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We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary…

Optimization and Control · Mathematics 2015-11-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…

Optimization and Control · Mathematics 2025-06-13 Amit Acharya , Janusz Ginster

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…

Probability · Mathematics 2023-06-14 Giuseppina Guatteri , Federica Masiero

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without…

Optimization and Control · Mathematics 2021-04-21 Simone Göttlich , Falk M. Hante , Andreas Potschka , Lars Schewe

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

Optimization and Control · Mathematics 2024-01-31 Jasarat J. Gasimov , Nazim I. Mahmudov

We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the…

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

We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…

Optimization and Control · Mathematics 2010-10-28 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…

Optimization and Control · Mathematics 2020-04-22 Pavel Barkhayev

This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…

Optimization and Control · Mathematics 2019-06-20 Elimhan N. Mahmudov

In the present work, we obtain the constants of motion for isoperimetric variational problems with time delay. We consider a constrained optimization problem where the Lagrangian function defining the functional depends on time delayed…

Optimization and Control · Mathematics 2020-09-07 G. S. F. Frederico , M. J. Lazo , M. N. F. Barreto , J. Paiva

The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. This includes the discrete-time, the quantum, and the…

Optimization and Control · Mathematics 2010-09-29 Agnieszka B. Malinowska , Delfim F. M. Torres

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 describe a summation procedure for the construction of the optimal solution in null controllability problem for differential equation with distributed delay

Optimization and Control · Mathematics 2021-12-28 P. Barkhayev , Yu. Lyubarskii

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…

Optimization and Control · Mathematics 2023-02-08 Weijun Meng , Jingtao Shi , Tianxiao Wang , Ji-Feng Zhang

We study, from an optimal control perspective, Noether currents for higher-order problems of Herglotz type with time delay. Main result provides new Noether currents for such generalized variational problems, which are particularly useful…

Optimization and Control · Mathematics 2017-10-12 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in $H^{2}$. We use an approximate technique to introduce a family of…

Optimization and Control · Mathematics 2008-12-18 Radouen Ghanem