相关论文: Nonsmooth optimality criterion for a $\mathrm{W}^{…
We consider a problem of optimal distribution of conductivities in a system governed by a non-local diffusion law. The problem stems from applications in optimal design and more specifically topology optimization. We propose a novel…
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…
This paper focuses on optimality conditions for $C^{1,1}$-smooth optimization problems subject to inequality and equality constraints. By employing the concept of limiting (Mordukhovich) second-order subdifferentials to the Lagrangian…
In this paper we study optimal control problem for non local Cahn-Hilliard-Brinkman system which models phase separation of binary fluids in porous media. We consider the system in two dimensional bounded domain with regular potential. We…
We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping…
In this paper we study a second order dynamical system with variable coefficients in connection to the minimization problem of a smooth nonconvex function. The convergence of the trajectories generated by the dynamical system to a critical…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…
It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…
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…
This paper establishes a unified framework connecting local controllability, necessary conditions for optimality, and attainability in free-time optimal control problems. The central object of our investigation is the $\Lambda$-set, which…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…