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Solutions of semi-Markov control models with recursive discount rates and approximation by ϵ -optimal policies

Yofre H. García, Juan González-Hernández (2019)

Kybernetika

This paper studies a class of discrete-time discounted semi-Markov control model on Borel spaces. We assume possibly unbounded costs and a non-stationary exponential form in the discount factor which depends of on a rate, called the discount rate. Given an initial discount rate the evolution in next steps depends on both the previous discount rate and the sojourn time of the system at the current state. The new results provided here are the existence and the approximation of optimal policies for...

Soluzioni di viscosità

Italo Capuzzo Dolcetta (2001)

Bollettino dell'Unione Matematica Italiana

This is the expanded text of a lecture about viscosity solutions of degenerate elliptic equations delivered at the XVI Congresso UMI. The aim of the paper is to review some fundamental results of the theory as developed in the last twenty years and to point out some of its recent developments and applications.

Solvability and numerical algorithms for a class of variational data assimilation problems

Guri Marchuk, Victor Shutyaev (2002)

ESAIM: Control, Optimisation and Calculus of Variations

A class of variational data assimilation problems on reconstructing the initial-value functions is considered for the models governed by quasilinear evolution equations. The optimality system is reduced to the equation for the control function. The properties of the control equation are studied and the solvability theorems are proved for linear and quasilinear data assimilation problems. The iterative algorithms for solving the problem are formulated and justified.

Solvability and numerical algorithms for a class of variational data assimilation problems

Guri Marchuk, Victor Shutyaev (2010)

ESAIM: Control, Optimisation and Calculus of Variations

A class of variational data assimilation problems on reconstructing the initial-value functions is considered for the models governed by quasilinear evolution equations. The optimality system is reduced to the equation for the control function. The properties of the control equation are studied and the solvability theorems are proved for linear and quasilinear data assimilation problems. The iterative algorithms for solving the problem are formulated and justified.

Solvability of the power flow problem in DC overhead wire circuit modeling

Jakub Ševčík, Lukáš Adam, Jan Přikryl, Václav Šmídl (2021)

Applications of Mathematics

Proper traffic simulation of electric vehicles, which draw energy from overhead wires, requires adequate modeling of traction infrastructure. Such vehicles include trains, trams or trolleybuses. Since the requested power demands depend on a traffic situation, the overhead wire DC electrical circuit is associated with a non-linear power flow problem. Although the Newton-Raphson method is well-known and widely accepted for seeking its solution, the existence of such a solution is not guaranteed. Particularly...

Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods

Mohsen Mehrali-Varjani, Mostafa Shamsi, Alaeddin Malek (2018)

Kybernetika

This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) problem which appears in feedback solution of the optimal control problems. In this method, first, by using Chebyshev pseudospectral spatial discretization, the HJB problem is converted to a system of ordinary differential equations with terminal conditions. Second, the time-marching Runge-Kutta method is used to solve the corresponding system of differential equations. Then, an approximate solution for the HJB problem...

Solving a permutation problem by a fully polynomial-time approximation scheme

Stanisław Gawiejnowicz, Wiesław Kurc, Lidia Pankowska (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

For a problem of optimal discrete control with a discrete control set composed of vertices of an n-dimensional permutohedron, a fully polynomial-time approximation scheme is proposed.

Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method

Luise Blank, Martin Butz, Harald Garcke (2011)

ESAIM: Control, Optimisation and Calculus of Variations

The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space leading...

Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method

Luise Blank, Martin Butz, Harald Garcke (2011)

ESAIM: Control, Optimisation and Calculus of Variations

The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space...

Currently displaying 161 – 180 of 434