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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

We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and…

Optimization and Control · Mathematics 2010-09-29 Gastao S. F. Frederico , Delfim F. M. Torres

We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized…

Probability · Mathematics 2015-01-22 Ana Bela Cruzeiro , Rémi Lassalle

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

Optimization and Control · Mathematics 2015-12-09 Loïc Bourdin , Emmanuel Trélat

In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…

Optimization and Control · Mathematics 2014-03-19 Tatiana Odzijewicz

In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the…

Optimization and Control · Mathematics 2019-09-02 M. J. Lazo , G. S. F. Frederico , P. M. Carvalho-Neto

In this paper, we consider a generalization of variational calculus which allows us to consider in the same framework different cases of mechanical systems, for instance, Lagrangian mechanics, Hamiltonian mechanics, systems subjected to…

Differential Geometry · Mathematics 2014-11-13 Viviana Alejandra Díaz , David Martín de Diego

Using the recent formulation of Noether's theorem for the problems of the calculus of variations with fractional derivatives, the Lagrange multiplier technique, and the fractional Euler-Lagrange equations, we prove a Noether-like theorem to…

Optimization and Control · Mathematics 2008-06-29 Gastao S. F. Frederico , Delfim F. M. Torres

We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…

Optimization and Control · Mathematics 2019-04-03 Joël Blot , Hasan Yilmaz

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

Optimization and Control · Mathematics 2010-07-30 Rui A. C. Ferreira

We present analytic computational tools that permit us to identify, in an automatic way, conservation laws in optimal control. The central result we use is the famous Noether's theorem, a classical theory developed by Emmy Noether in 1918,…

Optimization and Control · Mathematics 2012-11-06 Paulo D. F. Gouveia , Delfim F. M. Torres

We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…

Mathematical Physics · Physics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…

Optimization and Control · Mathematics 2016-05-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

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

We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed…

Optimization and Control · Mathematics 2016-03-25 G. S. F. Frederico , M. J. Lazo

In this work we refer to motivations, applications, and relations of control theory with other areas of mathematics. We present a brief historical review of optimal control theory, from its roots in the calculus of variations and the…

Optimization and Control · Mathematics 2009-09-20 Cristiana J. Silva , Delfim F. M. Torres , Emmanuel Trelat

English version of abstract: The dynamic optimization problems treated by the calculus of variations are usually solved with the help of the 2nd order Euler-Lagrange differential equations. These equations are, generally speaking,…

Optimization and Control · Mathematics 2011-09-02 Paulo D. F. Gouveia , Delfim F. M. Torres

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…

In this note our aim is to give a proof of the Pontryagin maximum principle for a general optimal control problem with running state constraints and smooth dynamics. Our proof is based on the classical Ekeland variational principle. The…

Optimization and Control · Mathematics 2016-04-15 Loïc Bourdin

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…

Optimization and Control · Mathematics 2019-06-26 A. D. Ioffe