The Second Euler-Lagrange Equation of Variational Calculus on Time Scales

The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. In this paper we prove the second Euler-Lagrange necessary optimality condition for optimal trajectories of variational problems on time scales. As an example of application of the main result, we give an alternative and simpler proof to the Noether theorem on time scales recently obtained in [J. Math. Anal. Appl. 342 (2008), no. 2, 1220-1226].Comment: This work was partially presented at the Workshop in Control, Nonsmooth Analysis and Optimization, celebrating Francis Clarke's and Richard Vinter's 60th birthday, Porto, May 4-8, 2009. Submitted 26-May-2009; Revised 12-Jan-2010; Accepted 29-March-2010 in revised form; for publication in the European Journal of Contro

An induction theorem and nonlinear regularity models

A general nonlinear regularity model for a set-valued mapping $F:X\times R_+\rightrightarrows Y$, where $X$ and $Y$ are metric spaces, is considered using special iteration procedures, going back to Banach, Schauder, Lusternik and Graves. Namely, we revise the induction theorem from Khanh, J. Math. Anal. Appl., 118 (1986) and employ it to obtain basic estimates for studying regularity/openness properties. We also show that it can serve as a substitution of the Ekeland variational principle when establishing other regularity criteria. Then, we apply the induction theorem and the mentioned estimates to establish criteria for both global and local versions of regularity/openness properties for our model and demonstrate how the definitions and criteria translate into the conventional setting of a set-valued mapping $F:X\rightrightarrows Y$.Comment: 28 page

A transverse Hamiltonian variational technique for open quantum stochastic systems and its application to coherent quantum control

This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the external boson fields and are specified by the system Hamiltonian and system-field coupling operators. We consider the system response to perturbations of these energy operators and introduce a transverse Hamiltonian which encodes the propagation of the perturbations through the unitary system-field evolution. This provides a tool for the infinitesimal perturbation analysis and development of optimality conditions for coherent quantum control problems. We apply the transverse Hamiltonian variational technique to a mean square optimal coherent quantum filtering problem for a measurement-free cascade connection of quantum systems.Comment: 12 pages, 1 figure. A brief version of this paper will appear in the proceedings of the IEEE Multi-Conference on Systems and Control, 21-23 September 2015, Sydney, Australi

Backward variational approach on time scales with an action depending on the free endpoints

We establish necessary optimality conditions for variational problems with an action depending on the free endpoints. New transversality conditions are also obtained. The results are formulated and proved using the recent and general theory of time scales via the backward nabla differential operator.Comment: Submitted 17-Oct-2010; revised 18-Dec-2010; accepted 4-Jan-2011; for publication in Zeitschrift fuer Naturforschung

Scalarization and sensitivity analysis in Vector Optimization. The linear case.

In this paper we consider a vector optimization problem; we present some scalarization techniques for finding all the vector optimal points of this problem and we discuss the relationships between these methods. Moreover, in the linear case, the study of dual variables is carried on by means of sensitivity analysis and also by a parametric approach. We also give an interpretation of the dual variables as marginal rates of substitution of an objective function with respect to another one, and of an objective function with respect to a constraint.Vector Optimization, Image Space, Separation, Scalarization, Shadow Prices

Guidance, flight mechanics and trajectory optimization. Volume 10 - Dynamic programming

Dynamic programming and multistage decision processes in guidance, flight mechanics, and trajectory optimizatio

Constrained Nonsmooth Problems of the Calculus of Variations

The paper is devoted to an analysis of optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of constraints, such as additional constraints at the boundary and isoperimetric constraints. To derive optimality conditions, we study generalised concepts of differentiability of nonsmooth functions called codifferentiability and quasidifferentiability. Under some natural and easily verifiable assumptions we prove that a nonsmooth integral functional defined on the Sobolev space is continuously codifferentiable and compute its codifferential and quasidifferential. Then we apply general optimality conditions for nonsmooth optimisation problems in Banach spaces to obtain optimality conditions for nonsmooth problems of the calculus of variations. Through a series of simple examples we demonstrate that our optimality conditions are sometimes better than existing ones in terms of various subdifferentials, in the sense that our optimality conditions can detect the non-optimality of a given point, when subdifferential-based optimality conditions fail to disqualify this point as non-optimal.Comment: A number of small mistakes and typos was corrected in the second version of the paper. Moreover, the paper was significantly shortened. Extended and improved versions of the deleted sections on nonsmooth Noether equations and nonsmooth variational problems with nonholonomic constraints will be published in separate submission