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52104156208 · May 202619922001200920172026
48 results for Pontryagin maximum principle

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 i…

2018-12-19abs ↗pdf ↗

Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.

problem Lorentzian problems on the Heisenberg group.
method Applied Pontryagin's maximum principle to obtain extremal trajectories.
result Parameterization of abnormal and normal extremal trajectories, investigation of reachability sets and existence of optimal trajectories.

Unified approach to Merton's portfolio problem using Pontryagin's principles.

problem Optimizing consumption and investment strategies in financial portfolios.
method PG-DPO framework combining neural networks with Pontryagin's maximum principle.
result Locally optimal policies closely tied to classical stochastic control.

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 simil…

2009-05-17abs ↗pdf ↗

The paper shows examples of geodesics switching infinitely often on certain manifolds.

problem Understanding geodesics with infinitely many switches on Finsler and sub-Finsler manifolds.
method Provided examples and explicit structures on Carnot groups, presented a sufficient condition for chattering.
result Geodesics on certain manifolds can exhibit a countable number of switches in arbitrarily small time intervals.

New framework optimizes multi-asset portfolio choice for high dimensions.

problem Optimizing high-dimensional continuous-time portfolio choice.
method Combines Pontryagin's Maximum Principle with BPTT for neural network policy learning.
result Achieves near-optimal policies with improved efficiency and precision.

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 kk-symplectic formalism is used to provide the optimal control problems associated to some families of partial dif…

2012-10-25abs ↗pdf ↗

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

New Lagrangian approach for optimal control of second-order systems.

problem Optimal control of second-order differential equations derived from force-controlled Lagrangian systems.
method Proposes a new hyperregular control Lagrangian and control Hamiltonian, providing necessary optimality conditions.
result Defines an extended Tulczyjew's triple with controls and studies the relationship between Noether symmetries.

We review some recent results on the theory of Lagrangian systems on Lie algebroids. In particular we consider the symplectic and variational formalism and we study reduction. Finally we also consider optimal control systems on Lie algebroids and we show how to reduce Pontryagin maximum principle.

2007-03-20abs ↗pdf ↗

In this paper, we define and study sub-Riemannian structures on Banach manifolds. We obtain extensions of the Chow-Rashevski theorem for exact controllability, and give conditions for the existence of a Hamiltonian geodesic flow despite the lack of a Pontryagin Maximum Principle in the infinite dimensional setting.

2016-01-05abs ↗pdf ↗

We classify extremal curves in free nilpotent Lie groups. The classification is obtained via an explicit integration of the adjoint equation in Pontryagin Maximum Principle. It turns out that abnormal extremals are precisely the horizontal curves contained in algebraic varieties of a specific type. We also extend the r…

2012-07-17abs ↗pdf ↗

We consider the four-dimensional nonholonomic distribution defined by the 4-potential of the electromagnetic field on the manifold. This distribution has a metric tensor with the Lorentzian signature (+,,,)(+,-,-,-), therefore, the causal structure appears as in the general relativity theory. By means of the Pontryagin's m…

2007-06-21abs ↗pdf ↗

A scalable framework optimizes multi-asset portfolios with constraints.

problem Optimizing multi-asset portfolios with inequality constraints.
method Integrates neural policies with Pontryagin's Maximum Principle, enforcing feasibility via log-barrier regularization.
result Recover KKT-optimal policies in high-dimensional problems without violating constraints.

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all these problems. A high order maximum principle (Krener, 1977) must be used in o…

2012-10-25abs ↗pdf ↗

The authors found extremals of arbitrary left-invariant sub-Finsler metric on the Engel group defined by a distribution of rank two. They use for this the Pontryagin Maximum Principle for the corresponding time-optimal problem in coordinates of the first kind. The obtained results are applied to the case of left-invari…

2020-01-06abs ↗pdf ↗

Study extremals on Lie groups with asymmetric polyhedral Finsler structures using Pontryagin's Maximal Principle.

problem Finding extremals on Lie groups with asymmetric polyhedral Finsler structures.
method Using Pontryagin's Maximal Principle and control systems of Euler-Arnold type to find extremals on the cotangent bundle of the group.
result Uniqueness of the control u(t)u(t) can be studied through the asymptotic curvature of the vertical part of the Pontryagin extremal.

