Abstract. This paper deals with the optimal control problem in which the controlled system is described by a fully coupled anticipated forward-backward stochastic differential delayed equation. The maximum principle for this problem is obtained under the assumption that the diffusion coefficient does not contain the control variables and the control domain is not necessarily convex. Both the ne...

The paper presents the first result on ISS properties of dynamic unicycle models describing nonholonomic mobile robots. It is known that ISS is related to smooth stabilizability, however this relation cannot exclude the possibility of non smoothly stabilizable systems to possess ISS properties. In fact, it is shown that in a certain topology that seems to suit the nonholonomic nature of the mob...

We analyze some systems of partial differential equations arising in the theory of mean field type control with congestion effects. We look for weak solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as the optima of two optimal control problems in duality.

Control theory has developed rapidly over the past few decades and it is now established as an important area of contemporary applied mathematics. Optimal control problem is a mathematical programming problem involving a number of stages where each stage evolves from the previous stage in a prescribed manner. In this paper, we are concerned with optimal control of delay differential equations w...

The objective of this work is to explicitly point out the compromises in the identification and control stages in an acoustic noise suppression experiment, in terms of performance vs. controller order. The identification is a control–oriented robust procedure which takes into account both, parametric and non–parametric models, and is applied to the primary and secondary circuits of an acoustic ...

Optimal control theory is applied to a system of ordinary differential equations modeling a two-strain tuberculosis model. Seeking to reduce the latent and infectious groups with the resistant-strain tuberculosis, we use controls representing two types of treatments. The optimal controls are characterized in terms of the optimality system, which is solved numerically for several scenarios.

In this paper we generalize a one-dimensional optimal control problem with DNSS property to a two-dimensional optimal control problem. This is done by taking the direct product of the model with itself, i.e. we combine two similar system dynamics under a joint objective functional that is separable in both states and controls. This framework can be applied to the construction of various optimal...

We offer a new perspective on games of irreversible investment under uncertainty in continuous time. The basis is a particular approach to solve the involved stochastic optimal control problems which allows to establish existence and uniqueness of an oligopolistic open loop equilibrium in a very general framework without reliance on any Markovian property. It simultaneously induces quite natura...