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This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…

Optimization and Control · Mathematics 2026-05-11 Manfred Opper , Sebastian Reich

It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…

An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature $k$-symplectic formalism is used to…

Optimization and Control · Mathematics 2012-10-26 María Barbero-Liñán , Miguel C. Muñoz-Lecanda

Using the Pontryagin maximum principle, the generic structure of optimal policies is deduced for typical quantum control tasks involving coherent lasers, magnetic fields and reservoir engineering. In addition, the periodic optimization is…

Quantum Physics · Physics 2018-01-09 Dmitry V. Zhdanov , Tamar Seideman

Quantum optimal control is a set of methods for designing time-varying electromagnetic fields to perform operations in quantum technologies. This tutorial paper introduces the basic elements of this theory based on the Pontryagin maximum…

Quantum Physics · Physics 2024-06-17 Q. Ansel , E. Dionis , F. Arrouas , B. Peaudecerf , S. Guérin , D. Guéry-Odelin , D. Sugny

We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…

Optimization and Control · Mathematics 2019-04-16 S. A. Belbas

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Fernando Lobo Pereira

In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominence in numerous quantum applications ranging from physical…

Optimization and Control · Mathematics 2024-06-13 Penghui Wang , Shan Wang

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

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…

Optimization and Control · Mathematics 2025-12-24 Ioana Ciotir , Nicolas Forcadel , Piero Visconti , Hasnaa Zidani

In this paper, we are concerned with optimal control problems evolved on Riemannian manifolds, where the initial and final states satisfy some inequality and equality type constraints, and the control set is a separable metric space. We…

Optimization and Control · Mathematics 2020-07-13 Li Deng , Xu Zhang

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

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

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

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…

Quantum Physics · Physics 2022-05-03 Chungwei Lin , Yanting Ma , Dries Sels

The study of fractional variational problems with derivatives in the sense of Caputo is a recent subject, the main results being Agrawal's necessary optimality conditions of Euler-Lagrange and respective transversality conditions. Using…

Optimization and Control · Mathematics 2008-01-16 Gastao S. F. Frederico , Delfim F. M. Torres

A geometric setup for control theory is presented. The argument is developed through the study of the extremals of action functionals defined on piecewise differentiable curves, in the presence of differentiable non-holonomic constraints.…

Optimization and Control · Mathematics 2015-05-18 Enrico Massa , Danilo Bruno , Enrico Pagani

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Shruti Kotpalliwar , Pradyumna Paruchuri , Debasish Chatterjee , Ravi Banavar