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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.

Some results for an optimal control problem with a semilinear state equation

Fausto Gozzi (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We consider a quadratic control problem with a semilinear state equation depending on a small parameter ϵ . We show that the optimal control is a regular function of such parameter.

Stability results for convergence of convex sets and functions in nonreflexive spaces.

Jaafar Lahrache (1996)

Publicacions Matemàtiques

Let Γ(X) be the convex proper lower semicontinuous functions on a normed linear space X. We show, subject to Rockafellar’s constraints qualifications, that the operations of sum, episum and restriction are continuous with respect to the slice topology that reduces to the topology of Mosco convergence for reflexive X. We show also when X is complete that the epigraphical difference is continuous. These results are applied to convergence of convex sets.

Stochastic diffrential equations on Banach spaces and their optimal feedback control

(2012)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we consider stochastic differential equations on Banach spaces (not Hilbert). The system is semilinear and the principal operator generating a C₀-semigroup is perturbed by a class of bounded linear operators considered as feedback operators from an admissible set. We consider the corresponding family of measure valued functions and present sufficient conditions for weak compactness. Then we consider applications of this result to several interesting optimal feedback control problems....

Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions of optimality

N.U. Ahmed (2014)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we consider the question of optimal control for a class of stochastic evolution equations on infinite dimensional Hilbert spaces with controls appearing in both the drift and the diffusion operators. We consider relaxed controls (measure valued random processes) and briefly present some results on the question of existence of mild solutions including their regularity followed by a result on existence of partially observed optimal relaxed controls. Then we develop the necessary conditions...

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