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We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…

Optimization and Control · Mathematics 2015-12-31 Zhengdi Shen , Alexander Vladimirsky

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

We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Kevin Ross

We study the reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions for continuous-time and discrete-time systems. We…

Optimization and Control · Mathematics 2022-07-15 Efstratios Stratoglou , Alexandre Anahory Simoes , Leonardo J. Colombo

In this paper, an optimal control problem governed by a class of p-Laplacian elliptic equations is studied. In particular, as no monotonicity assumption is assumed on the nonlinear term, the state equation may admit several solutions for…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Shu Luan

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

In this work, we extend Aubry-Mather theory to the case of control systems with nonholonomic constraints. In this framework, we consider an optimal control problem where admissible trajectories are solutions of a control-affine equation.…

Optimization and Control · Mathematics 2024-11-04 Piermarco Cannarsa , Cristian Mendico

This paper presents an inverse optimal control methodology and its application to training a predictive model of human motor control from a manipulation task. It introduces a convex formulation for learning both objective function and…

Systems and Control · Computer Science 2019-12-05 Marcel Menner , Peter Worsnop , Melanie N. Zeilinger

In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…

Mathematical Physics · Physics 2011-09-23 Leonardo Colombo , Fernando Jimenez , David Martin de Diego

We present a systematic scheme for optimization of quantum simulations. Specifically, we show how polychromatic driving can be used to significantly improve the driving of Raman transitions in the Lambda system, which opens new…

Quantum Physics · Physics 2014-07-09 Albert Verdeny , Łukasz Rudnicki , Cord A. Müller , Florian Mintert

We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…

Optimization and Control · Mathematics 2013-01-30 M. Barbero-Liñán , B. Jakubczyk

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 an optimal control problem for the three-dimensional non-linear Primitive Equations of the ocean in a vertically bounded and horizontally periodic domain. The observation operator maps a solution of the Primitive Equations to…

Optimization and Control · Mathematics 2008-04-09 Maëlle Nodet

The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the…

Numerical Analysis · Mathematics 2016-08-03 Roberto Ferretti , Achille Sassi

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…

Probability · Mathematics 2021-03-22 F. Gozzi , F. Masiero

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda
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