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Related papers: Discrete variational principles and Hamilton-Jacob…

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In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…

Mathematical Physics · Physics 2014-05-20 Leonardo Colombo , Pedro D. Prieto-Martínez

Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…

Mathematical Physics · Physics 2015-05-13 Charles Cuell , George W. Patrick

Discrete control systems, as considered here, refer to the control theory of discrete-time Lagrangian or Hamiltonian systems. These discrete-time models are based on a discrete variational principle, and are part of the broader field of…

Optimization and Control · Mathematics 2007-05-29 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

Numerical Analysis · Mathematics 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

Hybrid dynamical systems are systems which posses both continuous and discrete transitions. Assuming that the discrete transitions (resets) occur a finite number of times, the optimal control problem can be solved by gluing together the…

Optimization and Control · Mathematics 2024-03-20 William Clark , Maria Oprea , Aden Shaw

Quantum coherence inherently affects the dynamics and the performances of a quantum machine. Coherent control can, at least in principle, enhance the work extraction and boost the velocity of evolution in an open quantum system. Using…

Quantum Physics · Physics 2018-12-10 Vasco Cavina , Andrea Mari , Alberto Carlini , Vittorio Giovannetti

This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…

Optimization and Control · Mathematics 2023-03-14 Siyu Lv , Jie Xiong , Wen Xu

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…

Machine Learning · Computer Science 2020-10-28 Jeongho Kim , Jaeuk Shin , Insoon Yang

We consider a Bolza-type optimal control problem for a dynamical system described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1)$. The value of this problem is introduced as a functional in a…

Optimization and Control · Mathematics 2019-08-06 Mikhail I. Gomoyunov

Retractions maps are used to define a discretization of the tangent bundle of the configuration manifold as two copies of the configuration manifold where the dynamics take place. Such discretization maps can be conveniently lifted to a…

Optimization and Control · Mathematics 2023-04-03 Alexandre Anahory Simoes , Maria Barbero Liñán , Leonardo Colombo , David Martín de Diego

Hybrid optimal control problems are studied for a general class of hybrid systems where autonomous and controlled state jumps are allowed at the switching instants and in addition to terminal and running costs switching between discrete…

Optimization and Control · Mathematics 2017-02-22 Ali Pakniyat , Peter E. Caines

Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…

Optimization and Control · Mathematics 2024-03-06 Tingwei Meng , Siting Liu , Wuchen Li , Stanley Osher

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

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

We formulate and analyze a new method for solving optimal control problems for systems governed by Volterra integral equations. Our method utilizes discretization of the original Volterra controlled system and a novel type of dynamic…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas

Hybrid dynamical systems are systems which undergo both continuous and discrete transitions. The Bolza problem from optimal control theory is applied to these systems and a hybrid version of Pontryagin's maximum principle is presented. This…

Optimization and Control · Mathematics 2021-11-24 William Clark , Maria Oprea , Andrew J. Graven

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich