No Arabic abstract
We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are subject to pointwise constraints is new and requires more sophisticated techniques to include a maximality condition. We start by proving results on continuity of solutions due to needle-like control perturbations. Then, we derive a differentiability result on the state solutions with respect to the perturbed trajectories. We end by stating and proving the Pontryagin maximum principle for distributed-order fractional optimal control problems, illustrating its applicability with an example.
This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal minimizers---have natural contact-geometric interpretations. We then exploit the contact-geometric formulation to give a simple derivation of the transversality condition for optimal control with terminal cost.
In this paper, the optimal control problem of neutral stochastic functional differential equation (NSFDE) is discussed. A class of so-called neutral backward stochastic functional equations of Volterra type (VNBSFEs) are introduced as the adjoint equation. The existence and uniqueness of VNBSFE is established. The Pontryagin maximum principle is constructed for controlled NSFDE with Lagrange type cost functional.
The COVID-19 pandemic has completely disrupted the operation of our societies. Its elusive transmission process, characterized by an unusually long incubation period, as well as a high contagion capacity, has forced many countries to take quarantine and social isolation measures that conspire against the performance of national economies. This situation confronts decision makers in different countries with the alternative of reopening the economies, thus facing the unpredictable cost of a rebound of the infection. This work tries to offer an initial theoretical framework to handle this alternative.
The paper investigates a new hybrid synchronization called modified hybrid synchronization (MHS) via the active control technique. Using the active control technique, stable controllers which enable the realization of the coexistence of complete synchronization, anti-synchronization and project synchronization in four identical fractional order chaotic systems were derived. Numerical simulations were presented to confirm the effectiveness of the analytical technique.
In this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter into all the coefficients. In our model, the observation equation is not only driven by a Brownian motion but also a Poisson random measure, which also have correlated noises with the state equation. For preparation, we first derive the existence and uniqueness of the solutions to the fully coupled forward-backward stochastic system with random jumps in $L^2$-space and the decoupled forward-backward stochastic system with random jumps in $L^beta(beta>2)$-space, respectively, then we obtain the $L^beta(betageq2)$-estimation of solutions to the fully coupled forward-backward stochastic system, and the non-linear filtering equation of partially observed stochastic system with random jumps. Then we derive the partially observed global maximum principle with random jumps with a new hierarchical method. To show its applications, a partially observed linear quadratic progressive optimal control problem with random jumps is investigated, by the maximum principle and stochastic filtering. State estimate feedback representation of the optimal control is given in a more explicit form by introducing some ordinary differential equations.