The aim of this paper is to investigate from the numerical point of view the coupling of the Hamilton-Jacobi-Bellman (HJB) equation and the Pontryagin minimum principle (PMP) to solve some control problems. A rough approximation of the value function computed by the HJB method is used to obtain an initial guess for the PMP method. The advantage of our approach over other initialization techniqu...

In this report, we state and prove rstand second-order necessary conditions in Pontryagin form for optimal control problems with pure state and mixed control-state constraints. We say that a Lagrange multiplier of an optimal control problem is a Pontryagin multiplier if it is such that Pontryagin's minimum principle holds, and we call optimality conditions in Pontryagin form those which only in...

In this paper we discuss the applications of the Hamilton-Pontryagin variational principle for designing time-adaptive variational integrators. First, we review the multisymplectic formalism of field theories. Next, we review the Hamilton-Pontryagin principle and show how it can be used to handle time reparametrizations in a very natural way. Finally, we derive a time-adaptive variational integ...

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 ...

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time, and c) constraints on the frequency spectrum of the optimal control trajectories. While the first two types of constraints are already included in the existi...

In this paper we extend an existing vector-host epidemic model with direct transmission to assess the impact of two control measures, i.e. the preventive control to minimize vector-host contacts and the insecticide control to the vector. The aim is to derive optimal prevention strategies with minimal implementation cost. The characterization of optimal control is performed analytically by apply...

The Pontryagin minimum principle is applied in this paper to find the optimal controllers of the Holt, Modigliani, Muth and Simon(HMMS) reverse logistics model of a production inventory system with deteriorating items. The total cost of the system consists of the sum of holding costs of inventory levels in two different stores, the manufacturing and remanufacturing costs, and the disposal cost....