Related papers: Extended Euler-Lagrange and Hamiltonian Conditions…
The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
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…
The Helmholtz conditions are necessary and sufficient conditions for a system of second order differential equations to be variational, that is, equivalent to a system of Euler-Lagrange equations for a regular Lagrangian. On the other hand,…
We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…
In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…
We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
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…
This paper consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modeled as additional food provided prey-predator system with Holling Type-III functional…
In this paper we study the optimal control of a parabolic initial-boundary value problem of viscous Cahn-Hilliard type with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive phase…
Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…
The convective Brinkman-Forchheimer (CBF) equations describe the motion of incompressible viscous fluid through a rigid, homogeneous, isotropic, porous medium. In this work, we consider some distributed optimal control problems like total…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…
We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, where agents interact through heterogeneous and asymmetric…