Related papers: Pontryagin principle and envelope theorem

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…

This work deals with the study of an optimal control of a system of nonlinear differential equations using the Bagarello's operator approach, recently introduced in a paper (Int. Jour. of Theoretical Physics, 43, issue 12 (2004), p. 2371 -…

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal…

This paper applies the Method of Successive Approximations (MSA) based on Pontryagin's principle to solve optimal control problems with state constraints for semilinear parabolic equations. Error estimates for the first and second…

In this paper, we study a stochastic optimal control problem under a type of consistent convex expectation dominated by G-expectation. By the separation theorem for convex sets, we get the representation theorems for this convex expectation…

In this paper we study a problem of looking for an optimal solution of a system of the differential equations with a control and an optimized function. The system of differential equations is changed for two systems with the upper and lower…

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

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…

We provide a new, simpler, and more direct proof of the well known fact that for autonomous optimal control problems the Pontryagin extremals evolve on a level surface of the respective Pontryagin Hamiltonian.

This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin's necessary optimality conditions. In detail, we use methods from…

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…

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…

Based on Pontryagin Maximum Principle (PMP), this paper establishes a generalized PMP aiming at control system with with extra input/output terms. The paper details the adaptive target and gives a proof of the generalized theorem.…

We discuss contact geometry naturally related with optimal control problems (and Pontryagin Maximum Principle). We explore and expand the observations of [Ohsawa, 2015], providing simple and elegant characterizations of normal and abnormal…

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…

In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

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…

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…