This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal control wherein the disturbance is the adversary and tries to maximise a cost that the control tries to minimise. Assuming the existence of a saddle point in the problem, we present a version of the Pontryagin maximum principle (PMP) that encapsulates first-order necessary conditions that the optimal control and disturbance trajectories must satisfy. This PMP features a saddle point condition on the Hamiltonian and a set of backward difference equations for the adjoint dynamics. We also present a special case of our result on Euclidean spaces. We conclude with applying the PMP to robust version of single axis rotation of a rigid body.
The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.
Based on Pontryagin Maximum Principle (PMP), this paper established a generalized PMP aiming at non-feedback control system with stochastic initial conditions. We proved the conclusion and show its coming back to PMP when the randomness collapses. Through the generalized PMP, a general method is introduced to solve expectation maximum problem of these systems and thereafter an example showed its feasibility.
Applying the Tubular Neighborhood Theorem, we give a short and new proof of the Pontryagin Maximum Principle on a smooth manifold. The idea is as follows. Given a control system on a manifold $M$, we embed it into an open subset of some $\mathbb R^n$, and extend the control system to the open set. Then, we apply the Pontryagin Maximum Principle on $\mathbb R^n$ to the extended system and project the consequence to $M$.
Based on Pontryagin Maximum Principle (PMP), this paper establishes a generalized PMP aiming at control system with with extra input/output terms. The paper details the adaptive target and gives a proof of the generalized theorem. Transformation and application of this specific method is showed and thereafter an example explained its feasibility.
In this paper we give a new approach to introduce switching strategies in a special class of optimal multiprocesses. Defined as the set of partitions of the time interval, switching strategies become the character of a classical control. With this approach we overcome the restrictive comparison of multiprocesses with the same switching strategy. The necessary conditions for strong local optimizer in form of the Pontryagin maximum principle are demonstrated in illustrative examples.
In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to end-point and running state constraints. Building on our previous work, we combine the classical method of needle-variations from geometric control theory and the metric differential structure of the Wasserstein spaces to obtain a maximum principle stated in the so-called Gamkrelidze form.
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 nonsmooth analysis methods and Lagrangian charts techniques can be used for study of global variations of optimal trajectories of such control systems and derivation of maximum principle for them.
We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using the formalism of subdifferential calculus in Wasserstein spaces. We show that the geometric approach based on needle variations and on the evolution of the covector (here replaced by the evolution of a mesure on the dual space) can be translated into this formalism.
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{é}lat , Optimal sampled-data control, and generalizations on time scales, arXiv:1501.07361, 2015]. Then we discuss the maximization condition for optimal sampled-data controls that can be seen as an average of the weak maximization condition stated in the classical Pontryagin maximum principle for optimal (permanent) controls. Finally, applying this theorem, we solve …
We propose a proof of the maximum principle for the general Pontryagin type optimal control problem, based on packages of needle variations. The optimal control problem is first reduced to a family of smooth finite-dimensional problems, the arguments of which are the widths of the needles in each packet, then, for each of these problems, the standard Lagrange multipliers rule is applied, and finally, the obtained family of necessary conditions is "compressed" in one universal optimality condition by using the concept of centered family of compacta.
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 of a suitable cost functional subject to the controlled nonlocal Cahn-Hilliard-Navier-Stokes equations. We describe the first order necessary conditions of optimality via Pontryagin minimum principle and prove second order necessary and sufficient conditions of optimality for the problem.
In this note our aim is to give a proof of the Pontryagin maximum principle for a general optimal control problem with running state constraints and smooth dynamics. Our proof is based on the classical Ekeland variational principle. The main result (and its proof) of this note are not new and are already well-known in the literature. The aim of the author is only to provide a complete and detailed proof of this classical theorem in the case of smooth dynamics. If you have any remarks or questions, do not hesitate to contact the author at loic.bourdin@unilim.fr.
This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong local minimizer in form of the Pontryagin maximum principle and the validity of several transversality conditions at infinity. To this purpose, we develop an approach in the space of continuous functions converging at infinity. The considerations including new results on optimality and transversality conditions, on Banach spaces of continuous functions, on t…
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 the optimal control problem under state constraints, we investigate a new near optimal control problem. In the following, we establish the stochastic maximum principle for the new optimal control problem under multi-time state constraints. In the end, we give a production planning example to verify the main results of this study.
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 state functions (valued in a Banach space) and of piecewise continuous control functions (valued in a metric space). As Michel we use the needlelike variations, but we introduce tools of functional analysis and a recent multiplier rule of the static optimization to make our proofs. Mathematical Subject Classification 2010: 49K15, 47H10
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 conditions we derive the corresponding transversality conditions. Our proof is based on Ekeland's variational principle. Our statement and comments clearly show the distinction between right-dense points and right-scattered points. At right-dense points a maximization condition of the Hamiltonian is derived, similarly to the continuous-time case. At right-scattere…
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 of solutions of control differential equations. This allow us to obtain a weak version of Pontryagin's maximum principle. Moreover, our approach also allow us to consider mixed problems with both integer and fractional order operators and derive necessary optimality conditions for isoperimetric variational problems and other problems of the calculus of variat…
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 sense. We use a new approach to prove necessary conditions of optimality in the form of Pontryagin maximum principle for fractional nonlinear optimal control problems. Moreover, a new method based on a generalization of the Mittag-Leffler function is used to solving this class of fractional optimal control problems. A simple example is provided to illustrate th…
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville or Caputo types are strictly special cases of the equations studied in this paper. Well-posedness and some regularity results in proper spaces are established for such kind of questions. For the associated optimal control problem, by using a Liapounoff's type theorem and the spike variation technique, we establish a Pontryagin's type maximum principle for op…
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 subject to pointwise constraints is new and requires more sophisticated techniques to include a maximality condition. We start by proving results on continuity of solutions due to needle-like control perturbations. Then, we derive a differentiability result on the state solutions with respect to the perturbed trajectories. We end by stating and proving the Pontry…
This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal minimizers---have natural contact-geometric interpretations. We then exploit the contact-geometric formulation to give a simple derivation of the transversality condition for optimal control with terminal cost.
Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy. Here, we focus on the proof and on the understanding of this Principle, using as much geometric ideas and geometric tools as possible. This approach provides a better and clearer understanding of the Principle and, in particular, of the role of the abnormal extremals. These extremals are interesting because they do not depend on the cost function, but only on the control system. Moreove…
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, we lighten the assumptions by using Gâteaux and Hadamard differentials.
In the infinite-horizon and discrete-time framework we establish maximum principles of Pontryagin under assumptions which weaker than these ones of existing results. We avoid several assumptions of continuity and of Fr{é}chet-differentiability and of linear independence. MSC 2010: 49J21, 65K05, 39A99.
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, Pontryagin's maximum principle holds when the optimal classical control is a unique optimal relaxed control. By constructing an auxiliary controlled system which admits the original optimal classical control as its unique optimal relaxed control, one get a chance to get Pontryagin's maximum principle for the original optimal classical control. Existence result…
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, in particular, a scheme comprising reductions of optimal control problems similar to the reduction for the rigid body in analytical mechanics. On the other hand, in the presented approach the reduced and unreduced PMPs are parts of the same universal formalism. The framework is based on a very general concept of homotopy of measurable paths and the geometry…
The main purpose of this paper is to give a solution to a long-standing unsolved problem in stochastic control theory, i.e., to establish the Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear stochastic evolution equations. Both drift and diffusion terms can contain the control variables, and the control domains are allowed to be nonconvex. The key to reach it is to provide a suitable formulation of operator-valued backward stochastic evolution equations (BSEEs for short), as well as a way to define their solutions. Besides, both vector-valued and…
Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin Maximum Principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that, under appropriate assumptions, Pontryagin extremals depend continuously on the parameter delays, for adequate topologies. The proof of the continuity of the trajectory and of the control is quite easy, however, for the adjoint vector, the proof requires a much finer analysis. The continuity property of the adjoint with respect to the parameter delay opens a …
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 optimal solutions, from which the classical Pontryagin Maximum Principle is derived in a new insightful way. It also suggests generalizations in diverse directions of such famous principle.
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as $Γ$-limits of optimal control problems subject to ODE constraints, modeling, for instance, external interventions on crowd dynamics. We obtain these first-order optimality conditions in the form of Hamiltonian flows in the Wasserstein space of probability measures with forward-backward boundary conditions with respect to the first and second marginals, respectively. In particular, we recover the equations and their solu…
We prove a Noether-type symmetry theorem for invariant optimal control problems with unrestricted controls. The result establishes weak conservation laws along all the minimizers of the problems, including those minimizers which do not satisfy the Pontryagin Maximum Principle.
Left-invariant sub-Riemannian problems on unimodular 3D Lie groups are considered. For the Hamiltonian system of Pontryagin maximum principle for sub-Riemannian geodesics, the Liouville integrability and superintegrability are proved.
We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls taking values on open sets is obtained. We illustrate our approach on some problems taken from the literature. An alternative proof of the integrability of the sub-Riemannian nilpotent Lie group of type (2,3,5) is also given.
We study an optimal control problem arising from a resource allocation problem in cellular metabolism. A minimalistic model that describes the production of enzymatic vs. non-enzymatic biomass components from a single nutrient source is introduced. The basic growth modes with this model are linear growth, where only the non-enzymatic component is produced, and exponential growth with only enzymatic components being produced. Using Pontryagin's maximum principle, we derive the optimal growth trajectory depending on the model's parameters. It turns out that depending on the parameters, either a …
The paper presents necessary and sufficient conditions for a nonlinear system to be stabilized by a feedback. The conditions are based on the ideas related to the well-known Pontryagin's maximum principle. That allows us to formulate the results in terms that are valid for continuous, discontinuous, stationary and time-dependent feedbacks.
Reliable high-fidelity quantum state transformation has always been considered as an inseparable part of quantum information processing. In this regard, Pontryagin maximum principle has proved to play an important role to achieve the maximum fidelity in an optimum time or energy. Motivated by this, in this work, we formulate a control constrained optimal control problem where we aim to minimize time and also energy subjected to a quantum system satisfying the bilinear Schrodinger equation. We derive the first order optimality conditions through the application of Pontryagin Maximum (minimum) P…
An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature $k$-symplectic formalism is used to provide the optimal control problems associated to some families of partial differential equations with a geometric formulation. A parallel between the classic formalism of optimal control theory with ordinary differential equations and the one with particular families of partial differential equations is established. This description allows us to state and…
Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control
Humboldt University Berlin（柏林洪堡大学）；Research Center for Mathematics and Interdisciplinary Sciences, Frontiers Science Center for Nonlinear Expectations, Ministry of Education, Shandong University（山东大学数学与交叉科学研究中心、非线性期望前沿科学中心（教育部））
