Mean-Field Pontryagin Maximum Principle

Mean-Field Pontryagin Maximum 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...

The Pontryagin Maximum Principle

Theorem (PontryaginMaximum Principle). Suppose a final time T and controlstate pair (û, x̂) on [τ, T ] give the minimum in the problem above; assume that û is piecewise continuous. Then there exist a vector of Lagrange multipliers (λ0, λ) ∈ R × R with λ0 ≥ 0 and a piecewise smooth function p: [τ, T ] → R n such that the function ĥ(t) def =H(t, x̂(t), p(t), û(t)) is piecewise smooth, and one has ̇̂ ...

The Maximum Principle of Pontryagin

Pontryagin Maximum Principle for Optimal Control of

In this paper we investigate optimal control problems governed by variational inequalities. We present a method for deriving optimality conditions in the form of Pontryagin's principle. The main tools used are the Ekeland's variational principle combined with penalization and spike variation techniques. 1. Introduction. The purpose of this paper is to present a method for deriving a Pontryagin ...

Contact geometry of the Pontryagin maximum principle

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 contactgeometric interpretations. We then exploit the contact-geometric formulation to give a simple derivation of the transversality cond...