相关论文: Necessary conditions for distributed optimal contr…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
Variational approaches have been used successfully as a strategy to take advantage from real data measurements. In several applications, this approach gives a means to increase the accuracy of numerical simulations. In the particular case…
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
We study an optimal boundary control problem for the two-dimensional stationary micropolar fluids system with variable density. We control the system by considering boundary controls, for the velocity vector and angular velocity of rotation…
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…
This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…
For a class of path-dependent stochastic evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. In this infinite-dimensional control…
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…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…
We consider an optimal control problem for the Navier-Stokes system with Navier slip boundary conditions. We denote by $\alpha$ the friction coefficient and we analyze the asymptotic behavior of such a problem as $\alpha\to \infty$. More…
Exponential stabilizability of the incompressible Navier-Stokes equations under dynamic slip boundary conditions toward arbitrary time-dependent trajectories is proven. The feedback control law is constructed explicitly using oblique…
In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…
In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…
We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, where agents interact through heterogeneous and asymmetric…
A model of fully developed turbulence of a compressible fluid is briefly reviewed. It is assumed that fluid dynamics is governed by a stochastic version of Navier-Stokes equation. We show how corresponding field theoretic-model can be…
We analyze a fully discrete scheme based on the discontinuous (in time) Galerkin approach, which is combined with conforming finite element subspaces in space, for the distributed optimal control problem of the three-dimensional…
In this paper, we investigate an optimal boundary control problem for a two dimensional simplified Ericksen--Leslie system modelling the incompressible nematic liquid crystal flows. The hydrodynamic system consists of the Navier--Stokes…