相关论文: Uniform value for some nonexpansive optimal contro…

This paper presents a unified derivation of transversality conditions in optimal control problems using exact penalty functions. The key regularity condition is that the origin is uniformly separated from the subdifferential of the penalty…

Let a control system and a target be given on an open subset of an Euclidean space. The existence of a Control Lyapunov Function - namely a positive definite, semiconcave, solution of the Hamilton-Jacobi inequality corresponding to the…

Optimal values and solutions of empirical approximations of stochastic optimization problems can be viewed as statistical estimators of their true values. From this perspective, it is important to understand the asymptotic behavior of these…

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

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…

We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…

We examine mean field control problems on a finite state space, in continuous time and over a finite time horizon. We characterize the value function of the mean field control problem as the unique viscosity solution of a…

The solutions to surface evolution problems like mean curvature flow can be expressed as value functions of suitable stochastic control problems, obtained as limit of a family of regularised control problems. The control-theoretical…

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

We consider averages convergence as the time-horizon goes to infinity of optimal solutions of time-dependent optimal control problems to optimal solutions of the corresponding stationary optimal control problems. Control problems play a key…

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

We study a general class of elliptic free boundary problems equipped with a Dirichlet boundary condition. Our primary result establishes an optimal $C^{1,1}$-regularity estimate for $L^p$-strong solutions at points where the free and fixed…

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…

During the last years, asymptotic (or sequential) constraint qualifications, which postulate upper semicontinuity of certain set-valued mappings and provide a natural companion of asymptotic stationarity conditions, have been shown to be…

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

We study the regularity of the solutions of second order boundary value problems on manifolds with boundary and bounded geometry. We first show that the regularity property of a given boundary value problem $(P, C)$ is equivalent to the…

This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state…

In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…

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…