Related papers: Maximum Principle for variational problems with sc…
Problems involving rolling without slipping or no sideways skidding, to name a few, introduce velocity-dependent constraints that can be efficiently treated by the method of Lagrange multipliers in the Lagrangian formulation of the…
In this note our aim is to give a proof of the Pontryagin maximum principle for a general optimal control problem with running state constraints and smooth dynamics. Our proof is based on the classical Ekeland variational principle. The…
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…
In this work we propose a new and more general approach to the calculus of variations on time scales that allows to obtain, as particular cases, both delta and nabla results. More precisely, we pose the problem of minimizing or maximizing…
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…
We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robust integral form and pointwise second order necessary…
We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…
In this paper we consider three minimization problems, namely quadratic, $\rho$-convex and quadratic fractional programing problems. The quadratic problem is considered with quadratic inequality constraints with bounded continuous and…
We examine the supervised learning problem in its continuous setting and give a general optimality condition through techniques of functional analysis and the calculus of variations. This enables us to solve the optimality condition for the…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
In this paper, a maximum principle for the one-dimensional sub-diffusion equation with Atangana-Baleanu fractional derivative is formulated and proved. The proof of the maximum principle is based on an extremum principle for the…
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…
Variational and divergence symmetries are studied in this paper for the whole class of linear and nonlinear equations of maximal symmetry, and the associated first integrals are given in explicit form. All the main results obtained are…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality…
We study the validity of the comparison and maximum principles, and their relation with principal eigenvalues, for a class of degenerate nonlinear operators that are extremal among operators with one dimensional fractional diffusion.
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…
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…