On Global Optimality Conditions for Nonlinear Optimal Control Problems

Let a trajectory and control pair maximize globally the functional g(x(T)) in the basic optimal control problem. Then (evidently) any pair (x,u) from the level set of the functional g corresponding to the value g( (T)) is also globally optimal and satisfies the Pontryagin maximum principle. It is shown that this necessary condition for global optimality of turns out to be a sufficient one under the additional assumption of nondegeneracy of the maximum principle for every pair (x,u) from the above-mentioned level set. In particular, if the pair satisfies the Pontryagin maximum principle which is nondegenerate in the sense that for the Hamiltonian H, we have along the pair on [0,T], and if there is no another pair (x,u) such that g(x(T))=g( (T)), then is a global maximizer.     

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin calculus. For an application, we study an optimal control problem for a stochastic Volterra integral equation driven by a Hilbert space-valued fractional Brownian motion. A Pontryagin-type maximum principle is formulated for the problem and an example is presented.     

Optimal Control of the Instationary Three Dimensional Navier-Stokes-Voigt Equations

We study an optimal control problem with quadratic objective functional for the three dimensional Navier-Stokes-Voigt equations in bounded domains. We show the existence of optimal solutions, the necessary optimality conditions and the sufficient optimality conditions. The second-order optimality conditions obtained in the article seem to be optimal.     

On the Uniqueness of Solution for a Kind of Singular Integral Equations

In this article, from the discussion of some properties of entire functions, the uniqueness of solution for a kind of singular integral equations with multiple complex translations on the real axis is proved.     

Optimal Control Problems of Phase Relaxation Models

This work is concerned with optimal control problems with convex cost criterion governed by the relaxed Stefan problem with or without memory. The existence of an optimal control is proved and necessary conditions for a given function to be an optimal control are found. Moreover, an asymptotic analysis is performed as the time relaxation parameter tends to zero.     

The Carleman Inequality and Its Application to Periodic Optimal Control Governed by Semilinear Parabolic Differential Equations

This paper deals with optimal control problems for semilinear parabolic differential equations, which may be governed by nonmonotone operators and have no global solution, with periodic inputs. The Pontryagin maximum principle is obtained and the Carleman inequality for the backward linearized adjoint system associated with the state system is established.     

Regularity of Weak Solutions of Nonlinear Equations with Discontinuous Coefficients

In this paper, we prove that the weak solutions u∈Wloc^1, p （Ω） （1 〈p〈∞） of the following equation with vanishing mean oscillation coefficients A（x）： -div[（A（x）△↓u·△↓u）p-2/2 A（x）△↓u＋│F（x）│^p-2 F（x）]=B（x, u, △↓u）, belong to Wloc^1, q （Ω）（A↓q∈（p, ∞）, provided F ∈ Lloc^q（Ω） and B（x, u, h） satisfies proper growth conditions where Ω ∪→R^N（N≥2） is a bounded open set, A（x）=（A^ij（x）） N×N is a symmetric matrix function.     

Optimal Control of Magnetohydrodynamic Equations with State Constraint

This work is concerned with the maximum principle for optimal control problem governed by magnetohydrodynamic equations, which describe the motion of a viscous incompressible conducting fluid in a magnetic field and consist of a subtle coupling of the Navier-Stokes equation of viscous incompressible fluid flow and the Maxwell equation of electromagnetic field. An integral type state constraint is considered.     

条件平均场随机微分方程的最优控制问题

作者研究了一个条件平均场随机微分方程的最优控制问题.这种方程和某些部分信息下的随机最优控制问题有关,并且可以看做是平均场随机微分方程的推广.作者以庞特里雅金最大值原理的形式给出最优控制满足的必要和充分条件.此外,文中给出一个线性二次最优控制问题来说明理论结果的应用.     

Fast Solvers of Fredholm Optimal Control Problems

<正>The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented.Existence and uniqueness of optimal solutions is proved. A collective Gauss-Seidel scheme and a multigrid scheme are discussed.Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.     

