相关论文: Solution Existence Theorems for Finite Horizon Opt…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
We study the finite-horizon optimal control problem with quadratic functionals for an established fluid-structure interaction model. The coupled PDE system under investigation comprises a parabolic (the fluid) and a hyperbolic (the solid)…
We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal…
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a…
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…
This paper establishes the existence of equilibrium in an economy with production and a continuum of consumers, each of whose incomplete and price-dependent preferences are defined on commodities they may consider deleterious, bads which…
In this paper, we are concerned with global existence and optimal decay rates of solutions for the three-dimensional compressible Hall-MHD equations. First, we prove the global existence of strong solutions by the standard energy method…
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 article, we consider the deterministic impulsively controlled system with infinite horizon and several discounted objective functionals. The constructed optimal control problem with functional constraints is reformulated as a Markov…
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…
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…
This paper introduces and investigates a regularity condition in the asymptotic sense for optimization problems whose objective functions are polynomial. Under this regularity condition, the normalization argument in asymptotic analysis…
Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…
In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…
We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…
Bernoulli free boundary problem is numerically solved via shape optimization that minimizes a cost functional subject to state problems constraints. In \cite{1}, an energy-gap cost functional was formulated based on two auxiliary state…
We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that…
In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…
The focus of this study is on exploring some qualitative properties of solutions to a class of semilinear elliptic problems in bounded domains, where the boundary conditions depend non-locally on the unknown solution at specified interior…