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Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations

Jianhui Huang, Jingtao Shi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

This paper deals with the optimal control problem in which the controlled system is described by a fully coupled anticipated forward-backward stochastic differential delayed equation. The maximum principle for this problem is obtained under the assumption that the diffusion coefficient does not contain the control variables and the control domain is not necessarily convex. Both the necessary and sufficient conditions of optimality are proved. As illustrating examples, two kinds of linear quadratic...

Mean-Periodic Functions Associated with the Jacobi-Dunkl Operator on R

Ben Salem, N., Ould Ahmed Salem, A., Selmi, B. (2006)

Fractional Calculus and Applied Analysis

2000 Mathematics Subject Classification: 34K99, 44A15, 44A35, 42A75, 42A63Using a convolution structure on the real line associated with the Jacobi-Dunkl differential-difference operator Λα,β given by: Λα,βf(x) = f'(x) + ((2α + 1) coth x + (2β + 1) tanh x) { ( f(x) − f(−x) ) / 2 }, α ≥ β ≥ −1/2 , we define mean-periodic functions associated with Λα,β. We characterize these functions as an expansion series intervening appropriate elementary functions expressed in terms of the derivatives of the...

Measure solutions for semilinear evolution equations with polynomial growth and their optimal control

N.U. Ahmed (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we introduce a new concept of generalized solutions generalizing the notion of relaxed solutions recently introduced by Fattorini. We present some results on the question of existence of generalized or measure valued solutions for semilinear evolution equations on Banach spaces with polynomial nonlinearities. The results are illustrated by two examples one of which arises in nonlinear quantum mechanics. The results are then applied to some control problems.

Mechanical oscillators with dampers defined by implicit constitutive relations

Dalibor Pražák, Kumbakonam R. Rajagopal (2016)

Commentationes Mathematicae Universitatis Carolinae

We study the vibrations of lumped parameter systems, the spring being defined by the classical linear constitutive relationship between the spring force and the elongation while the dashpot is described by a general implicit relationship between the damping force and the velocity. We prove global existence of solutions for the governing equations, and discuss conditions that the implicit relation satisfies that are sufficient for the uniqueness of solutions. We also present some counterexamples...

Method of averaging for the system of functional-differential inclusions

Teresa Janiak, Elżbieta Łuczak-Kumorek (1996)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

The basic idea of this paper is to give the existence theorem and the method of averaging for the system of functional-differential inclusions of the form ⎧ ( t ) F ( t , x t , y t ) (0) ⎨ ⎩ ( t ) G ( t , x t , y t ) (1)

Model of AIDS-related tumour with time delay

Marek Bodnar, Urszula Foryś, Zuzanna Szymańska (2009)

Applicationes Mathematicae

We present and compare two simple models of immune system and cancer cell interactions. The first model reflects simple cancer disease progression and serves as our "control" case. The second describes the progression of a cancer disease in the case of a patient infected with the HIV-1 virus.

Modeling the role of constant and time varying recycling delay on an ecological food chain

Banibrata Mukhopadhyay, Rakhi Bhattacharyya (2010)

Applications of Mathematics

We consider a mathematical model of nutrient-autotroph-herbivore interaction with nutrient recycling from both autotroph and herbivore. Local and global stability criteria of the model are studied in terms of system parameters. Next we incorporate the time required for recycling of nutrient from herbivore as a constant discrete time delay. The resulting DDE model is analyzed regarding stability and bifurcation aspects. Finally, we assume the recycling delay in the oscillatory form to model the...

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