On some extension of optimal control theory

Some Recent Results on the MaximumPrinciple of Optimal Control Theory

Lectures on Optimal Control Theory

In the theory of mathematical optimization one try to find maximum or minimum points of functions depending of real variables and of other functions. Optimal control theory is a modern extension of the classical calculus of variations. Euler and Lagrange developed the theory of the calculus of variations in the eighteenth century. Its main ingredient is the Euler equation which was discovered a...

Some Aspects of Optimal Control

Applications of the optimal control problems arise in many fields of engineering and science. This talk presents a brief overview of the main ideas and concepts of optimal control problems. The discussion will take place in terms of the distributed parameter systems and on its applications to active control of smart mechanical systems and possible other applications will be introduced. The beha...

On some nonlinear optimal control problems with affine control constraints

We investigate a class of nonlinear optimal control problems with pointwise affine control constraints. Necessary optimality conditions of first order and sufficient second order conditions are obtained. For the numerical solution of the optimal control problems a semismooth Newton method is proposed. Local superlinear convergence of the infinite dimensional method is proved. Finally, the prope...

Stochastic optimal control theory

Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper I give an introduction to deterministic and stochastic control theory; partial observability, learning and the combined problem of inference and control. Subsequently, I discuss a class of non-linear stochastic control problems that can be efficiently solved using a path integral. In this ...