Related papers: Optimal control in Bombieri's and Tammi's conjectu…
We formulate and analyse an optimal control problem for the coagulation-fragmentation equation, where a scalar, time-dependent control modulates the coagulation rate by multiplying the coagulation kernel. The objective functional consists…
In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs for short), in which the control has two components: the…
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…
Let $\mathcal{S}$ denote the class of functions $f$ which are analytic and univalent in the unit disk ${\mathbb D}=\{z:|z|<1\}$ and normalized with $f(z)=z+\sum_{n=2}^{\infty} a_n z^n$. Using a method based on Grusky coefficients we study…
We consider the optimal control problem associated with a general version of the well known shallow lake model, and we prove the existence of an optimum in the class $L_{loc}^{1}\left(0,+\infty\right)$. Any direct proof seems to be missing…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
In this paper we study and solve an optimal control problem motivated by applications in quantum and classical physics. Although apparently simple, this optimal control problem is not easy to solve and we resort to various elaborated…
Let $X_1,\dots,X_n$ be independent nonnegative random variables (r.v.'s), with $S_n:=X_1+\dots+X_n$ and finite values of $s_i:=E X_i^2$ and $m_i:=E X_i>0$. Exact upper bounds on $E f(S_n)$ for all functions $f$ in a certain class…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…
In this paper we study optimal control problems with either fractional or regional fractional $p$-Laplace equation, of order $s$ and $p\in [2,\infty)$, as constraints over a bounded open set with Lipschitz continuous boundary. The control,…
In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…
For a real constant $b,$ we give sharp estimates of $\log|f(z)/z|+b\arg[f(z)/z]$ for subclasses of normalized univalent functions $f$ on the unit disk.
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…