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We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed…

Optimization and Control · Mathematics 2016-03-25 G. S. F. Frederico , M. J. Lazo

This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong…

Optimization and Control · Mathematics 2020-07-21 Nico Tauchnitz

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…

Classical Analysis and ODEs · Mathematics 2015-12-22 Ricardo Almeida

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Optimization and Control · Mathematics 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

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…

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…

General Finance · Quantitative Finance 2012-03-20 Dapeng CAI , Takashi Gyoshin NITTA

We derive Euler-Lagrange equations for the topology optimization of decay rate in 3-d lossy optical cavities. This leads to a new class of time-harmonic differential or integro-differential equations, which can be written as nonlinear…

Optimization and Control · Mathematics 2019-06-03 Matthias Eller , Illya M. Karabash

Some classic second-order sufficient optimality conditions in the calculus of variations are shown to be equivalent, while also introducing a new equivalent second-order condition which is extremely easy to apply: simply integrate a linear…

Optimization and Control · Mathematics 2025-02-25 William W. Hager

We consider fractional isoperimetric problems of calculus of variations with double integrals via the recent modified Riemann-Liouville approach. A necessary optimality condition of Euler-Lagrange type, in the form of a multitime fractional…

Optimization and Control · Mathematics 2011-04-05 Tatiana Odzijewicz , Delfim F. M. Torres

We prove optimality conditions for different variational functionals containing left and right Caputo fractional derivatives. A sufficient condition of minimization under an appropriate convexity assumption is given. An Euler-Lagrange…

Optimization and Control · Mathematics 2010-10-06 Ricardo Almeida , Delfim F. M. Torres

We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…

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

We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2014-05-13 Tatiana Odzijewicz , Delfim F. M. Torres

We introduce three types of partial fractional operators of variable order. An integration by parts formula for partial fractional integrals of variable order and an extension of Green's theorem are proved. These results allow us to obtain…

Optimization and Control · Mathematics 2013-02-12 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…

Optimization and Control · Mathematics 2014-03-19 Tatiana Odzijewicz

We obtain higher order necessary conditions for a minimum of a Mayer optimal control problem connected with a nonlinear, control-affine system, where the controls range on an m-dimensional Euclidean space. Since the allowed velocities are…

Optimization and Control · Mathematics 2019-03-15 M. Soledad Aronna , Monica Motta , Franco Rampazzo

In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…

Optimization and Control · Mathematics 2013-01-01 Dmitry Khlopin

We prove Euler-Lagrange and natural boundary necessary optimality conditions for fractional problems of the calculus of variations which are given by a composition of functionals. Our approach uses the recent notions of Riemann-Liouville…

Optimization and Control · Mathematics 2010-09-20 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi , Delfim F. M. Torres

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…

Optimization and Control · Mathematics 2023-05-10 Valeriano Antunes de Oliveira

This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vector valued functions. A general formulation of…

Mathematical Physics · Physics 2011-07-28 Mahouton Norbert Hounkonnou , Pascal Dkengne Sielenou