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相关论文: Pontryagin's maximum principle for the Loewner equ…

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We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…

最优化与控制 · 数学 2013-02-05 Marco Fuhrman , Ying Hu , Gianmario Tessitore

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…

最优化与控制 · 数学 2017-03-14 Carlo Orrieri

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

最优化与控制 · 数学 2009-11-30 Anatoly Tsirlin

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…

最优化与控制 · 数学 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

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…

最优化与控制 · 数学 2022-08-04 Daniel Wachsmuth

We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are…

最优化与控制 · 数学 2021-08-10 Faical Ndairou , Delfim F. M. Torres

In this article, we explore two distinct issues. Initially, we examine the utilization of the Pontriagin maximum principle in relation to fractional delay differential equations. Additionally, we discuss the optimal approach for solving the…

最优化与控制 · 数学 2023-12-19 Jasarat J. Gasimov , Javad A. Asadzade , Nazim I. Mahmudov

We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…

最优化与控制 · 数学 2019-04-03 Joël Blot , Hasan Yilmaz

We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…

最优化与控制 · 数学 2024-08-01 Daniel Wachsmuth

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

最优化与控制 · 数学 2013-02-15 Loïc Bourdin , Emmanuel Trélat

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…

最优化与控制 · 数学 2008-02-06 Maria Barbero-Liñan , Miguel C. Muñoz-Lecanda

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…

最优化与控制 · 数学 2020-02-28 Benoît Bonnet , Francesco Rossi

We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably,…

最优化与控制 · 数学 2022-06-28 Joël Blot , Hasan Yilmaz

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 ,…

最优化与控制 · 数学 2015-12-16 Loïc Bourdin , Emmanuel Trélat

Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy. Here, we focus on the proof…

最优化与控制 · 数学 2008-10-13 María Barbero-Liñán , Miguel C. Muñoz-Lecanda

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

最优化与控制 · 数学 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama

For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…

最优化与控制 · 数学 2018-09-06 Evgeny Avakov , Georgii Magaril-Il'yaev

For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…

最优化与控制 · 数学 2024-01-09 Guomin Liu , Jian Song , Meng Wang

At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…

最优化与控制 · 数学 2007-05-23 Delfim F. M. Torres
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