Related papers: Noether theorem in stochastic optimal control prob…
We prove a generalization of Noether's theorem for optimal control problems defined on time scales. Particularly, our results can be used for discrete-time, quantum, and continuous-time optimal control problems. The generalization involves…
We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric…
We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are…
We extend Noether's theorem to dynamical optimal control systems being under the action of nonconservative forces. A systematic way of calculating conservation laws for nonconservative optimal control problems is given. As a corollary, the…
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the time delay variational setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of…
We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…
We extend the second Noether theorem to optimal control problems which are invariant under symmetries depending upon k arbitrary functions of the independent variable and their derivatives up to some order m. As far as we consider a…
A general study of symmetries in optimal control theory is given, starting from the presymplectic description of this kind of system. Then, Noether's theorem, as well as the corresponding reduction procedure (based on the application of the…
We consider Noether symmetries within Hamiltonian setting as transformations that preserve Poincar\'e-Cartan form, i.e., as symmetries of characteristic line bundles of nondegenerate 1-forms. In the case when the Poincar\'e-Cartan form is…
In this paper we study the infinitesimal symmetries, Newtonoid vector fields, infinitesimal Noether symmetries and conservation laws of Hamiltonian systems. Using the dynamical covariant derivative and Jacobi endomorphism on the cotangent…
In contact Hamiltonian systems, the so-called dissipated quantities are akin to conserved quantities in classical Hamiltonian systems. In this paper, we prove a Noether's theorem for non-autonomous contact Hamiltonian systems,…
The Noether theorem connecting symmetries and conservation laws can be applied directly in a Hamiltonian framework without using any intermediate Lagrangian formulation. This requires a careful discussion about the invariance of the…
Noether's theorem connects symmetries to invariants in continuous systems, however its extension to discrete systems has remained elusive. Recognizing the lowest-order finite difference as the foundation of local continuity, a viable method…
We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…
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,…
We extend Noether's theorem to the setting of multisymplectic geometry by exhibiting a correspondence between conserved quantities and continuous symmetries on a multi-Hamiltonian system. We show that a homotopy co-momentum map interacts…
We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary…
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…
We obtain a generalization of Noether's invariance principle for optimal control problems with equality and inequality state-input constraints. The result relates the invariance properties of the problems with the existence of conserved…
Noether's theorem is reviewed with a particular focus on an intermediate step between global and local gauge and coordinate transformations, namely linear transformations. We rederive the well known result that global symmetry leads to…