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We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

Optimization and Control · Mathematics 2024-08-01 Daniel Wachsmuth

We consider left-invariant optimal control problems on connected Lie groups such that generic stabilizer of the coadjoint action is connected and has dimension not more than 1. We introduce a construction for symmetries of the exponential…

Optimization and Control · Mathematics 2020-06-02 A. V. Podobryaev

Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Arthur Castello Branco de Oliveira , Milad Siami , Eduardo D. Sontag

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…

Numerical Analysis · Mathematics 2018-08-17 Dmitriy Leykekhman , Boris Vexler

We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…

Optimization and Control · Mathematics 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

In this paper, we describe a geometric setting for higher-order lagrangian problems on Lie groups. Using left-trivialization of the higher-order tangent bundle of a Lie group and an adaptation of the classical Skinner-Rusk formalism, we…

Mathematical Physics · Physics 2011-04-19 Leonardo Colombo , David Martin de Diego

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Kazufumi Ito , Karl Kunisch

We review some recent results on the theory of Lagrangian systems on Lie algebroids. In particular we consider the symplectic and variational formalism and we study reduction. Finally we also consider optimal control systems on Lie…

Mathematical Physics · Physics 2008-04-24 Eduardo Martinez

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…

Quantum Physics · Physics 2025-11-25 Davit Aghamalyan , Aleek Maity , Varun Narasimhachar , V V Sreedhar

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

A new relation among a class of optimal control systems and Lagrangian systems with symmetry is discussed. It will be shown that a family of solutions of optimal control systems whose control equation are obtained by means of a group action…

Optimization and Control · Mathematics 2012-03-13 M. Delgado-Tellez , A. Ibort , T. Rodriguez de la Peña

An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…

Mathematical Physics · Physics 2015-06-16 Leonardo Colombo , David Martín de Diego , Marcela Zuccalli

In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…

Optimization and Control · Mathematics 2012-03-08 Loïc Bourdin

In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…

Mathematical Physics · Physics 2014-05-20 Leonardo Colombo , Pedro D. Prieto-Martínez

We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…

Numerical Analysis · Mathematics 2026-03-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang