Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy. Here, we focus on the proof and on the understanding of this Principle, using as much geometric ideas and geometric tools as possible. This approach provides a better and clearer understanding of the Principle and, in particular, of the role of the abnormal extremals. These extremals are interesting because they do not depend on the cost function, but only on the control system. Moreover, they were discarded as solutions until the nineties, when examples of strict abnormal optimal curves were found. In order to give a detailed exposition of the proof, the paper is mostly self-contained, which forces us to consider different areas in mathematics such as algebra, analysis, geometry.
We present a unified geometric framework for describing both the Lagrangian and Hamiltonian formalisms of regular and non-regular time-dependent mechanical systems, which is based on the approach of Skinner and Rusk [18]. The dynamical equations of motion and their compatibility and consistency are carefully studied, making clear that all the characteristics of the Lagrangian and the Hamiltonian formalisms are recovered in this formulation. As an example, it is studied a semidiscretization of the nonlinear wave equation proving the applicability of the proposed formalism.
A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal control systems allows us to formulate geometrically the necessary conditions given by a weak form of Pontryagin's Maximum Principle, provided that the differentiability with respect to controls is assumed and the space of controls is open. Furthermore, our method is also valid for implicit optimal control systems and, in particular, for the so-called descriptor systems (optimal control problems including both differential and algebraic equations).
A close relationship between the classical Hamilton-\ud
Jacobi theory and the kinematic reduction of control systems by\ud
decoupling vector fields is shown in this paper. The geometric interpretation\ud
of this relationship relies on new mathematical techniques\ud
for mechanics defined on a skew-symmetric algebroid. This\ud
geometric structure allows us to describe in a simplified way the\ud
mechanics of nonholonomic systems with both control and external\ud
forces.Peer ReviewedPreprin
Lagrangian submanifolds are becoming a very essential tool to generalize and geometrically understand results and procedures in the area of mathematical physics. Here we use general Lagrangian submanifolds to provide a geometric version of the Hamilton-Jacobi equation. This interpretation allows us to study some interesting applications of Hamilton-Jacobi equation in holonomic, nonholonomic and time-dependent dynamics from a geometrical point of view.
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