Discontinuités de champs hamiltoniens et existence de solutions optimales en calcul des variations
Discontinuous Hamiltonian flows for nonlinear control system.
Discontinuous solutions in problems of optimization
Discontinuous solutions of deterministic optimal stopping time problems
Discrete approximation of the Mumford-Shah functional in dimension two
Discrete approximation of the Mumford-Shah functional in dimension two
The Mumford-Shah functional, introduced to study image segmentation problems, is approximated in the sense of vergence by a sequence of integral functionals defined on piecewise affine functions.
Discrete dynamic programming and viscosity solutions of the Bellman equation
Discrete linear regulator revisited
Discrete mechanics and optimal control: An analysis
The optimal control of a mechanical system is of crucial importance in many application areas. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion sequences in robotics and biomechanics. In most cases, some sort of discretization of the original, infinite-dimensional optimization problem has to be performed in order to make the problem amenable to computations. The approach proposed in this paper...
Discrete mechanics and optimal control: An analysis*
The optimal control of a mechanical system is of crucial importance in many application areas. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion sequences in robotics and biomechanics. In most cases, some sort of discretization of the original, infinite-dimensional optimization problem has to be performed in order to make the problem amenable to computations. The approach proposed in this paper...
Discrete minimal surface algebras.
Discrete optimal control problems with nonsmooth costs
Discrete periodic geodesics in a surface.
Discrete thickness
We investigate the relationship between a discrete version of thickness and its smooth counterpart. These discrete energies are deffned on equilateral polygons with n vertices. It will turn out that the smooth ropelength, which is the scale invariant quotient of length divided by thickness, is the Γ-limit of the discrete ropelength for n → ∞, regarding the topology induced by the Sobolev norm ‖ · ‖ W1,∞(S1,ℝd). This result directly implies the convergence of almost minimizers of the discrete energies...
Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs
Risk sensitive and risk neutral long run portfolio problems with consumption and proportional transaction costs are studied. Existence of solutions to suitable Bellman equations is shown. The asymptotics of the risk sensitive cost when the risk factor converges to 0 is then considered. It turns out that optimal strategies are stationary functions of the portfolio (portions of the wealth invested in assets) and of economic factors. Furthermore an optimal portfolio strategy for a risk neutral control...
Discrete twice optimal control systems
Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria
Discrete-time Markov control processes with recursive discount rates
This work analyzes a discrete-time Markov Control Model (MCM) on Borel spaces when the performance index is the expected total discounted cost. This criterion admits unbounded costs. It is assumed that the discount rate in any period is obtained by using recursive functions and a known initial discount rate. The classic dynamic programming method for finite-horizon case is verified. Under slight conditions, the existence of deterministic non-stationary optimal policies for infinite-horizon case...
Discretization methods for nonconvex differential inclusions.
Discretization of semicoercive variational inequalities.