Related papers: A discrete-time Pontryagin maximum principle under…
In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…
We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…
The precise regulation of rotary actuation is fundamental in autonomous robotics, yet practical PID loops deviate from continuous-time theory due to discrete-time execution, actuator saturation, and small delays and measurement…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…
Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value…
In many wireless communication systems, radios are subject to a duty cycle constraint, that is, a radio only actively transmits signals over a fraction of the time. For example, it is desirable to have a small duty cycle in some low power…
We study a model for the exploitation of renewable stocks developed in Clark et al. (Econometrica 47 (1979), 25-47). In this particular control problem, the control law contains a measurable and an impulsive control component. We formulate…
We consider the ramp metering problem for a freeway stretch modeled by the Cell Transmission Model. Assuming perfect model knowledge and perfect traffic demand prediction, the ramp metering problem can be cast as a finite horizon optimal…
Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all…
We propose a quantum optimal control framework based on the Pontryagin Maximum Principle to design energy- and time-efficient pulses for open quantum systems. By formulating the Langevin equation of a dissipative LC circuit as a linear…
We show that if an efficient classical representation of the dynamics exists, optimal control problems on many-body quantum systems can be solved efficiently with finite precision. We show that the size of the space of parameters necessary…
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…
Most interesting problems in robotics (e.g., locomotion and manipulation) are realized through intermittent contact with the environment. Due to the perception and modeling errors, assuming an exact time for establishing contact with the…
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…
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 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…
Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…
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…
This paper studies optimal tracking performance issues for multi-input-multi-output linear time-invariant systems under networked control with limited bandwidth and additive colored white Gaussian noise channel. The tracking performance is…