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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

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

In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…

Optimization and Control · Mathematics 2020-06-26 Manuel de León , Manuel Lainz , Miguel C. Muñoz-Lecanda

We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are…

Optimization and Control · Mathematics 2021-08-10 Faical Ndairou , Delfim F. M. Torres

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

Optimization and Control · Mathematics 2021-02-01 Simone Göttlich , Claudia Totzeck

In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti

This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…

Optimization and Control · Mathematics 2025-03-13 Nico Tauchnitz

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 discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…

Optimization and Control · Mathematics 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

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…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

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

Through the Pontryagin maximum principle, we solve a minimal-time problem for a linear control system on a cylinder, considered as a homogeneous space of the solvable Lie group of dimension two. The main result explicitly shows the…

Optimization and Control · Mathematics 2023-10-12 Victor Ayala , Adriano Da Silva , Maria Torreblanca

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

We investigate the time and the energy minimum optimal solutions for the robust control of two-level quantum systems against offset or control field uncertainties. Using the Pontryagin Maximum Principle, we derive the global optimal pulses…

Quantum Physics · Physics 2017-06-07 L. Van Damme , Q. Ansel , S. J. Glaser , D. Sugny

This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…

Optimization and Control · Mathematics 2014-09-10 Haisen Zhang , Xu Zhang

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…

Optimization and Control · Mathematics 2013-02-05 Marco Fuhrman , Ying Hu , Gianmario Tessitore

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…

Optimization and Control · Mathematics 2019-05-27 Pradyumna Paruchuri , Debasish Chatterjee

We investigate the implementation of a new stochastic Kuramoto-Vicsek-type model for global optimization of nonconvex functions on the sphere. This model belongs to the class of Consensus-Based Optimization. In fact, particles move on the…

Machine Learning · Computer Science 2021-07-29 Massimo Fornasier , Hui Huang , Lorenzo Pareschi , Philippe Sünnen

Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…

Optimization and Control · Mathematics 2010-08-06 Hongwei Lou