In this paper we study a sub-Finsler geometric problem on the free-nilpotent group of rank 2 and step 3. Such a group is also called Cartan group and has a natural structure of Carnot group, which we metrize considering the \ell_\infty norm on its first layer. We adopt the point of view of time-optimal control theory…

2018-10-09abs ↗pdf ↗

Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for point-affine distributions of constant type with metric structures for systems with 2 s…

2012-06-06abs ↗pdf ↗

We extend the Pontryagin Maximum Principle (PMP) to the geometric setting of almost-Lie (AL) algebroids -- objects which generalize Lie algebroids. The result may be understood as a very general reduction scheme for optimal control problems (OCPs). It covers the standard PMP, as well as gives necessary optimality condi…

2011-11-07abs ↗pdf ↗

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions in continuous time using the Pontryagin's maximum principle (PMP). A modificati…

2017-10-26abs ↗pdf ↗

The author discusses in some detail the old definitions of the curvature tensors for rigged metrized distributions on manifolds given by Schouten, Wagner, and Solov'ev. To calculate the Solov'ev sectional and Ricci curvatures for homogeneous sub-Riemannian manifolds, the author suggests to use in some cases special rig…

2017-05-02abs ↗pdf ↗

Study nonholonomic systems with collisions using variational principles.

problem Variational problems on nonholonomic systems with collisions.
method Extended variational principle, introduced connection on principal bundles, applied Lagrange–Poincaré–Pontryagin reduction.
result Implicit Lagrange–d'Alembert–Pontryagin equations for nonholonomic systems with collisions.

In this paper, first we give a detailed study on the structure of a transitive Lie 2-algebroid and describe a transitive Lie 2-algebroid using a morphism from the tangent Lie algebroid TM to a strict Lie 3-algebroid constructed from derivations. Then we introduce the notion of a quadratic Lie 2-algebroid and define its…

2018-07-31abs ↗pdf ↗

Study smooths Finsler structures on Lie groups, proving extremal convergence.

problem Smooth left-invariant strongly convex C0C^0-Finsler structures on Lie groups.
method Introduce mollifier smoothing, study extremals using Pontryagin maximum principle.
result Pontryagin extremals on smoothed Finsler structures converge uniformly to those on original structure.

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest training sequences. Our key insight is to formulate sequential machine teaching…

2018-10-15abs ↗pdf ↗

In this paper, we explore dynamics of the nonholonomic system called vakonomic mechanics in the context of Lagrange-Dirac dynamical systems using a Dirac structure and its associated Hamilton-Pontryagin variational principle. We first show the link between vakonomic mechanics and nonholonomic mechanics from the viewpoi…

2014-05-21abs ↗pdf ↗

In this work, we use the Sternberg phase space (which may be considered as the classical phase space of particles in gauge fields) in order to explore the dynamics of such particles in the context of Hamilton-Dirac systems and their associated Hamilton-Pontryagin variational principles. For this, we develop an analogue…

2014-10-13abs ↗pdf ↗

The paper studies time-optimal problems on specific Lie groups, describing orbits and integrals.

problem Time-optimal control problems on two-step Carnot groups.
method Description of co-adjoint orbits, Casimir functions, and integrals for the Hamiltonian system.
result Characterization of the flow and constancy of solutions for two-dimensional co-adjoint orbits.

Study normal curves in sub-Finsler Lie groups with specific norms, focusing on branching and face stability.

problem Analyzing normal curves in sub-Finsler Lie groups with different norms.
method Using tools from convex analysis, the Pontryagin Maximum Principle is revisited to express the normal equation as a differential inclusion involving the subdifferential of the dual norm.
result Normal curves in polyhedral norms have controls that locally take values in a single face of a sphere with respect to the norm.

The paper establishes maximum principles and stochastic completeness for pseudo-Hermitian manifolds.

problem Maximum principles and stochastic completeness for pseudo-Hermitian manifolds.
method Established generalized maximum principles and proved stochastic completeness equivalence.
result Stochastic completeness for the heat semigroup is equivalent to generalized maximum principles.

In this paper, we make a generalization of Routh's reduction method for Lagrangian systems with symmetry to the case where not any regularity condition is imposed on the Lagrangian. First, we show how implicit Lagrange-Routh equations can be obtained from the Hamilton-Pontryagin principle, by making use of an anholonom…

2015-09-07abs ↗pdf ↗

Study shows unbounded Pontryagin numbers on curved manifolds.

problem Understanding unbounded Pontryagin numbers on curved manifolds.
method Analyzing rational linear combinations of Pontryagin numbers and their relation to the universal elliptic genus.
result Proves existence of unbounded Pontryagin numbers on nonnegatively curved spin manifolds.