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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…

Optimization and Control · Mathematics 2016-04-15 Loïc Bourdin

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

Optimization and Control · Mathematics 2026-01-19 Alberto Domínguez Corella , Onésimo Hernández-Lerma

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

Probability · Mathematics 2025-11-26 Stefano Bonaccorsi , Adrian Zalinescu

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

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

Optimization and Control · Mathematics 2019-02-19 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…

Optimization and Control · Mathematics 2013-02-05 Marco Fuhrman , Ying Hu , Gianmario Tessitore

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…

Optimization and Control · Mathematics 2023-02-07 Loïc Bourdin , Emmanuel Trélat

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…

Optimization and Control · Mathematics 2023-10-16 Faical Ndairou , Delfim F. M. Torres

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…

Optimization and Control · Mathematics 2023-05-25 Siddhartha Ganguly , Souvik Das , Debasish Chatterjee , Ravi Banavar

The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…

Optimization and Control · Mathematics 2007-11-26 Silvia Faggian

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

Necessary conditions of optimality in the form of the Pontryagin Maximum Principle are derived for the Bolza-type discounted problem with free right end. The optimality is understood in the sense of the uniformly overtaking optimality. Such…

Optimization and Control · Mathematics 2015-03-03 Dmitry Khlopin

The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…

Optimization and Control · Mathematics 2019-06-26 A. D. Ioffe

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

Optimization and Control · Mathematics 2020-12-22 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee , Masaaki Nagahara

This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…

Optimization and Control · Mathematics 2022-07-04 Naila Hayek , Hasan Yilmaz

For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…

Optimization and Control · Mathematics 2018-09-06 Evgeny Avakov , Georgii Magaril-Il'yaev

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…

Optimization and Control · Mathematics 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

Optimization and Control · Mathematics 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama