Mathematical programming problems involving continuum of inequality constraints
Maximum principle and its extension for bounded control problems with boundary conditions.
Maximum principle for forward-backward doubly stochastic control systems and applications
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the control variable, but the control domain need not to be convex. We apply our stochastic maximum principle (SMP in short) to investigate the optimal control problems of a class of stochastic partial differential equations (SPDEs in short). And as an example...
Maximum principle for forward-backward doubly stochastic control systems and applications*
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the control variable, but the control domain need not to be convex. We apply our stochastic maximum principle (SMP in short) to investigate the optimal control problems of a class of stochastic partial differential equations (SPDEs in short). And as an...
Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
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...
Maximum process problems in optimal control theory.
Mesh-independence and preconditioning for solving parabolic control problems with mixed control-state constraints
Optimal control problems for the heat equation with pointwise bilateral control-state constraints are considered. A locally superlinearly convergent numerical solution algorithm is proposed and its mesh independence is established. Further, for the efficient numerical solution reduced space and Schur complement based preconditioners are proposed which take into account the active and inactive set structure of the problem. The paper ends by numerical tests illustrating our theoretical findings and...
Mesh-independence and preconditioning for solving parabolic control problems with mixed control-state constraints
Optimal control problems for the heat equation with pointwise bilateral control-state constraints are considered. A locally superlinearly convergent numerical solution algorithm is proposed and its mesh independence is established. Further, for the efficient numerical solution reduced space and Schur complement based preconditioners are proposed which take into account the active and inactive set structure of the problem. The paper ends by numerical tests illustrating our theoretical findings and comparing...
Méthodes du second ordre dans les problèmes d'optimisation avec contraintes
Méthodes stochastiques de dualité
Minima in control problems with constraints
This paper is devoted to describing second order conditions in the framework of extremal problems, that is, conditions obtained by reducing the optimal control problem to an abstract one in a suitable Banach (or Hilbert) space. The studied problem includes equality constraints both on the end-points and on the state-control trajectory. The second goal is to give a complete description of necessary and sufficient second order conditions for weak local optimality by describing first the associated...
Minimal invasion: An optimal L∞ state constraint problem
In this work, the least pointwise upper and/or lower bounds on the state variable on a specified subdomain of a control system under piecewise constant control action are sought. This results in a non-smooth optimization problem in function spaces. Introducing a Moreau-Yosida regularization of the state constraints, the problem can be solved using a superlinearly convergent semi-smooth Newton method. Optimality conditions are derived, convergence of the Moreau-Yosida regularization is proved, and...
Minimal invasion: An optimal L∞ state constraint problem
In this work, the least pointwise upper and/or lower bounds on the state variable on a specified subdomain of a control system under piecewise constant control action are sought. This results in a non-smooth optimization problem in function spaces. Introducing a Moreau-Yosida regularization of the state constraints, the problem can be solved using a superlinearly convergent semi-smooth Newton method. Optimality conditions are derived, convergence of the Moreau-Yosida regularization is proved, and...
Minimax control of a linear system with multinomial disturbances
Minimax control of a multivariate time-continuous linear stochastic system
Minimax control of nonlinear evolution equations
In this paper we study the minimax control of systems governed by a nonlinear evolution inclusion of the subdifferential type. Using some continuity and lower semicontinuity results for the solution map and the cost functional respectively, we are able to establish the existence of an optimal control. The abstract results are then applied to obstacle problems, semilinear systems with weakly varying coefficients (e.gȯscillating coefficients) and differential variational inequalities.
Minimizers with topological singularities in two dimensional elasticity
For a class of 2-D elastic energies we show that a radial equilibrium solution is the unique global minimizer in a subclass of all admissible maps. The boundary constraint is a double cover of ; the minimizer is and is such that vanishes at one point.
Minimizers with topological singularities in two dimensional elasticity
For a class of 2-D elastic energies we show that a radial equilibrium solution is the unique global minimizer in a subclass of all admissible maps. The boundary constraint is a double cover of S1; the minimizer u is C1 and is such that vanishes at one point.
Minimizing energy use for a road expansion in a transportation system using optimal control theory.
Minimum energy control of fractional positive continuous-time linear systems with bounded inputs
A minimum energy control problem for fractional positive continuous-time linear systems with bounded inputs is formulated and solved. Sufficient conditions for the existence of a solution to the problem are established. A procedure for solving the problem is proposed and illustrated with a numerical example.