English
Related papers

Related papers: Minimax problems for ensembles of control-affine s…

200 papers

This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is…

Optimization and Control · Mathematics 2025-12-12 M. Soledad Aronna , Gabriel de Lima Monteiro , Oscar Sierra Fonseca

We study a constrained optimal control problem for an ensemble of control systems. Each sub-system (or plant) evolves on a matrix Lie group, and must satisfy given state and control action constraints pointwise in time. In addition, certain…

Systems and Control · Computer Science 2019-10-04 Chinmay Maheshwari , Sukumar Srikant , Debasish Chatterjee

We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min programming on polytopes. A na\"ive solution would require solving four nested, possibly…

Optimization and Control · Mathematics 2021-11-19 Jean-Baptiste Bouvier , Melkior Ornik

The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…

Optimization and Control · Mathematics 2013-11-12 Eduardo Oda , Pedro Aladar Tonelli

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 article we present a geometric discrete-time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the controls in addition to pointwise constraints on the states and control actions…

Systems and Control · Computer Science 2019-03-28 Shruti Kotpalliwar , Pradyumna Paruchuri , Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…

Optimization and Control · Mathematics 2015-12-16 Loïc Bourdin , Emmanuel Trélat

We study a class of sampled stochastic optimization problems, where the underlying state process has diffusive dynamics of the mean-field type. We establish the existence of optimal relaxed controls when the sample set has finite size. The…

Optimization and Control · Mathematics 2022-06-07 Lijun Bo , Agostino Capponi , Huafu Liao

In this paper we summarize our results in infinite horizon optimal control. We present optimality conditions for weak local minimizer in the framework of weighted functions. Moreover we formulate the Pontryagin Maximum Principle for strong…

Optimization and Control · Mathematics 2018-07-05 Nico Tauchnitz

In this paper we address optimal control problems in which the system parameters follow a probability distribution, and the optimization is based on average performance. These problems, known as Riemann-Stieltjes optimal control or optimal…

Optimization and Control · Mathematics 2025-11-27 Maria Soledad Aronna , Gabriel de Lima Monteiro , Oscar Sierra

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

We present an explicit solution to the discrete-time Bellman equation for minimax optimal control of positive systems under unconstrained disturbances. The primary contribution of our result relies on deducing a bound for the disturbance…

Optimization and Control · Mathematics 2025-08-06 Alba Gurpegui , Emma Tegling , Anders Rantzer

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

A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…

Optimization and Control · Mathematics 2026-05-05 Alessandro Scagliotti , Thomas M. Surowiec

Optimal control remains as one of the most versatile frameworks in systems theory, enabling applications ranging from classical robust control to real-time safe operation of fleets of vehicles. While some optimal control problems can be…

Optimization and Control · Mathematics 2017-09-20 Runxin He , Humberto Gonzalez

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

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

Quantum Physics · Physics 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny

In this study, we address a control-constrained optimal control problem pertaining to the transformation of quantum states. Our objective is to navigate a quantum system from an initial state to a desired target state while adhering to the…

Quantum Physics · Physics 2023-10-11 Nahid Binandeh Dehaghani , A. Pedro Aguiar

We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…

Optimization and Control · Mathematics 2020-04-20 Harbir Antil , Tran Nhan Tam Quyen