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In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…

Optimization and Control · Mathematics 2018-07-05 Nico Tauchnitz

The famous proof of the Pontryagin maximum principle for control problems on a finite horizon bases on the needle variation technique, as well as the separability concept of cones created by disturbances of the trajectories. In this…

Optimization and Control · Mathematics 2018-07-05 Nico Tauchnitz

This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong…

Optimization and Control · Mathematics 2020-07-21 Nico Tauchnitz

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

We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional…

Dynamical Systems · Mathematics 2015-11-09 Joel Blot , Thoi Ngo

Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…

Optimization and Control · Mathematics 2017-01-16 Anton O. Belyakov

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

We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the value function, we prove that sensitivity relations plus the…

Optimization and Control · Mathematics 2016-07-20 Dmitry Khlopin

In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…

Optimization and Control · Mathematics 2017-04-12 Dmitry Khlopin

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

Optimization and Control · Mathematics 2013-02-15 Loïc Bourdin , Emmanuel Trélat

In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…

Optimization and Control · Mathematics 2013-01-01 Dmitry Khlopin

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

The concept of a local infimum for an optimal control problem is introduced. This definition extends that of an optimal process. For a~local infimum we prove an existence theorem and derive necessary conditions that resemble some family of…

Optimization and Control · Mathematics 2019-06-21 Evgeny Avakov , Georgii Magaril-Il'yaev

We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these…

Optimization and Control · Mathematics 2024-09-18 Dmitry V. Khlopin

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

Optimization and Control · Mathematics 2022-08-04 Daniel Wachsmuth

We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…

Optimization and Control · Mathematics 2025-12-02 Andrei Agrachev , Ivan Beschastnyi , Michele Motta

This paper investigates the necessary optimality conditions for uniformly overtaking optimal control on infinite horizon in the free end case. %with free right endpoint. In the papers of S.M.Aseev, A.V.Kryazhimskii, V.M.Veliov, K.O.Besov…

Optimization and Control · Mathematics 2012-07-24 Dmitry Khlopin

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

Optimization and Control · Mathematics 2019-10-22 Benoît Bonnet

We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…

Optimization and Control · Mathematics 2021-10-07 Maxim Staritsyn , Nikolay Pogodaev , Roman Chertovskih , Fernando Lobo Pereira

Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…

Optimization and Control · Mathematics 2023-12-19 Houssine Zine , El Mehdi Lotfi , Delfim F. M. Torres , Noura Yousfi
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