Optimal control of a Vlasov–Poisson plasma by an external magnetic field

The aim of various technical applications (for example fusion research) is to control a plasma by magnetic fields in a desired fashion. In our model the plasma is described by the Vlasov–Poisson system that is equipped with an external magnetic field. We will prove that this model satisfies some basic properties that are necessary for calculus of variations. After that, we will analyze an optimal control problem with a tracking type cost functional with respect to the following topics: necessary conditions of first order for local optimality, derivation of an optimality system, sufficient conditions of second order for local optimality, uniqueness of the optimal control under certain conditions.     

A dual dynamic programming for minimax optimal control problems governed by parabolic equation

In the article, minimax optimal control problems governed by parabolic equations are considered. We apply a new dual dynamic programming approach to derive sufficient optimality conditions for such problems. The idea is to move all the notions from a state space to a dual space and to obtain a new verification theorem providing the conditions, which should be satisfied by a solution of the dual partial differential equation of dynamic programming. We also give sufficient optimality conditions for the existence of an optimal dual feedback control and some approximation of the problem considered, which seems to be very useful from a practical point of view.     

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.     

Control Localized on Thin Structures for the Linearized Boussinesq System

We study optimal control problems for the linearized Boussinesq system when the control is supported on a submanifold of the boundary of the domain. This type of problem belongs to the class of optimal control problems with measures as controls, which has been studied recently by several authors. We are mainly interested in the optimality conditions for such problems. It is known that the differentiability properties needed to obtain the optimality conditions are more demanding, in terms of regularity of the data, than what is needed to prove the existence of optimal controls. Here we are able to derive the optimality conditions by taking advantage of the particular structure of the controls.     

A tutorial on the deterministic Impulse Control Maximum Principle: Necessary and sufficient optimality conditions

This paper considers a class of optimal control problems that allows jumps in the state variable. We present the necessary optimality conditions of the Impulse Control Maximum Principle based on the current value formulation. By reviewing the existing impulse control models in the literature, we point out that meaningful problems do not satisfy the sufficiency conditions. In particular, such problems either have a concave cost function, contain a fixed cost, or have a control-state interaction, which have in common that they each violate the concavity hypotheses used in the sufficiency theorem. The implication is that the corresponding problem in principle has multiple solutions that satisfy the necessary optimality conditions. Moreover, we argue that problems with fixed cost do not satisfy the conditions under which the necessary optimality conditions can be applied. However, we design a transformation, which ensures that the application of the Impulse Control Maximum Principle still provides the optimal solution. Finally, we show for the first time that for some existing models in the literature no optimal solution exists.     

Maximum principle for optimal control problems with intermediate constraints

We consider optimal control problems with constraints at intermediate points of the trajectory. A natural technique (propagation of phase and control variables) is applied to reduce these problems to a standard optimal control problem of Pontryagin type with equality and inequality constraints at the trajectory endpoints. In this way we derive necessary optimality conditions that generalize the Pontryagin classical maximum principle. The same technique is applied to so-called variable structure problems and to some hybrid problems. The new optimality conditions are compared with the results of other authors and five examples illustrating their application are presented.     

A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are given by independent Q-Wiener processes. Under some assumptions, we derive necessary and sufficient optimality conditions stochastic controls have to satisfy. Using these optimality conditions, we establish explicit formulas with the result that stochastic optimal controls are given by feedback controls. This is an important conclusion to ensure that the controls are adapted to a certain filtration. Therefore, the state is an adapted process as well.     

Second-Order Optimality Conditions for a Semilinear Elliptic Optimal Control Problem with Mixed Pointwise Constraints

This paper studies second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints. We show that in some cases, there is a common critical cone under which the second-order necessary and sufficient optimality conditions for the problem are valid. Our results approach to a theory of no-gap second-order conditions. In order to obtain such results, we reduce the problem to a special mathematical programming problem with polyhedricity constraint set. We then use some tools of variational analysis and techniques of semilinear elliptic equations to analyze second-order conditions.     

Investigation of regularity conditions in optimal control problems with geometric mixed constraints

We investigate regularity conditions in optimal control problems with mixed constraints of a general geometric type, in which a closed non-convex constraint set appears. A closely related question to this issue concerns the derivation of necessary optimality conditions under some regularity conditions on the constraints. By imposing strong and weak regularity condition on the constraints, we provide necessary optimality conditions in the form of Pontryagin maximum principle for the control problem with mixed constraints. The optimality conditions obtained here turn out to be more general than earlier results even in the case when the constraint set is convex. The proofs of our main results are based on a series of technical lemmas which are gathered in the Appendix.     

Bilevel programming problems with simple convex lower level

This article is dedicated to the study of bilevel optimal control problems equipped with a fully convex lower level of special structure. In order to construct necessary optimality conditions, we consider a general bilevel programming problem in Banach spaces possessing operator constraints, which is a generalization of the original bilevel optimal control problem. We derive necessary optimality conditions for the latter problem using the lower level optimal value function, ideas from DC-programming and partial penalization. Afterwards, we apply our results to the original optimal control problem to obtain necessary optimality conditions of Pontryagin-type. Along the way, we derive a handy formula, which might be used to compute the subdifferential of the optimal value function which corresponds to the lower level parametric optimal control problem.     

