相关论文: Continuous differentiability of the signum functio…

We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…

We consider bilinear optimal control problems, whose objective functionals do not depend on the controls. Hence, bang-bang solutions will appear. We investigate sufficient second-order conditions for bang-bang controls, which guarantee…

In this paper we investigate a class of swing options with firm constraints in view of the modeling of supply agreements. We show, for a fully general payoff process, that the premium, solution to a stochastic control problem, is concave…

In this paper we study numerically solving optimal control problems with bang-bang control functions. We present a formal Lagrangian approach for solving the optimal control problem, and address difficulties encountered when numerically…

We study a parabolic boundary control problem with one spatial dimension, control constraints of box type, and an objective function that measures the $L^2$-distance to a desired terminal state. It is shown that, for a certain choice of the…

Bang-bang control is ubiquitous for Optimal Control Problems (OCPs) where the constrained control variable appears linearly in the dynamics and cost function. Based on the Pontryagin's Minimum Principle, the indirect method is widely used…

Aim of this paper is to develop a new technique, based on the Baire category theorem, in order to establish the closure of reachable sets and the existence of optimal trajectories for control systems, without the usual convexity…

We analyse the role of the bang-bang property in affine optimal control problems. We show that many essential stability properties of affine problems are only satisfied when minimizers are bang-bang. Moreover, we prove that almost any…

In this paper, minimal time and minimal norm control problems are studied. The target sets considered are the origin of state spaces and controls are point-wisely bounded functions. The system stuided in this paper is assumed to have no the…

In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…

In this work we investigate the functional differentiability of the time-dependent many-body wave function and of derived quantities with respect to time-dependent potentials. For properly chosen Banach spaces of potentials and wave…

A computational method for the synthesis of time-optimal feedback control laws for linear nilpotent systems is proposed. The method is based on the use of the bang-bang theorem, which leads to a characterization of the time-optimal…

This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…

We investigate here the sign uncertainty phenomenon for bandlimited functions, with a competing condition given by integration with respect to a general measure. Our main result provides a framework related to the theory of de Branges…

We prove that solution operators of elliptic obstacle-type variational inequalities (or, more generally, locally Lipschitz continuous functions possessing certain pointwise-a.e. convexity properties) are Newton differentiable when…

In this paper, we study two subjects on internally controlled heat equations with time varying potentials: the attainable subspaces and the bang-bang property for some time optimal control problems. We present some equivalent…

The Continuous Skolem Problem asks whether a real-valued function satisfying a linear differential equation has a zero in a given interval of real numbers. This is a fundamental reachability problem for continuous linear dynamical systems,…

In an earlier paper (https://doi.org/10.1137/21M1393315), the Switch Point Algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a…

The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with the partition function whose integrand is not real positive. The basic idea of the factorization method applied on such a system is to control…

We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of…