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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

Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…

Optimization and Control · Mathematics 2023-01-24 Attila Karsai

The paper extends an impulsive control-theoretical framework towards dynamic systems in the space of measures. We consider a transport equation describing the time-evolution of a conservative "mass" (probability measure), which represents…

Optimization and Control · Mathematics 2020-02-17 Nikolay Pogodaev , Maxim Staritsyn

We consider the motion planning of an object in a Riemannian manifold where the object is steered from an initial point to a final point utilizing optimal control. Considering Pontryagin Minimization Principle we compute the Optimal…

Optimization and Control · Mathematics 2020-12-02 Souma Mazumdar

Optimal processes in stochastic thermodynamics are a frontier for understanding the control and design of non-equilibrium systems, with broad practical applications in biology, chemistry, and nanoscale/mesoscale systems. Optimal mass…

Statistical Mechanics · Physics 2026-01-15 Atul Tanaji Mohite , Heiko Rieger

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

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

Turnpike theorems state that if an investor's utility is asymptotically equivalent to a power utility, then the optimal investment strategy converges to the CRRA strategy as the investment horizon tends to infinity. This paper aims to…

Portfolio Management · Quantitative Finance 2025-12-02 Hiroki Yamamichi

In this paper we investigate the turnpike property for constrained LQ optimal control problem in connection with dissipativity of the control system. We determine sufficient conditions to ensure the turnpike property in the case of a…

Optimization and Control · Mathematics 2023-08-29 Zhuqing Li , Roberto Guglielmi

We consider the energy-optimal control problem for double-integrator systems subject to state and control constraints, with fixed terminal time and free terminal speed. When the constraints become active, the optimal trajectory consists of…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Filippos N. Tzortzoglou , Logan E. Beaver , Andreas A. Malikopoulos

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

The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Marc Quincampoix , Vladimir Veliov

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Michael H. Baumann , Timm Faulwasser , Lars Grüne

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…

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

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

For a class of path-dependent stochastic evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. In this infinite-dimensional control…

Optimization and Control · Mathematics 2025-11-07 Guomin Liu , Jian Song , Meng Wang

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the…

Optimization and Control · Mathematics 2021-04-08 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Manuel Schaller , Karl Worthmann

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese
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