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We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…

最优化与控制 · 数学 2025-12-24 Ioana Ciotir , Nicolas Forcadel , Piero Visconti , Hasnaa Zidani

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…

最优化与控制 · 数学 2020-12-22 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee , Masaaki Nagahara

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…

最优化与控制 · 数学 2022-08-04 Daniel Wachsmuth

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…

最优化与控制 · 数学 2018-04-23 Shuzhen Yang

In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional…

最优化与控制 · 数学 2012-03-08 Loïc Bourdin

In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…

最优化与控制 · 数学 2022-12-06 Vincenzo Basco

This article deals with the Lipschitz regularity of the ''approximate`` minimizers for the Bolza type control functional of the form \[J_t(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\] among the pairs $(y,u)$ satisfying a prescribed…

最优化与控制 · 数学 2021-07-07 Carlo Mariconda

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

最优化与控制 · 数学 2021-04-28 Benoît Bonnet , Hélène Frankowska

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

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…

最优化与控制 · 数学 2017-04-12 Dmitry Khlopin

The famous proof of the Pontryagin maximum principle for control problems on a finite horizon bases on the needle variation technique, as well as the separability concept of cones created by disturbances of the trajectories. In this…

最优化与控制 · 数学 2018-07-05 Nico Tauchnitz

Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…

最优化与控制 · 数学 2023-05-25 Siddhartha Ganguly , Souvik Das , Debasish Chatterjee , Ravi Banavar

An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…

最优化与控制 · 数学 2017-03-28 Hongwei Lou , Jiongmin Yong

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

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…

最优化与控制 · 数学 2013-02-15 Loïc Bourdin , Emmanuel Trélat

We address Newton-type problems of minimal resistance from an optimal control perspective. It is proven that for Newton-type problems the Pontryagin maximum principle is a necessary and sufficient condition. Solutions are then computed for…

最优化与控制 · 数学 2007-05-23 Delfim F. M. Torres , Alexander Yu. Plakhov

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

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

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

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…

最优化与控制 · 数学 2019-05-27 Pradyumna Paruchuri , Debasish Chatterjee
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