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We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid 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…
We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…
A conventional derivation of motion equations in mechanics and field equations in field theory is based on the principle of least action with a proper Lagrangian. With a time-independent Lagrangian, a function of coordinates and velocities…
We prove a duality relation and an integration by parts formula for fractional operators with a general analytical kernel. Based on these basic results, we are able to prove a new Gronwall's inequality and continuity and differentiability…
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…
Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…
In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominence in numerous quantum applications ranging from physical…
We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the…
We consider the control problem with \textit{exit time}. Unlike the Bolza and Mayer problems, in this problem the terminal time of the trajectories is not fixed, but it is the first time at which they reach a given closed subset -…
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 consider a relativistic extended object described by a reparametrization invariant local action that depends on the extrinsic curvature of the worldvolume swept out by the object as it evolves. We provide a Hamiltonian formulation of the…
It is demonstrated that energy conservation allows for a straight derivation of Newtonian mechanics without an apriori definition of the concept of work. Furthermore it is shown that energy must be depicted as a function of position and…
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…
We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in addition to costs incurred as export and import tariffs at…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…
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…
We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…