Optimization of Nonlinear Systems of Stochastic Difference Equations

We present new results concerning the synthesis of optimal control for systems of difference equations that depend on a semi-Markov or Markov stochastic process. We obtain necessary conditions for the optimality of solutions that generalize known conditions for the optimality of deterministic systems of control. These necessary optimality conditions are obtained in the form convenient for the synthesis of optimal control. On the basis of Lyapunov stochastic functions, we obtain matrix difference equations of the Riccati type, the integration of which enables one to synthesize an optimal control. The results obtained generalize results obtained earlier for deterministic systems of difference equations.     

Arrow-type sufficient conditions for optimality of age-structured control problems

We consider a class of age-structured control problems with nonlocal dynamics and boundary conditions. For these problems we suggest Arrow-type sufficient conditions for optimality of problems defined on finite as well as infinite time intervals. We examine some models as illustrations (optimal education and optimal offence control problems).     

Second-Order Necessary Optimality Conditions for Some State-Constrained Control Problems of Semilinear Elliptic Equations

In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem. Accepted 6 May 1997     

On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints

Motivated by our recent works on optimality conditions in discrete optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary and sufficient optimality conditions for a discrete optimal control problem with a nonconvex cost function and state-control constraints. By establishing an abstract result on second-order optimality conditions for a mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain “no-gap” between second-order optimality conditions.     

Sufficient Optimality Conditions for Optimal Control Problems with State Constraints

It is well-known in optimal control theory that the maximum principle, in general, furnishes only necessary optimality conditions for an admissible process to be an optimal one. It is also well-known that if a process satisfies the maximum principle in a problem with convex data, the maximum principle turns to be likewise a sufficient condition. Here an invexity type condition for state constrained optimal control problems is defined and shown to be a sufficient optimality condition. Further, it is demonstrated that all optimal control problems where all extremal processes are optimal necessarily obey this invexity condition. Thus optimal control problems which satisfy such a condition constitute the most general class of problems where the maximum principle becomes automatically a set of sufficient optimality conditions.     

Necessary optimality conditions for a special class of bilevel programming problems with unique lower level solution

We consider a bilevel programming problem in Banach spaces whose lower level solution is unique for any choice of the upper level variable. A condition is presented which ensures that the lower level solution mapping is directionally differentiable, and a formula is constructed which can be used to compute this directional derivative. Afterwards, we apply these results in order to obtain first-order necessary optimality conditions for the bilevel programming problem. It is shown that these optimality conditions imply that a certain mathematical program with complementarity constraints in Banach spaces has the optimal solution zero. We state the weak and strong stationarity conditions of this problem as well as corresponding constraint qualifications in order to derive applicable necessary optimality conditions for the original bilevel programming problem. Finally, we use the theory to state new necessary optimality conditions for certain classes of semidefinite bilevel programming problems and present an example in terms of bilevel optimal control.     

Optimal control in nonlinear infinite-dimensional systems with nondifferentiability of two types

We consider the optimal control problem for systems described by nonlinear equations of elliptic type. If the nonlinear term in the equation is smooth and the nonlinearity increases at a comparatively low rate of growth, then necessary conditions for optimality can be obtained by well-known methods. For small values of the nonlinearity exponent in the smooth case, we propose to approximate the state operator by a certain differentiable operator. We show that the solution of the approximate problem obtained by standard methods ensures that the optimality criterion for the initial problem is close to its minimal value. For sufficiently large values of the nonlinearity exponent, the dependence of the state function on the control is nondifferentiable even under smoothness conditions for the operator. But this dependence becomes differentiable in a certain extended sense, which is sufficient for obtaining necessary conditions for optimality. Finally, if there is no smoothness and no restrictions are imposed on the nonlinearity exponent of the equation, then a smooth approximation of the state operator is possible. Next, we obtain necessary conditions for optimality of the approximate problem using the notion of extended differentiability of the solution of the equation approximated with respect to the control, and then we show that the optimal control of the approximated extremum problem minimizes the original functional with arbitrary accuracy.     

No-gap optimality conditions for an optimal control problem with pointwise control-state constraints

An optimal control problem with pointwise mixed constraints of the instationary three-dimensional Navier–Stokes–Voigt equations is considered. We derive second-order optimality conditions and show that there is no gap between second-order necessary optimality conditions and second-order sufficient optimality conditions. In addition, the second-order sufficient optimality conditions for the problem where the objective functional does not contain a Tikhonov regularization term are also discussed.     

Thickness optimization problem

An optimal control problem governed by a variational inequality of elliptic type is considered. Necessary optimality conditions are obtained and, in some special cases, the optimal control is determined.     

Discrete approximation of relaxed optimal control problems

We consider a general nonlinear optimal control problem for systems governed by ordinary differential equations with terminal state constraints. No convexity assumptions are made. The problem, in its so-called relaxed form, is discretized and necessary conditions for discrete relaxed optimality are derived. We then prove that discrete optimality [resp., extremality] in the limit carries over to continuous optimality [resp., extremality]. Finally, we prove that limits of sequences of Gamkrelidze discrete relaxed controls can be approximated by classical controls.