A convex variational principle for the necessary conditions of classical optimal control
Abstract
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary differential equations (ODE) in a well-defined sense. The scheme is applied to the Quadratic-Quadratic Regulator problem for which an explicit form of the functional is derived, and existence of minimizers of the variational principle is rigorously shown. It is shown that the Linear-Quadratic Regulator problem with time-dependent forcing can be solved within the formalism without requiring any nonlinear considerations, in contrast to the use of a Riccati system in the classical methodology. Our work demonstrates a pathway for solving nonlinear control problems via convex optimization.
Keywords
Cite
@article{arxiv.2502.15973,
title = {A convex variational principle for the necessary conditions of classical optimal control},
author = {Amit Acharya and Janusz Ginster},
journal= {arXiv preprint arXiv:2502.15973},
year = {2025}
}