Related papers: Pontryagin-type maximum principle for a controlled…
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…
A formalism based on Pontryagin's maximum principle is applied to determine the time-optimal protocol that drives a general initial state to a target state by a Hamiltonian with limited control, i.e., there is a single control field with…
In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…
This paper deals with a nonsmooth version of the connection between the maximum principle and dynamic programming principle, for the stochastic recursive control problem when the control domain is convex. By employing the notions of sub-…
In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…
Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…
A Pontryagin maximum principle for an optimal control problem in three dimensional linearized compressible viscous flows is established using the Ekeland variational principle. The controls are distributed over a bounded domain, while the…
The paper addresses the study of a class of evolutionary quasi-variational inequalities of the parabolic type arising in the formation and growth models of granular and cohensionless materials. Such models and their mathematical…
The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…
We derive a first order optimality condition for a class of agent-based systems, as well as for their mean-field counterpart. A relevant difficulty of our analysis is that the state equation is formulated on possibly infinite-dimensional…
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…
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any…
This paper is mainly devoted to the study of controlled sweeping processes with polyhedral moving sets in Hilbert spaces. Based on a detailed analysis of truncated Hausdorff distances between moving polyhedra, we derive new existence and…
The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…
We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…
We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…
Based on Pontryagin Maximum Principle (PMP), this paper established a generalized PMP aiming at non-feedback control system with stochastic initial conditions. We proved the conclusion and show its coming back to PMP when the randomness…
In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…
State-of-the-art approaches to optimal control use smooth approximations of value and policy functions and gradient-based algorithms for improving approximator parameters. Unfortunately, we show that value and policy functions that arise in…