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In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…

Optimization and Control · Mathematics 2020-06-26 Manuel de León , Manuel Lainz , Miguel C. Muñoz-Lecanda

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…

Dynamical Systems · Mathematics 2007-05-23 Vincent M. Guibout , Anthony M. Bloch

The Lagrange problem is established in the discrete field theory subject to constraints with values in a Lie group. For the admissible sections that satisfy a certain regularity condition, we prove that the critical sections of such…

Differential Geometry · Mathematics 2023-01-04 Pablo M. Chacón , Antonio Fernández , Pedro L. García

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

Optimization and Control · Mathematics 2015-12-09 Loïc Bourdin , Emmanuel Trélat

We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…

Optimization and Control · Mathematics 2022-06-29 Alexey Mashtakov

We geometrically describe optimal control problems in terms of Morse families in the Hamiltonian framework. These geometric structures allow us to recover the classical first order necessary conditions for optimality and the starting point…

Optimization and Control · Mathematics 2012-11-20 María Barbero-Liñán , David Iglesias Ponte , David Martín de Diego

We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…

Numerical Analysis · Mathematics 2021-09-07 Enrique Otarola

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

Optimization and Control · Mathematics 2018-04-10 Kazuhide Okamoto , Maxim Goldshtein , Panagiotis Tsiotras

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…

Optimization and Control · Mathematics 2019-05-27 Pradyumna Paruchuri , Debasish Chatterjee

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…

Optimization and Control · Mathematics 2007-05-23 Igor Borovikov

By one of the most fundamental principles in physics, a dynamical system will exhibit those motions which extremise an action functional. This leads to the formation of the Euler-Lagrange equations, which serve as a model of how the system…

Machine Learning · Computer Science 2025-03-11 Yana Lishkova , Paul Scherer , Steffen Ridderbusch , Mateja Jamnik , Pietro Liò , Sina Ober-Blöbaum , Christian Offen

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

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

Optimization and Control · Mathematics 2010-10-05 I. P. Smirnov

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…

Numerical Analysis · Mathematics 2017-04-05 Enrique Otárola , Abner J. Salgado

Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

Optimization and Control · Mathematics 2023-03-17 Franco Cardin , Cristina Giannotti , Andrea Spiro

A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

Optimization and Control · Mathematics 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer