相关论文: Isoperimetric problems on time scales with nabla d…

This note surveys some classical results and recent developments on the interplay between lower curvature bounds and the isoperimetric problem. It is based on mini-courses given at the European Doctorate School of Differential Geometry…

Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Monte Carlo optimizations of Number Partitioning and of Diophantine approximations are microscopic realizations of `Trap Model' dynamics. This offers a fresh look at the physics behind this model, and points at other situations in which it…

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

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 work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…

We analyze conditional optimization problems arising in discrete time Principal-Agent problems of delegated portfolio optimization with linear contracts. Applying tools from Conditional Analysis we show that some results known in the…

In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

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…

In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…

In this paper we consider discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…

We prove necessary optimality conditions for problems of the calculus of variations on time scales with a Lagrangian depending on the free end-point.

We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric…

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…