Related papers: Optimality conditions applied to free-time multi-b…
In this paper we consider the minimum time population transfer problem for a two level quantum system driven by {\em two} external fields with bounded amplitude. The controls are modeled as real functions and we do not use the Rotating Wave…
Quantum metrology comprises a set of techniques and protocols that utilize quantum features for parameter estimation which can in principle outperform any procedure based on classical physics. We formulate the quantum metrology in terms of…
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…
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…
In this paper, we study second-order necessary and sufficient optimality conditions of Karush--Kuhn--Tucker-type for locally optimal solutions in the sense of Pareto to a class of multi-objective optimal control problems with mixed…
A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…
Motivated by the design question of additional fuel needed to complete a task in an uncertain environment, this paper introduces metrics to quantify the maximal additional energy used by a control system in the presence of bounded…
We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…
In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…
We study the tracking of a trajectory for a nonholonomic system by recasting the problem as an optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a nonholonomic…
The objective of this article is to introduce the tools to analyze the contrast imaging problem in Nuclear Magnetic Resonance. Optimal trajectories can be selected among extremal solutions of the Pontryagin Maximum Principle applied to this…
We address Newton-type problems of minimal resistance from an optimal control perspective. It is proven that for Newton-type problems the Pontryagin maximum principle is a necessary and sufficient condition. Solutions are then computed for…
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…
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…
Using the Pontryagin Maximum Principle for the time-optimal problem in coordinates of the first kind, we find extremals of abitrary left-invariant sub-Finsler quasimetric on the Cartan group defined by a distribution of rank two.
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
Given the marginal distribution information of the underlying asset price at two future times $T_1$ and $T_2$, we consider the problem of determining a model-free upper bound on the price of a class of American options that must be…
We propose an optimization strategy to control the dynamics of a stochastic system transferred from one thermal equilibrium to another and apply it experimentally to a Brownian particle in an optical trap under compression. Based on a…
We derive the covariant optimality conditions for rocket trajectories in general relativity, with and without a bound on the magnitude of the proper acceleration. The resulting theory is then applied to solve two specific problems: the…