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In this article, the sufficient Pontryagin's maximum principle for infinite horizon discounted stochastic control problem is established. The sufficiency is ensured by an additional assumption of concavity of the Hamiltonian function.…

Optimization and Control · Mathematics 2013-03-14 Bohdan Maslowski , Petr Veverka

An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.

Optimization and Control · Mathematics 2017-08-21 Nikolay Pogodaev

In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominence in numerous quantum applications ranging from physical…

Optimization and Control · Mathematics 2024-06-13 Penghui Wang , Shan Wang

We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…

Quantum Physics · Physics 2025-11-25 Davit Aghamalyan , Aleek Maity , Varun Narasimhachar , V V Sreedhar

The objective of this article is to introduce the tools to analyze the contrast imaging problem in Nuclear Magnetic Resonance. Optimal trajectories can be selected among extremal solutions of the Pontryagin Maximum Principle applied to this…

Quantum Physics · Physics 2016-11-15 B. Bonnard , O. Cots , S. J. Glaser , M. Lapert , D. Sugny , Y. Zhang

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle…

Optimization and Control · Mathematics 2025-10-07 Thomas Lew

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

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…

Quantum Physics · Physics 2020-02-19 Chungwei Lin , Dries Sels , Yebin Wang

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

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

This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…

Optimization and Control · Mathematics 2020-07-28 Anant A. Joshi , Debasish Chatterjee , Ravi N. Banavar

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Optimal control theory is developed for the task of obtaining a primary objective in a subspace of the Hilbert space while avoiding other subspaces of the Hilbert space. The primary objective can be a state-to-state transition or a unitary…

Quantum Physics · Physics 2008-06-13 Jose P. Palao , Ronnie Kosloff , Christiane P. Koch

A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal…

We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…

Optimization and Control · Mathematics 2024-03-19 Chen YAN

In this study, we first develop SIV model by incorporating the intercellular time delay and analyze the stability of the equilibrium points. The model dynamics admits disease-free equilibrium and the infected equilibrium with their…

Dynamical Systems · Mathematics 2021-06-01 Bishal Chhetri , Vijay M. Bhagat , Swapna Muthusamy , Ananth V S , D. K. K. Vamsi , Carani B Sanjeevi

We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…

Optimization and Control · Mathematics 2025-12-02 Andrei Agrachev , Ivan Beschastnyi , Michele Motta

This article (I) considers the known optimal control model of a quantum information transfer along a spin chain with controlled external parabolic magnetic field, with an arbitrary length. The article adds certain lower and upper pointwise…

Quantum Physics · Physics 2025-12-12 Oleg V. Morzhin

This paper presents and discusses a mathematical model inspired by control theory to derive optimal public policies for minimizing costs associated with the reduction and control of criminal activity in a population. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Mariana Álvarez , Alexander Alegría , Andrés Rivera , Sebastián Pedersen