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We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these…

最优化与控制 · 数学 2024-09-18 Dmitry V. Khlopin

The problems of optimizing the value of an arbitrary observable of the two-level system at both a fixed time and the shortest possible time is theoretically explored. Complete identification and classification along with comprehensive…

量子物理 · 物理学 2016-12-02 Dmitry V. Zhdanov , Tamar Seideman

In an infinite-horizon optimal control problem the stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.

最优化与控制 · 数学 2010-12-17 Dmitry Khlopin

This paper characterizes the solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in…

最优化与控制 · 数学 2017-10-13 D. Q. Mayne , S. V. Rakovic , R. B. Vinter , E. C. Kerrigan

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

最优化与控制 · 数学 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

Optimal control theory is a promising candidate for a drastic improvement of the performance of quantum information tasks. We explore its ultimate limit in paradigmatic cases, and demonstrate that it coincides with the maximum speed limit…

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

最优化与控制 · 数学 2024-12-20 Timo Reis , Manuel Schaller

An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…

最优化与控制 · 数学 2015-07-01 Nikolay Pogodaev

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

最优化与控制 · 数学 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper aims to develop new methodologies, which are significantly…

最优化与控制 · 数学 2015-07-06 Chonghu Guan , Xun Li , Zuoquan Xu , Fahuai Yi

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

最优化与控制 · 数学 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

We consider a control problem where the state must reach asymptotically a target while paying an integral payoff with a non-negative Lagrangian. The dynamics is just continuous, and no assumptions are made on the zero level set of the…

最优化与控制 · 数学 2018-05-10 Monica Motta , Franco Rampazzo

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

概率论 · 数学 2008-12-20 Seid Bahlali

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

最优化与控制 · 数学 2018-12-04 Shuzhen Yang

We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the value function, we prove that sensitivity relations plus the…

最优化与控制 · 数学 2016-07-20 Dmitry Khlopin

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

最优化与控制 · 数学 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

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…

最优化与控制 · 数学 2023-07-25 Giovanni Fusco , Monica Motta

New form of sufficient optimality condition is obtained in comparison with the Mangasarian sufficiency theorem. Both finite and infinite values of objective functional are allowed since concepts of overtaking and weakly overtaking…

最优化与控制 · 数学 2019-09-18 Anton O. Belyakov

We address the infinite-horizon minimum energy control problem for linear time-invariant finite-dimensional systems $(A, B)$. We show that the problem admits a solution if and only if $(A, B)$ is stabilizable and $A$ does not have imaginary…

最优化与控制 · 数学 2025-02-26 Mohamed-Ali Belabbas , Xudong Chen

We study the behavior of $p$-Dirichlet optimal design problem with volume constraint for $p$ large. As the limit as $p$ goes to infinity, we find a limiting free boundary problem governed by the infinity-Laplacian operator. We establish a…

偏微分方程分析 · 数学 2009-04-02 J. D. Rossi , E. V. Teixeira