On Stratonovich Integral Equations Driven by Continuous p-Semimartingales

We obtain conditions under which a Stratonovich integral equation driven by a continuous p-semimartingale has a weak solution and a unique strong solution-measure. Generalization of the Wong–Zakai theorem and the convergence rate of the corresponding approximation are given.     

Turnpike and Optimal Trajectories in Integral Dynamic Models with Endogenous Delay

Nonlinear optimal control of dynamic systems with endogenous time delays is analyzed. Such systems have important applications and are described by Volterra integral equations with unknowns in the integration limits. The paper focuses on the structure and asymptotic behavior of solutions to several optimization problems with endogenous delay. It is shown that, in certain cases, a special delay trajectory exists and attracts the optimal solution. In economics, such behavior corresponds to the turnpike properties of the optimal lifetime of capital in vintage capital models. The authors thank Professor F. Chernousko for his kind assistance and Professor W. Trotti for a supporting grant from Prairie View A&M University.     

带非局部低阶项非线性抛物型方程的时间最优控制

考虑一个带非局部低阶项非线性抛物型方程的时间最优控制问题．首先利用Schauder不动点定理证明了系统的适定性，然后利用Carleman不等式和Kakutani不动点定理证明了容许控制和最优控制的存在性，并且建立了时间最优控制的最大值原理．     

Necessary Conditions for Impulsive Nonlinear Optimal Control Problems without a priori Normality Assumptions

First-order and second-order necessary conditions of optimality for an impulsive control problem that remain informative for abnormal control processes are presented and derived. One of the main features of these conditions is that no a priori normality assumptions are required. This feature follows from the fact that these conditions rely on an extremal principle which is proved for an abstract minimization problem with equality constraints, inequality constraints, and constraints given by an inclusion in a convex cone. Two simple examples illustrate the power of the main result.The first author was partially supported by the Russian Foundation for Basic Research Grant 02-01-00334. The second author was partially supported by the Russian Foundation for Basic Research Grant 00-01-00869. The third author was partially supported by Fundacao para a Ciencia e Tecnologia and by INVOTAN Grant.     

Some Maximal Operators Related to Families of Singular Integral Operators

In this paper, we shall study L^p-boundedness of two kinds of maximal operators related to some families of singular integrals.     

Optimal Control Problems with State Constraint Governed by Magnetohydrodynamic Equations

This work deals with the existence of optimal solution and the maximum principle for optimal control problem governed by MHD equations with state constraint of pointwise type in three-dimension. Strong results in two-dimension also are given.     

Optimal Control Problems for a Class of Semilinear Multisolution Elliptic Equations

We study the optimal control problem for a class of elliptic problems that may possess multiple solutions. We obtain necessary conditions for optimal control by constructing a related parabolic problem and using known results for the parabolic problem.     

Finite Energy Solutions of Maxwell''s Equations and Constructive Hodge Decompositions on Nonsmooth Riemannian Manifolds

We consider two basic potential theoretic problems in Riemannian manifolds: Hodge decompositions and Maxwell's equations. Here we are concerned with smoothness and integrability assumptions. In the context of L^p forms in Lipschitz domains, we show that both are well posed provided that 2−<p<2+, for some >0, depending on the domain. Our approach is constructive (in the sense that we produce integral representation formulas for the solutions) and emphasizes the intimate connections between the two problems at hand. Applications to other related PDEs, such as boundary problems for the Hodge Dirac operator, are also presented.     

Composition of variable co-efficient singular integral operators

In this paper we give a formula for composition of two singular integral operators with variable co-efficients by explicitly calculating the lower order terms. Also we discuss the boundedness of the lower order terms inL ^p-spaces.     

Optimal control of self-adjoint nonlinear operator equations in Hilbert spaces

In this paper, we formulate and study a general optimal control problem governed by nonlinear operator equations described by unbounded self-adjoint operators in Hilbert spaces. This problem extends various particular control models studied in the literature, while it has not been considered before in such a generality. We develop an efficient way to construct a finite-dimensional subspace extension of the given self-adjoint operator that allows us to design the corresponding adjoint system and finally derive an appropriate counterpart of the Pontryagin Maximum Principle for the constrained optimal control problem under consideration by using the obtained increment formula for the cost functional and needle type variations of optimal controls.