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The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…

Optimization and Control · Mathematics 2016-11-09 Hélène Frankowska , Haisen Zhang , Xu Zhang

Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…

Optimization and Control · Mathematics 2007-05-23 Cristiana J. Silva , Delfim F. M. Torres

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

Dynamical Systems · Mathematics 2017-01-09 Andrea Boccia , Richard B. Vinter

We consider cost minimising control problems, in which the dynamical system is constrained by higher order differential equations of Euler-Lagrange type. Following ideas from a previous paper by the first and the third author, we prove that…

Optimization and Control · Mathematics 2021-01-27 Franco Cardin , Cristina Giannotti , Andrea Spiro

Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…

Optimization and Control · Mathematics 2017-11-23 Juan-Carlos De Los Reyes

This paper presents a formulation of Noether's theorem for fractional classical fields. We extend the variational formulations for fractional discrete systems to fractional field systems. By applying the variational principle to a…

Mathematical Physics · Physics 2022-09-19 Sami I. Muslih

We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality…

Optimization and Control · Mathematics 2011-09-27 Agnieszka B. Malinowska , Delfim F. M. Torres

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

The Helmholtz conditions are necessary and sufficient conditions for a system of second order differential equations to be variational, that is, equivalent to a system of Euler-Lagrange equations for a regular Lagrangian. On the other hand,…

Optimization and Control · Mathematics 2018-10-17 Marta Farré Puiggalí , Anthony M. Bloch

Consideration of the Noether variational problem for any theory whose action is invariant under global and/or local gauge transformations leads to three distinct theorems. These include the familiar Noether theorem, but also two equally…

High Energy Physics - Theory · Physics 2007-05-23 Katherine Brading , Harvey R. Brown

We consider the Cauchy problem for non-autonomous forms inducing elliptic operators in divergence form with Dirichlet, Neumann, or mixed boundary conditions on an open subset $\Omega$ $\subseteq$ R n. We obtain maximal regularity in L 2…

Functional Analysis · Mathematics 2019-12-06 Pascal Auscher , Moritz Egert

We establish necessary optimality conditions for variational problems with a Lagrangian depending on a combined Caputo derivative of variable fractional order. The endpoint of the integral is free, and thus transversality conditions are…

Optimization and Control · Mathematics 2015-03-30 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…

Optimization and Control · Mathematics 2011-12-16 Agnieszka B. Malinowska , Delfim F. M. Torres

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

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

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

Optimization and Control · Mathematics 2009-11-30 Anatoly Tsirlin

Using supervector fields and graded forms along a morphism, we study the geometry of ordinary differential superequations, extend the formalism of higher order Lagrangian mechanics to the graded context and prove a generalization of…

dg-ga · Mathematics 2008-02-03 José F. Cariñena , Héctor Figueroa

A variational principle for Lagrangian densities containing derivatives of real order is formulated and the invariance of this principle is studied in two characteristic cases. Necessary and sufficient conditions for an infinitesimal…

Functional Analysis · Mathematics 2011-01-18 Teodor M. Atanackovic , Sanja Konjik , Stevan Pilipovic , Srboljub Simic

This paper concerns optimal control problems for a class of sweeping processes governed by discontinuous unbounded differential inclusions that are described via normal cone mappings to controlled moving sets. Largely motivated by…

Optimization and Control · Mathematics 2018-05-01 Nguyen D. Hoang , Boris S. Mordukhovich

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints…

Optimization and Control · Mathematics 2015-12-04 An Li , Jane Ye
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