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In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

This paper applies the Method of Successive Approximations (MSA) based on Pontryagin's principle to solve optimal control problems with state constraints for semilinear parabolic equations. Error estimates for the first and second…

Optimization and Control · Mathematics 2025-01-23 Weilong You , Fu Zhang

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…

Optimization and Control · Mathematics 2020-06-26 Manuel de León , Manuel Lainz , Miguel C. Muñoz-Lecanda

This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, and their modern exposition with…

Probability · Mathematics 2007-05-23 Huyen Pham

We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a…

Optimization and Control · Mathematics 2020-01-29 Leonardo J. Colombo , David Martín de Diego , Aradhana Nayak , Rodrigo T. Sato Martín de Almagro

This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…

Optimization and Control · Mathematics 2025-03-13 Nico Tauchnitz

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…

Optimization and Control · Mathematics 2019-05-27 Pradyumna Paruchuri , Debasish Chatterjee

The extremum value theorem for function spaces plays the central role in optimal control. It is known that computation of optimal control actions and policies is often prone to numerical errors which may be related to computability issues.…

Optimization and Control · Mathematics 2018-06-25 Pavel Osinenko , Stefan Streif

We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…

Optimization and Control · Mathematics 2022-06-29 Alexey Mashtakov

Applying the Tubular Neighborhood Theorem, we give a short and new proof of the Pontryagin Maximum Principle on a smooth manifold. The idea is as follows. Given a control system on a manifold $M$, we embed it into an open subset of some…

Optimization and Control · Mathematics 2011-06-21 Dong Eui Chang

We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

In this paper, we analyse control affine optimal control problems with a cost functional involving the absolute value of the control. The Pontryagin extremals associated with such systems are given by (possible) concatenations of bang arcs…

Optimization and Control · Mathematics 2018-07-04 Francesca Chittaro , Laura Poggiolini

We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…

Optimization and Control · Mathematics 2019-04-03 Joël Blot , Hasan Yilmaz

This survey article deals with applications of optimal control to aerospace problems with a focus on modern geometric optimal control tools and numerical continuation techniques. Geometric optimal control is a theory combining optimal…

Optimization and Control · Mathematics 2017-01-24 Jiamin Zhu , Emmanuel Trélat , Max Cerf

In this article, we explore two distinct issues. Initially, we examine the utilization of the Pontriagin maximum principle in relation to fractional delay differential equations. Additionally, we discuss the optimal approach for solving the…

Optimization and Control · Mathematics 2023-12-19 Jasarat J. Gasimov , Javad A. Asadzade , Nazim I. Mahmudov

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Fernando Lobo Pereira

Solving real-world optimal control problems are challenging tasks, as the complex, high-dimensional system dynamics are usually unrevealed to the decision maker. It is thus hard to find the optimal control actions numerically. To deal with…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Chengyang Gu , Hui Xiong , Yize Chen

In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…

Optimization and Control · Mathematics 2015-12-16 Loïc Bourdin , Emmanuel Trélat