers: On the Noether Invariance Principle for Constraine…
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…
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…
At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
The solution of time dependent differential equations with neural networks has attracted a lot of attention recently. The central idea is to learn the laws that govern the evolution of the solution from data, which might be polluted with…
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…
For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…
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…
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…
This note is concerned with an optimal control problem governed by the relativistic Maxwell-Newton-Lorentz equations, which describes the motion of charges particles in electro-magnetic fields and consists of a hyperbolic PDE system coupled…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
An open question contributed by Yu. Orlov to a recently published volume "Unsolved Problems in Mathematical Systems and Control Theory", V.D. Blondel, A. Megretski (eds), Princeton Univ. Press, 2004, concerns regularization of optimal…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…
The Noether theorem for Hamiltonian constrained systems is revisited. In particular, our review presents a novel method to show that the gauge transformations are generated by the conserved quantities associated with the first class…
Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…
For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…