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In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

系统与控制 · 计算机科学 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work…

系统与控制 · 电气工程与系统科学 2024-06-13 Arthur Castello Branco de Oliveira , Milad Siami , Eduardo D. Sontag

Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we…

最优化与控制 · 数学 2012-03-09 Loïc Bourdin

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…

数学物理 · 物理学 2019-06-26 Franco Cardin , Andrea Spiro

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

最优化与控制 · 数学 2015-12-09 Loïc Bourdin , Emmanuel Trélat

We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final constraints, in the setting of the piece-wise differentiable…

最优化与控制 · 数学 2019-04-03 Joël Blot , Hasan Yilmaz

We study the selective and robust time-optimal rotation control of several spin-1/2 particles with different offset terms. For that purpose, the Pontryagin Maximum Principle is applied to a model of two spins, which is simple enough for…

量子物理 · 物理学 2021-02-09 Quentin Ansel , Steffen J. Glaser , Dominique Sugny

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 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…

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

数值分析 · 数学 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego

We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric…

最优化与控制 · 数学 2012-11-06 Delfim F. M. Torres

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…

概率论 · 数学 2017-06-12 Marco Fuhrman , Ying Hu , Gianmario Tessitore

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…

最优化与控制 · 数学 2020-06-26 Manuel de León , Manuel Lainz , Miguel C. Muñoz-Lecanda

We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the scale relativity theory setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus…

数学物理 · 物理学 2009-07-03 Jacky Cresson , Gastao S. F. Frederico , Delfim F. M. Torres

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

最优化与控制 · 数学 2023-05-30 Riccardo Bonalli , Benoît Bonnet

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

最优化与控制 · 数学 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

最优化与控制 · 数学 2026-01-19 Alberto Domínguez Corella , Onésimo Hernández-Lerma

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

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…

最优化与控制 · 数学 2024-01-09 Guomin Liu , Jian Song , Meng Wang

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

量子物理 · 物理学 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny