On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost.
On discrete control problems having a minmax type objective functional
On the existence, uniqueness and approximation of saddle-point problems arising from lagrangian multipliers
On the general minimax theorem
On weak sharp minima for a special class of nonsmooth functions
We present a characterization of weak sharp local minimizers of order one for a function f: ℝⁿ → ℝ defined by , where the functions are strictly differentiable. It is given in terms of the gradients of and the Mordukhovich normal cone to a given set on which f is constant. Then we apply this result to a smooth nonlinear programming problem with constraints.
Optimal control of nonlinear evolution equations
In this paper, first we consider parametric control systems driven by nonlinear evolution equations defined on an evolution triple of spaces. The parametres are time-varying probability measures (Young measures) defined on a compact metric space. The appropriate optimization problem is a minimax control problem, in which the system analyst minimizes the maximum cost (risk). Under general hypotheses on the data we establish the existence of optimal controls. Then we pass to nonparametric...
Optimal control of obstacle problems : existence of Lagrange multipliers
Optimal Control of Obstacle Problems: Existence of Lagrange Multipliers
We study first order optimality systems for the control of a system governed by a variational inequality and deal with Lagrange multipliers: is it possible to associate to each pointwise constraint a multiplier to get a “good” optimality system? We give positive and negative answers for the finite and infinite dimensional cases. These results are compared with the previous ones got by penalization or differentiation.
Optimierung konstant belegter Ovale und ein Hyperbel-Schnittsatz