Displaying similar documents to “On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance”

Topological sensitivity analysis for time-dependent problems

Boris Vexler, Takéo Takahashi, Samuel Amstutz (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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The topological sensitivity analysis consists in studying the behavior of a given shape functional when the topology of the domain is perturbed, typically by the nucleation of a small hole. This notion forms the basic ingredient of different topology optimization/reconstruction algorithms. From the theoretical viewpoint, the expression of the topological sensitivity is well-established in many situations where the governing p.d.e. system is of elliptic type. This paper focuses on the...

How to state necessary optimality conditions for control problems with deviating arguments?

Lassana Samassi, Rabah Tahraoui (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: inf ( u , v ) ∈ 𝒰 a d ∫ 0 1 f t , u ( θ v ( t ) ) , u ' ( t ) , v ( t ) d t , (1) where 𝒰 a d is a set of admissible controls and θ v is the solution of the following equation: { d θ ( t ) d t = g ( t , θ ( t ) , v ( t ) ) , t ∈ [ 0 , 1 ] ; θ ( 0 ) = θ 0 , θ ( t ) ∈ [ 0 , 1 ] ∀ t . (2). The results are nonlocal and new.