We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
We consider multi-objective convex optimal control problems. First we state a relationship between the (weakly or properly) efficient set of the multi-objective problem and the sol...
Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a ne...