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Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…

Optimization and Control · Mathematics 2023-12-19 Houssine Zine , El Mehdi Lotfi , Delfim F. M. Torres , Noura Yousfi

A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

Optimization and Control · Mathematics 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

This work develops a control-centric framework for a custom 4-DOF rigid-body manipulator by coupling a reduced-order Pontryagin's Maximum Principle (PMP) controller with a physics-informed Gradient Descent stage. The reduced PMP model…

Robotics · Computer Science 2025-12-15 Brock Marcinczyk , Logan E. Beaver

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…

Optimization and Control · Mathematics 2018-02-27 Yuchao Dong , Qingxin Meng

Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…

Optimization and Control · Mathematics 2025-12-15 Cédric Join , Emmanuel Delaleau , Michel Fliess

We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…

Optimization and Control · Mathematics 2016-10-31 Chems Eddine Arroud , Giovanni Colombo

At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

Optimization and Control · Mathematics 2022-10-05 Arzu Ahmadova , Nazim I. Mahmudov

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

Optimal control theory, also known as Pontryagin's Maximum Principle, is applied to the quantum parameter estimation in the presence of decoherence. An efficient procedure is devised to compute the gradient of quantum Fisher information…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…

Optimization and Control · Mathematics 2018-09-06 Evgeny Avakov , Georgii Magaril-Il'yaev

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…

Optimization and Control · Mathematics 2014-09-02 Helena Sofia Rodrigues , M. Teresa T. Monteiro , Delfim F. M. Torres