Related papers: A Pontryagin Maximum Principle in Wasserstein Spac…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
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…
The Pontryagin-type maximum principle derived in [30] for optimal control problems involving sweeping processes is generalized to the case where the sweeping set C is nonsmooth and not necessarily bounded, namely, C is the intersection of a…
This work establishes two versions of the Pontryagin-type maximum principles for partially observed optimal control of coupled forward stochastic partial differential equations (FSPDEs) and backward stochastic differential equations (BSDEs)…
For a class of path-dependent stochastic evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. In this infinite-dimensional control…
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…
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…
Our work is devoted to the study of Pontryagin's stochastic maximum principle for a mean-field optimal control problem under Peng's $G$-expectation. The dynamics of the controlled state process is given by a stochastic differential equation…
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
We investigate a time and energy minimization optimal control problem for open quantum systems, whose dynamics is governed through the Lindblad (or Gorini-Kossakowski-Sudarshan-Lindblad) master equation. The dissipation is Markovian…
The paper extends an impulsive control-theoretical framework towards dynamic systems in the space of measures. We consider a transport equation describing the time-evolution of a conservative "mass" (probability measure), which represents…
This paper studies a vertical powered descent problem in the context of planetary landing, considering glide-slope and thrust pointing constraints and minimizing any final cost. In a first time, it proves the Max-Min-Max or Max-Singular-Max…
In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…
In this note we develop the theory of the quantum Pontryagin principle for continuous measurements and feedback. The analysis is carried out under the assumption of compatible events in the output channel. The plant is a quantum system,…
The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…
In this paper we study optimal advertising problems that models the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we…
We establish Pontryagin principles for a Mayer's optimal control problem governed by a functional differential equation. The control functions are piecewise continuous and the state functions are piecewise continuously differentiable. To do…
Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy. Here, we focus on the proof…
We consider the motion planning of an object in a Riemannian manifold where the object is steered from an initial point to a final point utilizing optimal control. Considering Pontryagin Minimization Principle we compute the Optimal…