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We consider the control problem with \textit{exit time}. Unlike the Bolza and Mayer problems, in this problem the terminal time of the trajectories is not fixed, but it is the first time at which they reach a given closed subset -…

Optimization and Control · Mathematics 2017-05-10 Luong V. Nguyen

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum…

Optimization and Control · Mathematics 2008-02-06 Maria Barbero-Liñan , Miguel C. Muñoz-Lecanda

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Optimization and Control · Mathematics 2019-02-20 Yuanchang Wang , Jiongmin Yong

This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…

Optimization and Control · Mathematics 2018-08-14 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…

Optimization and Control · Mathematics 2024-04-17 Zhun Gou , Nan-jing Huang , Xian-jun Long , Jian-hao Kang

Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…

Optimization and Control · Mathematics 2010-08-06 Hongwei Lou

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

Optimization and Control · Mathematics 2020-12-22 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee , Masaaki Nagahara

Recent developments in data-driven control have revived interest in the behavioral approach to systems theory, where systems are defined as sets of trajectories rather than being described by a specific model or representation. However,…

Optimization and Control · Mathematics 2026-04-08 L. P. Wieringa , A. Padoan , F. Dorfler , J. Eising

A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…

Optimization and Control · Mathematics 2016-01-20 M. Delgado-Téllez , A. Ibort , T. Rodríguez de la Peña , R. Salmoni

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

Optimization and Control · Mathematics 2022-08-04 Daniel Wachsmuth

This is mainly a survey on the properties of Strong Metric Regularity (SMR) and Strong Metric subRegularity (SMsR) of mappings representing first order optimality conditions (so-called optimality mappings) of optimization problems in…

Optimization and Control · Mathematics 2024-10-01 Nicolai A. Jork , Nikolai P. Osmolovskii , Vladimir M. Veliov

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

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…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

This paper deals with optimal control problems for systems affine in the control variable. We consider nonnegativity constraints on the control, and finitely many equality and inequality constraints on the final state. First, we obtain…

Optimization and Control · Mathematics 2013-07-02 Maria Soledad Aronna , J. Frederic Bonnans , Andrei V. Dmitruk , Pablo Lotito

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Jiongmin Yong

We study the regularity properties of the value function associated with an affine optimal control problem with quadratic cost plus a potential, for a fixed final time and initial point. Without assuming any condition on singular…

Optimization and Control · Mathematics 2017-07-04 Davide Barilari , Francesco Boarotto

In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

Optimization and Control · Mathematics 2022-04-14 Efstratios Stratoglou , Leonardo Colombo , Tomoki Ohsawa

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…

Optimization and Control · Mathematics 2022-04-12 Adil Salim , Laurent Condat , Dmitry Kovalev , Peter Richtárik

We show that mean field optimal controls satisfy a first order optimality condition (at a.e. time) without any a priori requirement on their spatial regularity. This principle is obtained by a careful limit procedure of the Pontryagin…

Analysis of PDEs · Mathematics 2025-04-02 Stefano Almi , Riccardo Durastanti , Francesco Solombrino