ﻻ يوجد ملخص باللغة العربية
We prove a duality relation and an integration by parts formula for fractional operators with a general analytical kernel. Based on these basic results, we are able to prove a new Gronwalls inequality and continuity and differentiability of solutions of control differential equations. This allow us to obtain a weak version of Pontryagins maximum principle. Moreover, our approach also allow us to consider mixed problems with both integer and fractional order operators and derive necessary optimality conditions for isoperimetric variational problems and other problems of the calculus of variations.
Quantum metrology comprises a set of techniques and protocols that utilize quantum features for parameter estimation which can in principle outperform any procedure based on classical physics. We formulate the quantum metrology in terms of an optimal
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 equ
In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a maximum co
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
In this effort, a novel operator theoretic framework is developed for data-driven solution of optimal control problems. The developed methods focus on the use of trajectories (i.e., time-series) as the fundamental unit of data for the resolution of o