相关论文: A current value Hamiltonian Approach for Discrete …

We introduce a new method, stepwise method for solving optimal con- trol problems. Our first motivation for new approach emanate from limi- tations on continuous time control functions in PMP. Practically in most of the real world models,…

We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…

In this article, the sufficient Pontryagin's maximum principle for infinite horizon discounted stochastic control problem is established. The sufficiency is ensured by an additional assumption of concavity of the Hamiltonian function.…

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…

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…

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

In this paper we combine two main topics in mechanics and optimal control theory: contact Hamiltonian systems and Pontryagin Maximum Principle. As an important result, among others, we develop a contact Pontryagin Maximum Principle that…

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…

We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…

This paper aims to introduce a concept of an equilibrium point of a dynamical system which will call it almost global asymptotically stable. A biological prey-predator model is also analyzed with a modification function growth in prey…

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in…

Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…

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…

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…

We establish Pontryagin principles for a Mayer's optimal control problem governed by a functional differential equation. The control functions are piecewise continuous and the state functions are piecewise continuously differentiable. To do…

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…