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In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…

Optimization and Control · Mathematics 2021-01-18 Olivier Menoukeu-Pamen , Ludovic Tangpi

By one of the most fundamental principles in physics, a dynamical system will exhibit those motions which extremise an action functional. This leads to the formation of the Euler-Lagrange equations, which serve as a model of how the system…

Machine Learning · Computer Science 2025-03-11 Yana Lishkova , Paul Scherer , Steffen Ridderbusch , Mateja Jamnik , Pietro Liò , Sina Ober-Blöbaum , Christian Offen

We consider an optimal control problem governed by a one-dimensional elliptic equation that involves univariate functions of bounded variation as controls. For the discretization of the state equation we use linear finite elements and for…

Optimization and Control · Mathematics 2019-06-18 Dominik Hafemeyer , Florian Mannel , Ira Neitzel , Boris Vexler

In this paper, we derive the continuous space-time equations of motion of a three-dimensional geometrically exact rod, or the Cosserat rod, incorporating planar cross-sectional deformation. We then adopt the Lie group variational integrator…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Srishti Siddharth , Vivek Natarajan , Ravi N. Banavar

A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…

Symplectic Geometry · Mathematics 2007-05-23 Alexander I. Bobenko , Yuri B. Suris

We propose the difference discrete variational principle in discrete mechanics and symplectic algorithm with variable step-length of time in finite duration based upon a noncommutative differential calculus established in this paper. This…

Mathematical Physics · Physics 2018-01-17 Xu-Dong Luo , Han-Ying Guo , Yu-Qi Li , Ke Wu

This work develops a control-centric framework for a custom 4-DOF rigid-body manipulator by coupling a reduced-order Pontryagin's Maximum Principle (PMP) controller with a physics-informed Gradient Descent stage. The reduced PMP model…

Robotics · Computer Science 2025-12-15 Brock Marcinczyk , Logan E. Beaver

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. First, a time discretization of the forward problem is derived using a discontinuous Galerkin formulation. Here, a…

Optimization and Control · Mathematics 2022-03-24 Denis Khimin , Marc C. Steinbach , Thomas Wick

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

We describe a new method to formulate classical Lagrangian mechanics on a finite-dimensional Lie group. This new approach is much more pedagogical than many previous treatments of the subject, and it directly introduces students to…

Classical Physics · Physics 2011-11-08 A. Lucas

Optimal control problems for underactuated mechanical systems can be seen as a higher-order variational problem subject to higher-order constraints (that is, when the Lagrangian function and the constraints depend on higher-order…

Mathematical Physics · Physics 2014-10-02 Leonardo Colombo , Fernando Jiménez , David Martín de Diego

An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…

Systems and Control · Computer Science 2017-11-09 Sheng Zhang , Wei-Qi Qian

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…

Differential Geometry · Mathematics 2018-05-09 María Barbero-Liñán , Marta Farré Puiggalí , Sebastián Ferraro , David Martín de Diego

In this paper we discretize the incompressible Navier-Stokes equations in the framework of finite element exterior calculus. We make use of the Lamb identity to rewrite the equations into a vorticity-velocity-pressure form which fits into…

Analysis of PDEs · Mathematics 2023-05-11 M. Hanot

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

In the framework of virtual element discretizazions, we address the problem of imposing non homogeneous Dirichlet boundary conditions in a weak form, both on polygonal/polyhedral domains and on two/three dimensional domains with curved…

Numerical Analysis · Mathematics 2023-04-05 Silvia Bertoluzza , Micol Pennacchio , Daniele Prada

We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…

Numerical Analysis · Mathematics 2025-12-11 Christos Pervolianakis

We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han