# Questions tagged [optimal-control]

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### How to evaluate the convexity of an optimal control problem?

Can we consider an optimal control problem, a convex optimization problem like static optimization problems? If it is possible, under what conditions, will this problem be a convex problem? For ...
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### Optimize probability parameter in an optimal control problem

We have a game with infinite but countable rounds. We have one machine, that may either break down, or continue operating. For each round the machine operates, it gives cost $-1$ (so profit of $1$). ...
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### Conditions for minima in calculus of variations

In the calculus of variations (unconstrained), one applies a first-order variation on a general functional of the form $$\int_{a}^{b}F(x,y,y')\,dx$$ to obtain the first-order necessary condition for ...
Imagine we are running a logistic regression to identify opportunities for car sale promotion, using previous promotion campaign's result. Each $y$ is the increase of car sale after the promotion. ...