Related papers: Noether theorem in stochastic optimal control prob…
This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…
In Ref.~\cite{Sag} we proposed a geometric formulation of generalized Nambu mechanics. In the present paper we extend the class of Nambu systems by replacing the stringent condition of constancy of 3-form by closedness. We also explore the…
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…
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the scale relativity theory setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus…
We consider the design of optimal localized feedback gains for one-dimensional formations in which vehicles only use information from their immediate neighbors. The control objective is to enhance coherence of the formation by making it…
Noether's theorem, which connects continuous symmetries to exact conservation laws, remains one of the most fundamental principles in physics and dynamical systems. In this work, we draw a conceptual parallel between two paradigms: the…
We use Noether symmetry approach to find spherically symmetric static solutions of the non-minimally coupled electromagnetic fields to gravity. We construct the point-like Lagrangian under the spherical symmetry assumption. Then we…
Initially introduced in the framework of quantum control, the so-called "monotonic algorithms" have demonstrated excellent numerical performance when dealing with bilinear optimal control problems. This paper presents a unified formulation…
We consider a stock that follows a geometric Brownian motion (GBM) and a riskless asset continuously compounded at a constant rate. We assume that the stock can go bankrupt, i.e., lose all of its value, at some exogenous random time…
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
According to Noether's theorem the presence of a continuous symmetry in a Hamiltonian systems is equivalent to the existence of a conserved quantity, yet these symmetries are not always explicitly enforced in data-driven models. There…
In this paper we formulate and solve an optimal problem for Stochastic process with a regime absorbing state. The solution for this problem is obtained through a system of partial differential equations. The method is applied to obtain an…
A Lagrangian formulation with nonlocality is investigated in this paper. The nonlocality of the Lagrangian is introduced by a new nonlocal argument that is defined as a nonlocal residual satisfying the zero mean condition. The nonlocal…
In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…
Verification theorems are key results to successfully employ the dynamic programming approach to optimal control problems. In this paper we introduce a new method to prove verification theorems for infinite dimensional stochastic optimal…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
A simple local proof of Noether's Second Theorem is given. This proof immediately leads to a generalization of the theorem, yielding conservation laws and/or explicit relationships between the Euler--Lagrange equations of any variational…
We prove the existence of an optimal feedback controller for a stochastic optimization problem constituted by a variation of the Heston model, where a stochastic input process is added in order to minimize a given performance criterion. The…
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…