Related papers: Calculus of variations and optimal control for gen…
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…
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…
Here is investigated the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schr\"odinger equation perturbed by a linear multiplicative Wiener process. The existence of…
Since the seminal work of Emmy Noether it is well know that all conservations laws in physics, \textrm{e.g.}, conservation of energy or conservation of momentum, are directly related to the invariance of the action under a family of…
The calculus of variations is a field of mathematical analysis born in 1687 with Newton's problem of minimal resistance, which is concerned with the maxima or minima of integral functionals. Finding the solution of such problems leads to…
We review the Lagrangian formulation of Noether symmetries (as well as "generalized Noether symmetries") in the framework of Calculus of Variations in Jet Bundles, with a special attention to so-called "Natural Theories" and "Gauge-Natural…
In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
We prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.
We prove a Noether-type symmetry theorem for invariant optimal control problems with unrestricted controls. The result establishes weak conservation laws along all the minimizers of the problems, including those minimizers which do not…
Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is continuously differentiable in the state variable. Here, by making use of the notion of set-valued Lie…
The classical maximum principle for optimal stochastic control states that if a control $\hat{u}$ is optimal, then the corresponding Hamiltonian has a maximum at $u=\hat{u}$. The first proofs for this result assumed that the control did not…
We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the…
The need to describe abrupt changes or response of nonlinear systems to impulsive stimuli is ubiquitous in applications. Also the informal use of infinitesimal and infinite quantities is still a method used to construct idealized but…
For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…
We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…
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…
We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are…