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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 article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…

Optimization and Control · Mathematics 2020-07-28 Anant A. Joshi , Debasish Chatterjee , Ravi N. Banavar

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

Optimization and Control · Mathematics 2019-06-05 Mishal Assif P K , Debasish Chatterjee , Ravi Banavar

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

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

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

We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Shruti Kotpalliwar , Pradyumna Paruchuri , Debasish Chatterjee , Ravi Banavar

The fundamental theorem of the theory of optimal control, the Pontryagin maximum principle (PMP), is extended to the setting of almost Lie (AL) algebroids, geometrical objects generalizing Lie algebroids. This formulation of the PMP yields,…

Optimization and Control · Mathematics 2013-06-13 Janusz Grabowski , Michal Jozwikowski

We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…

Systems and Control · Computer Science 2019-10-04 Chinmay Maheshwari , Sukumar Srikant , Debasish Chatterjee

This paper extends the Model Predictive Static Programming (MPSP) framework for nonlinear systems evolving on Euclidean spaces to simple mechanical systems evolving on Lie groups. Classical optimal control approaches based on Pontryagin's…

Systems and Control · Electrical Eng. & Systems 2026-05-06 Akhil B Krishna , Mangal Kothari

On the ground of origins of the theory of Lie groups and Lie algebras, their (co)adjoint representations, and the Pontryagin maximum principle for the time-optimal problem are given an independent foundation for methods of geodesic vector…

Differential Geometry · Mathematics 2019-06-14 Valera Berestovskii , Irina Zubareva

We extend the Pontryagin Maximum Principle (PMP) to the geometric setting of almost-Lie (AL) algebroids -- objects which generalize Lie algebroids. The result may be understood as a very general reduction scheme for optimal control problems…

Optimization and Control · Mathematics 2011-11-08 Michal Jozwikowski

Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…

Optimization and Control · Mathematics 2023-05-25 Siddhartha Ganguly , Souvik Das , Debasish Chatterjee , Ravi Banavar

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

Quantum Physics · Physics 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny

Through the Pontryagin maximum principle, we solve a minimal-time problem for a linear control system on a cylinder, considered as a homogeneous space of the solvable Lie group of dimension two. The main result explicitly shows the…

Optimization and Control · Mathematics 2023-10-12 Victor Ayala , Adriano Da Silva , Maria Torreblanca

Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the…

Optimization and Control · Mathematics 2022-03-25 Tomofumi Ohtsuka , Takuya Ikeda , Kenji Kashima

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

Based on Pontryagin Maximum Principle (PMP), this paper establishes a generalized PMP aiming at control system with with extra input/output terms. The paper details the adaptive target and gives a proof of the generalized theorem.…

Optimization and Control · Mathematics 2016-01-01 Yuanzun Zhao

In this paper we consider an optimal control problem in large time horizon and solve it numerically. More precisely, we are interested in an aerial vehicle guidance problem: launched from a ground platform, the vehicle aims at reaching a…

Optimization and Control · Mathematics 2025-03-04 Veljko Askovic , Emmanuel Trélat , Hasnaa Zidani

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…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang
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