In the paper one and two-dimensional optimal control systems with perturbations are considered. Some sufficient conditions under which optimal processes continuously (or semicontinuously) depend on variable parameters of the system are proved.

This paper presents simple sufficient conditions under which optimal bunches in adverse-selection principal-agent problems can be characterized without using optimal control theory.

The aim of this paper is to investigate the effectiveness and cost-effectiveness of three malaria preventive measures (use of treated bednets, spray of insecticides and a possible treatment of infective humans that blocks transmission to mosquitoes). For this, we consider a mathematical model for the transmission dynamics of the disease that includes these measures. We first consider the consta...

For general state and action space Markov decision processes, we present sufficient conditions for the existence of solutions of the average cost optimality inequalities. These conditions also imply the convergence of both the optimal discounted cost value function and policies to the corresponding objects for the average costs per unit time case. Inventory models are natural applications of ou...

In advancing our prior work on a unified theory for pseudospectral (PS) optimal control, we present new results for PS methods over arbitrary grids. These results provide a way to compare performances among different PS methods and suggest guidelines to choose the proper grids and discretization approaches for solving optimal control problems. The new unified ideas reveal hidden properties of d...

xvi 1 Optimal Control Theory 1 1.

An optimal control problem on a special nilpotent4-dimensional Lie group is discussed and some of its dynamical and geometrical properties are pointed out.

This paper investigates social optima of mean field linear-quadratic-Gaussian (LQG) control models with Markov jump parameters. The common objective of the agents is to minimize a social cost—the cost average of the whole society. In the cost functions there are coupled mean field terms. First, we consider the centralized case and get a parameterized equation of mean field effect. Then, we desi...