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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

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

Optimization and Control · Mathematics 2022-08-04 Daniel Wachsmuth

A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…

Optimization and Control · Mathematics 2016-01-20 M. Delgado-Téllez , A. Ibort , T. Rodríguez de la Peña , R. Salmoni

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

Optimization and Control · Mathematics 2024-08-01 Daniel Wachsmuth

This paper concerns optimal control problems for a class of sweeping processes governed by discontinuous unbounded differential inclusions that are described via normal cone mappings to controlled moving sets. Largely motivated by…

Optimization and Control · Mathematics 2018-05-01 Nguyen D. Hoang , Boris S. Mordukhovich

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

Probability · Mathematics 2012-02-20 AbdulRahman Al-Hussein

In this note, we consider an optimal control problem associated to a differential equation driven by a H\"{o}lder continuous function g of index greater than 1/2. We split our study in two cases. If the coefficient of dg\_t does not depend…

Probability · Mathematics 2007-05-23 Laurent Mazliak , Ivan Nourdin

We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…

Optimization and Control · Mathematics 2019-07-11 M. Soledad Aronna , Monica Motta , Franco Rampazzo

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…

Optimization and Control · Mathematics 2014-07-24 Mohammed Benharrat , Delfim F. M. Torres

The paper studies optimal control problem described by higher order evolution differential inclusions (DFIs) with endpoint and state constraints. In the term of Euler-Lagrange type inclusion is derived sufficient condition of optimality for…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov

We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a…

Optimization and Control · Mathematics 2017-01-25 Anthony Bloch , Leonardo Colombo , Rohit Gupta , Tomoki Ohsawa

The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…

Optimization and Control · Mathematics 2013-11-12 Eduardo Oda , Pedro Aladar Tonelli

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

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

A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…

Optimization and Control · Mathematics 2025-06-13 Amit Acharya , Janusz Ginster

This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…

Optimization and Control · Mathematics 2019-06-20 Elimhan N. Mahmudov

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We present variational theory for optimal control over a finite time interval in quantum systems with relaxation. The corresponding Euler-Lagrange equations determining the optimal control field are derived. In our theory the optimal…

Quantum Physics · Physics 2009-11-07 Ilia Grigorenko , Martin E. Garcia , K. H. Bennemann

This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…

Optimization and Control · Mathematics 2024-04-17 Zhun Gou , Nan-jing Huang , Xian-jun Long , Jian-hao Kang
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