Related papers: Linear turnpike theorem
We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…
A geometric approach to kinematics in control theory is illustrated. A non-linear control system is derived for the problem and the Pontryagin maximum principle is used to find the time-optimal trajectories of the Parallel navigation. The…
The investigation of optimal processes has a long history in the field of thermodynamics. It is well known that finite-time processes that minimize dissipation often exhibit discontinuities. We use a combination of numerical and analytical…
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.…
In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…
Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…
In this study, we propose a varying terminal time structure for the optimal control problem under state constraints, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal…
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
Lyapunov drift and Lyapunov optimization are powerful techniques for optimizing time averages in stochastic queueing networks subject to stability. However, there are various definitions of queue stability in the literature, and the most…
We apply an extension of the Pontryagin Maximum Principle to derive time-optimal controls of two-level quantum systems by means of piecewise constant pulses. Global optimal solutions are obtained for state-to-state transfer in the cases…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
Thermodynamics serves as a universal means for studying physical systems from an energy perspective. In recent years, with the establishment of the field of stochastic and quantum thermodynamics, the ideas of thermodynamics have been…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
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…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…
We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results.…