相关论文: Infinite Dimensional Multipliers and Pontryagin Pr…

This short review is devoted to measures on infinite dimensional spaces. We start by discussing product measures and projective techniques. Special attention is paid to measures on linear spaces, and in particular to Gaussian measures.…

In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…

In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizon. This technique can also be extended to analyze certain…

We formulate a variational principle for a collection of projectors in an indefinite inner product space. The existence of minimizers is proved in various situations.

This paper extends previous work on finitedifference schemes over staggered grids for infinite-dimensional port-Hamiltonian systems. In the one-dimensional setting, it generalizes the discretization approach originally developed for the…

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…

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization…

In this paper we examine how Lagrangian techniques can be used to compute underapproximations and overapproximation of the finite-time horizon, stochastic reach-avoid level sets for discrete-time, nonlinear systems. This approach is…

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…

We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…

The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.

In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…

For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a…

This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…

The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without…

This paper develops a Pontryagin Differentiable Programming (PDP) methodology, which establishes a unified framework to solve a broad class of learning and control tasks. The PDP distinguishes from existing methods by two novel techniques:…

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 the…

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…