相关论文: Towards the theory of strong minimum. A view from …

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

Optimal control theory is developed for the task of obtaining a primary objective in a subspace of the Hilbert space while avoiding other subspaces of the Hilbert space. The primary objective can be a state-to-state transition or a unitary…

This paper is concerned with necessary and sufficient conditions for near-optimal singular stochastic controls for systems driven by a nonlinear stochastic differential equations (SDEs in short). The proof of our result is based on…

Metric regularity is among the central concepts of nonlinear and variational analysis, constrained optimization, and their numerous applications. However, metric regularity can be elusive for some important ill-posed classes of problems…

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…

In this paper we consider the minimization of a continuous function that is potentially not differentiable or not twice differentiable on the boundary of the feasible region. By exploiting an interior point technique, we present first- and…

We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary…

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

We consider the control problem with \textit{exit time}. Unlike the Bolza and Mayer problems, in this problem the terminal time of the trajectories is not fixed, but it is the first time at which they reach a given closed subset -…

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong…

In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of…