中文
相关论文

相关论文: The Pontryagin Maximum Principle for Nonlinear Inf…

200 篇论文

We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our…

最优化与控制 · 数学 2012-06-29 N. Agram , S. Haadem , B. Øksendal , F. Proske

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

最优化与控制 · 数学 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Fernando Lobo Pereira

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

In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…

最优化与控制 · 数学 2023-04-04 Mohamed Naveed Gul Mohamed , Raman Goyal , Suman Chakravorty

In the present paper, the maximum principle for finite horizon state constrained problems from the book by R. Vinter [\textit{Optimal Control}, Birkh\"auser, Boston, 2000; Theorem~9.3.1] is analyzed via parametric examples. The latter has…

最优化与控制 · 数学 2019-01-15 Vu Thi Huong , Jen-Chih Yao , Nguyen Dong Yen

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

系统与控制 · 电气工程与系统科学 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal…

最优化与控制 · 数学 2015-03-10 Tomoki Ohsawa

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all…

最优化与控制 · 数学 2012-10-26 M. Barbero-Liñán , M. C. Muñoz-Lecanda

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

This paper investigates the necessary conditions of optimality for uni- formly overtaking optimal control on infinite horizon with free right endpoint. Clarke's form of the Pontryagin Maximum Principle is proved without the as- sumption on…

最优化与控制 · 数学 2011-08-16 Khlopin Dmitry

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

动力系统 · 数学 2017-01-09 Andrea Boccia , Richard B. Vinter

This paper introduces a nonlinear optimal guidance framework for guiding a pursuer to intercept a moving target, with an emphasis on real-time generation of optimal feedback control for a nonlinear optimal control problem. Initially,…

最优化与控制 · 数学 2025-04-11 Han Wang , Zheng Chen

Reliable high-fidelity quantum state transformation has always been considered as an inseparable part of quantum information processing. In this regard, Pontryagin maximum principle has proved to play an important role to achieve the…

量子物理 · 物理学 2023-02-21 Nahid Binandeh Dehaghani , A. Pedro Aguiar

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

概率论 · 数学 2025-11-26 Stefano Bonaccorsi , Adrian Zalinescu

Necessary conditions of optimality in the form of the Pontryagin Maximum Principle are derived for the Bolza-type discounted problem with free right end. The optimality is understood in the sense of the uniformly overtaking optimality. Such…

最优化与控制 · 数学 2015-03-03 Dmitry Khlopin

We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…

最优化与控制 · 数学 2012-06-29 Sven Haadem

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…

最优化与控制 · 数学 2010-08-06 Hongwei Lou

This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…

最优化与控制 · 数学 2026-02-06 Kai Ding , Xun Li , Siyu Lv , Xin Zhang

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

量子物理 · 物理学 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny

We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…

最优化与控制 · 数学 2016-10-31 Chems Eddine Arroud , Giovanni Colombo