The Pontryagin maximum principle for solving Fokker–Planck optimal control problems
نویسندگان
چکیده
منابع مشابه
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 ...
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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 th...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2020
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-020-00187-x