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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

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

Optimal control is ubiquitous in many fields of engineering. A common technique to find candidate solutions is via Pontryagin's maximum principle. An unfortunate aspect of this method is that the dimension of system doubles. When the system…

Optimization and Control · Mathematics 2024-03-26 William Clark , Maria Oprea

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

In this paper, we investigate optimal control problems subject to a semilinear elliptic partial differential equations. The cost functional contains a term that measures the size of the support of the control, which is the so-called…

Optimization and Control · Mathematics 2020-02-13 Eduardo Casas , Daniel Wachsmuth

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

Optimization and Control · Mathematics 2024-12-12 Marc Lambert , Francis Bach , Silvère Bonnabel

We investigate Optimal Control Problems (OCP) for fractional systems involving fractional-time derivatives on time scales. The fractional-time derivatives and integrals are considered, on time scales, in the Riemann--Liouville sense. By…

Optimization and Control · Mathematics 2019-09-24 Gaber M. Bahaa , Delfim F. M. Torres

We apply the method of controlled Lagrangians by potential shaping to Euler--Poincar\'e mechanical systems with broken symmetry. We assume that the configuration space is a general semidirect product Lie group $\mathsf{G} \ltimes V$ with a…

Optimization and Control · Mathematics 2023-03-24 César Contreras , Tomoki Ohsawa

A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…

Optimization and Control · Mathematics 2012-04-10 Jiongmin Yong

In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…

Optimization and Control · Mathematics 2022-06-28 Mingshang Hu , Shaolin Ji , Xiaojuan Li

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…

Symplectic Geometry · Mathematics 2007-05-23 Alexander I. Bobenko , Yuri B. Suris

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…

Optimization and Control · Mathematics 2007-05-23 M. Chyba , N. E. Leonard , E. D. Sontag

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

Optimization and Control · Mathematics 2007-12-31 Anthony M. Bloch , Islam I. Hussein , Melvin Leok , Amit K. Sanyal

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

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone