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Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

Optimization and Control · Mathematics 2023-03-17 Franco Cardin , Cristina Giannotti , Andrea Spiro

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…

Dynamical Systems · Mathematics 2015-06-30 Leonardo Colombo , David Martin de Diego

This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental…

Optimization and Control · Mathematics 2017-02-06 Ricardo Almeida

Optimal control problems of forward stochastic Volterra integral equations (SVIEs) are formulated and studied. When control region is arbitrary subset of Euclidean space and control enters into the diffusion, necessary conditions of…

Optimization and Control · Mathematics 2018-02-06 Tianxiao Wang

A distributed optimal control problem with final observation for a three- dimensional Lagrange averaged Navier-Stokes-? model is studied. The solvability of the optimal control problem is proved and the first-order optimality conditions are…

Optimization and Control · Mathematics 2013-10-23 Elder J. Villamizar-Roa , Elva Ortega-Torres

We consider nonsmooth optimal control problems subject to a linear elliptic partial differential equation with homogeneous Dirichlet boundary conditions. It is well-known that local solutions satisfy the celebrated Pontryagin maximum…

Optimization and Control · Mathematics 2024-06-28 Daniel Wachsmuth

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

In this paper, we describe a geometric setting for higher-order lagrangian problems on Lie groups. Using left-trivialization of the higher-order tangent bundle of a Lie group and an adaptation of the classical Skinner-Rusk formalism, we…

Mathematical Physics · Physics 2011-04-19 Leonardo Colombo , David Martin de Diego

We establish Pontryagin principles for a Mayer's optimal control problem governed by a functional differential equation. The control functions are piecewise continuous and the state functions are piecewise continuously differentiable. To do…

Optimization and Control · Mathematics 2016-01-11 Mamadou Ibrahima Kon\' , Joël Blot

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

Optimization and Control · Mathematics 2010-07-30 Rui A. C. Ferreira

The purpose of this paper is to use the framework of Lie algebroids to study optimal control problems for affine connection control systems on Lie groups. In this context, the equations for critical trajectories of the problem are…

Optimization and Control · Mathematics 2014-06-16 L. Abrunheiro , M. Camarinha

In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…

Optimization and Control · Mathematics 2026-05-05 V. Cerone , S. M. Fosson , S. Pirrera , A. Re , D. Regruto

At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

We consider the class of control systems where the differential equation, state and control system are described by polynomials. Given a set of trajectories and a class of Lagrangians, we are interested to find a Lagrangian in this class…

Optimization and Control · Mathematics 2017-03-22 Jérémy Rouot , Jean-Bernard Lasserre

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…

Optimization and Control · Mathematics 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

We consider an optimal control problem for the three-dimensional non-linear Primitive Equations of the ocean in a vertically bounded and horizontally periodic domain. The observation operator maps a solution of the Primitive Equations to…

Optimization and Control · Mathematics 2008-04-09 Maëlle Nodet

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Optimization and Control · Mathematics 2023-01-23 Haisen Zhang , Xianfeng Zhang

We apply the method of controlled Lagrangians by potential shaping to Euler--Poincar\'e mechanical systems with broken symmetry. We assume that the configuration space is a general semidirect product Lie group $\mathsf{G} \ltimes V$ with a…

Optimization and Control · Mathematics 2023-03-24 César Contreras , Tomoki Ohsawa
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