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Strong Stationarity for Optimal Control Problems with Non-smooth Integral Equation Constraints: Application to a Continuous DNN
Motivated by the residual type neural networks (ResNet), this paper studies optimal control problems constrained by a non-smooth integral equation...
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Quasigradient Aiming Strategies in Optimal Control Problems for Time-Delay Systems
AbstractWe consider an optimal control problem in which the motion of a dynamical system is described by delay differential equations, the initial...
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Infeasible and Critically Feasible Optimal Control
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and...
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Optimal Control Problems Arising in Mathematical Economics
This book is devoted to the study of two large classes of discrete-time optimal control problems arising in mathematical economics. Nonautonomous...
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Applications to Stochastic Optimal Control
In this chapter, we present applications of the Trotter-Kato approximations to stochastic optimal control problems.
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An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon...
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Robust space-time finite element methods for parabolic distributed optimal control problems with energy regularization
As in our previous work ( SINUM 59(2):660–674, 2021) we consider space-time tracking optimal control problems for linear parabolic initial boundary...
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Optimal Control Problems for Complex Heat Transfer Equations with Fresnel Matching Conditions
AbstractA class of optimal control problems for a system of nonlinear elliptic equations simulating radiative heat transfer with Fresnel matching...
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Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems
We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity....
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Simultaneous distributed-boundary optimal control problems driven by nonlinear complementarity systems
The primary goal of this paper is to study a nonlinear complementarity system (NCS, for short) with a nonlinear and nonhomogeneous partial...
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Optimal attitude control of satellites
We test an approximation mechanism, recently proposed, on some relevant optimal control problems for satellites. Our emphasis is placed in the...
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Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
This paper addresses infinite horizon control problems under state constraints and some regularity aspects of the associated value function through...
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Variational and Virtual Discretizations of Optimal Control Problems Governed by Diffusion Problems
In this paper, we aim to develop virtual element methods for approximating the optimal control problem governed by the diffusion equation with...
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Optimal boundary control problems for a hierarchical age-structured two-species model
This paper discusses the optimal control problems for a nonlinear age-structured two-species model, where elder individuals are more competitive than...
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Computational algorithms for solving optimal control in linear elasticity
This paper mainly investigates linear elastic optimal control problems with two constraints: distributed load control and boundary load control. The...
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Optimality Conditions for Linear-Convex Optimal Control Problems with Mixed Constraints
In this paper, we provide sufficient optimality conditions for convex optimal control problems with mixed constraints. On one hand, the data...
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Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems
We start with a stochastic control problem where the control process is of finite variation (possibly with jumps) and acts as integrator both in the...
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Operators Arising as Second Variation of Optimal Control Problems and Their Spectral Asymptotics
We compute the asymptotic for the eigenvalues of a particular class of compact operators deeply linked with the second variation of optimal control...
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Dissipativity in Infinite Horizon Optimal Control and Dynamic Programming
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control...
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Stability for Parametric Control Problems of PDEs via Generalized Differentiation
This paper investigates the mathematical programming formulation of semilinear elliptic optimal control problems with finitely many state...