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In this paper, we analyse control affine optimal control problems with a cost functional involving the absolute value of the control. The Pontryagin extremals associated with such systems are given by (possible) concatenations of bang arcs…

最优化与控制 · 数学 2018-07-04 Francesca Chittaro , Laura Poggiolini

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…

数理金融 · 定量金融 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…

最优化与控制 · 数学 2025-12-02 Andrei Agrachev , Ivan Beschastnyi , Michele Motta

This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…

最优化与控制 · 数学 2007-05-23 M. Chyba , N. E. Leonard , E. D. Sontag

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

A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…

最优化与控制 · 数学 2012-04-13 M. Delgado-Tellez , A. Ibort

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

Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…

最优化与控制 · 数学 2013-09-24 Hongwei Lou , Junjie Wen , Yashan Xu

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

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

The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…

最优化与控制 · 数学 2007-05-23 Igor Borovikov

The fundamental theorem of the theory of optimal control, the Pontryagin maximum principle (PMP), is extended to the setting of almost Lie (AL) algebroids, geometrical objects generalizing Lie algebroids. This formulation of the PMP yields,…

最优化与控制 · 数学 2013-06-13 Janusz Grabowski , Michal Jozwikowski

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

最优化与控制 · 数学 2026-04-08 Louis Shuo Wang

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…

最优化与控制 · 数学 2023-03-17 Franco Cardin , Cristina Giannotti , Andrea Spiro

In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…

动力系统 · 数学 2007-05-23 Vincent M. Guibout , Anthony M. Bloch

In this paper we develop a variational method for the Loewner equation in higher dimensions. As a result we obtain a version of Pontryagin's maximum principle from optimal control theory for the Loewner equation in several complex…

复变函数 · 数学 2014-02-28 Oliver Roth

We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…

最优化与控制 · 数学 2023-10-16 Faical Ndairou , Delfim F. M. Torres

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…

最优化与控制 · 数学 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

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