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A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Quantum Physics · Physics 2020-11-09 Chungwei Lin , Dries Sels , Yanting Ma , Yebin Wang

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

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…

Optimization and Control · Mathematics 2024-08-13 Chandrajit Bajaj , Minh Nguyen

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

In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…

Probability · Mathematics 2017-06-12 Giuseppina Guatteri , Federica Masiero , Carlo Orrieri

We study the reduction of degrees of freedom for the equations that determine necessary optimality conditions for extrema in an optimal control problem for a multiagent system by exploiting the physical symmetries of agents, where the…

Optimization and Control · Mathematics 2020-11-25 Leonardo Colombo , Dimos V. Dimarogonas

This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin's necessary optimality conditions. In detail, we use methods from…

Optimization and Control · Mathematics 2020-03-04 Mario E. Villanueva , Colin Jones , Boris Houska

Using the Pontryagin maximum principle, the generic structure of optimal policies is deduced for typical quantum control tasks involving coherent lasers, magnetic fields and reservoir engineering. In addition, the periodic optimization is…

Quantum Physics · Physics 2018-01-09 Dmitry V. Zhdanov , Tamar Seideman

This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…

Optimization and Control · Mathematics 2020-07-28 Anant A. Joshi , Debasish Chatterjee , Ravi N. Banavar

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

This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…

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

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

Quantum optimal control is a set of methods for designing time-varying electromagnetic fields to perform operations in quantum technologies. This tutorial paper introduces the basic elements of this theory based on the Pontryagin maximum…

Quantum Physics · Physics 2024-06-17 Q. Ansel , E. Dionis , F. Arrouas , B. Peaudecerf , S. Guérin , D. Guéry-Odelin , D. Sugny

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

Applying the Tubular Neighborhood Theorem, we give a short and new proof of the Pontryagin Maximum Principle on a smooth manifold. The idea is as follows. Given a control system on a manifold $M$, we embed it into an open subset of some…

Optimization and Control · Mathematics 2011-06-21 Dong Eui Chang

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

This paper studies a vertical powered descent problem in the context of planetary landing, considering glide-slope and thrust pointing constraints and minimizing any final cost. In a first time, it proves the Max-Min-Max or Max-Singular-Max…

Optimization and Control · Mathematics 2022-04-15 Clara Leparoux , Bruno Hérissé , Frédéric Jean
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