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In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

In this paper we give a new approach to introduce switching strategies in a special class of optimal multiprocesses. Defined as the set of partitions of the time interval, switching strategies become the character of a classical control.…

Optimization and Control · Mathematics 2015-11-30 Nico Tauchnitz

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

Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…

Optimization and Control · Mathematics 2023-05-25 Siddhartha Ganguly , Souvik Das , Debasish Chatterjee , Ravi Banavar

In this work, we investigate an indirect approach for the numerical solution of optimal control problems via neural networks. A customized neural network is constructed, where optimal state, co-state and control trajectories are…

Optimization and Control · Mathematics 2025-02-13 Mominul Rubel , Gabriel Nicolosi

We show that mean field optimal controls satisfy a first order optimality condition (at a.e. time) without any a priori requirement on their spatial regularity. This principle is obtained by a careful limit procedure of the Pontryagin…

Analysis of PDEs · Mathematics 2025-04-02 Stefano Almi , Riccardo Durastanti , Francesco Solombrino

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints…

Optimization and Control · Mathematics 2015-12-04 An Li , Jane Ye

We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…

Systems and Control · Computer Science 2019-10-04 Chinmay Maheshwari , Sukumar Srikant , Debasish Chatterjee

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 ,…

Optimization and Control · Mathematics 2015-12-16 Loïc Bourdin , Emmanuel Trélat

Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…

Optimization and Control · Mathematics 2021-09-24 Faical Ndairou , Delfim F. M. Torres

We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional…

Dynamical Systems · Mathematics 2015-11-09 Joel Blot , Thoi Ngo

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

Optimization and Control · Mathematics 2013-02-15 Loïc Bourdin , Emmanuel Trélat

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

Optimization and Control · Mathematics 2015-04-10 Mattia Bongini , Massimo Fornasier , Francesco Rossi , Francesco Solombrino

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

Optimization and Control · Mathematics 2016-09-15 Shuzhen Yang

In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…

Probability · Mathematics 2017-06-12 Giuseppina Guatteri , Federica Masiero , Carlo Orrieri

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…

Probability · Mathematics 2023-06-14 Giuseppina Guatteri , Federica Masiero

In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…

Optimization and Control · Mathematics 2024-09-05 Jin Shi , Shuzhen Yang

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

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…