Related papers: Geometric Approach to Pontryagin's Maximum Princip…
Three left-invariant Lorentzian problems on the Heisenberg group are considered. The Pontryagin maximum principle was applied to both problems and a parameterization of abnormal and normal extremal trajectories was obtained. Reachability…
We analyze a novel class of rough stochastic control problems that allows for a convenient approach to solving pathwise stochastic control problems with both non-anticipative and anticipative controls. We first establish the well-posedness…
This article (I) considers the known optimal control model of a quantum information transfer along a spin chain with controlled external parabolic magnetic field, with an arbitrary length. The article adds certain lower and upper pointwise…
In this paper we address optimal control problems in which the system parameters follow a probability distribution, and the optimization is based on average performance. These problems, known as Riemann-Stieltjes optimal control or optimal…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…
This paper aims to address the nonlinear optimal guidance problem with impact-time and impact-angle constraints, which is fundamentally important for multiple pursuers to collaboratively achieve a target. Addressing such a guidance problem…
We consider a particular instance of the lift of controlled systems recently proposed in the theory of irreversible thermodynamics and show that it leads to a variational principle for an optimal control in the sense of Pontryagin. Then we…
This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
The authors found extremals of arbitrary left-invariant sub-Finsler metric on the Engel group defined by a distribution of rank two. They use for this the Pontryagin Maximum Principle for the corresponding time-optimal problem in…
In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…
The Pontryagin-type maximum principle derived in [30] for optimal control problems involving sweeping processes is generalized to the case where the sweeping set C is nonsmooth and not necessarily bounded, namely, C is the intersection of a…
In the present paper, the maximum principle for finite horizon state constrained problems from the book by R. Vinter [\textit{Optimal Control}, Birkh\"auser, Boston, 2000; Theorem~9.3.1] is analyzed via parametric examples. The latter has…
In this paper, we consider an optimal control problem in equilibrium thermodynamics of gases. Thermodynamic state of the gas is given by a Legendrian submanifold in a contact thermodynamic space. Using Pontryagin's maximum principle we find…
Using the Pontryagin Maximum Principle for the time-optimal problem in coordinates of the first kind, we find extremals of abitrary left-invariant sub-Finsler quasimetric on the Cartan group defined by a distribution of rank two.
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…
We analyze an optimal control problem for systems of integral equations of Volterra type with two independent variables. These systems generalize both, the hyperbolic control problems for systems of Goursat-Darboux type, and the optimal…