On discrete control problems having a minmax type objective functional
On distributed parameter control systems in the abnormal case and in the case of nonoperator equality constraints.
On Fenchel dual schemes in convex optimal control problems
On identification of critical curves
The paper deals with the problem of finding a curve, going through the interior of the domain , accross which the flux , where is the solution of a mixed elliptic boundary value problem solved in , attains its maximum.
On local state optimality of bang-bang extremal.
On localizing global Pareto solutions in a given convex set
Sufficient conditions are given for the global Pareto solution of the multicriterial optimization problem to be in a given convex subset of the domain. In the case of maximizing real valued-functions, the conditions are sufficient and necessary without any convexity type assumptions imposed on the function. In the case of linearly scalarized vector-valued functions the conditions are sufficient and necessary provided that both the function is concave and the scalarization is increasing with respect...
On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance
We establish necessary and sufficient conditions of near-optimality for nonlinear systems governed by forward-backward stochastic differential equations with controlled jump processes (FBSDEJs in short). The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland's variational principle and continuity in some sense of the state and adjoint processes with respect to the control variable. We prove that under an additional hypothesis, the near-maximum...
On necessary conditions in variable end-time optimal control problems
On necessary optimality conditions in a class of optimization problems
In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints , where is a closed set and is a set-valued map. No convexity requirements are imposed on . The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem.
On numerical approximation of an optimal control problem in linear elasticity.
On optimal control of systems with interface side conditions
On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.
On primal-dual stability in convex optimization.
On regularization methods for the numerical solution of parabolic control problems with pointwise state constraints
In this paper we study Lavrentiev-type regularization concepts for linear-quadratic parabolic control problems with pointwise state constraints. In the first part, we apply classical Lavrentiev regularization to a problem with distributed control, whereas in the second part, a Lavrentiev-type regularization method based on the adjoint operator is applied to boundary control problems with state constraints in the whole domain. The analysis for both classes of control problems is investigated and...
On regularization methods for the numerical solution of parabolic control problems with pointwise state constraints
In this paper we study Lavrentiev-type regularization concepts for linear-quadratic parabolic control problems with pointwise state constraints. In the first part, we apply classical Lavrentiev regularization to a problem with distributed control, whereas in the second part, a Lavrentiev-type regularization method based on the adjoint operator is applied to boundary control problems with state constraints in the whole domain. The analysis for both classes of control problems is investigated and...
On robustness of set-valued maps and marginal value functions
The ideas of robust sets, robust functions and robustness of general set-valued maps were introduced by Chew and Zheng [7,26], and further developed by Shi, Zheng, Zhuang [18,19,20], Phú, Hoffmann and Hichert [8,9,10,17] to weaken up the semi-continuity requirements of certain global optimization algorithms. The robust analysis, along with the measure theory, has well served as the basis for the integral global optimization method (IGOM) (Chew and Zheng [7]). Hence, we have attempted to extend the...
On robustness of the regularity property of maps
On second–order Taylor expansion of critical values
Studying a critical value function in parametric nonlinear programming, we recall conditions guaranteeing that is a function and derive second order Taylor expansion formulas including second-order terms in the form of certain generalized derivatives of . Several specializations and applications are discussed. These results are understood as supplements to the well–developed theory of first- and second-order directional differentiability of the optimal value function in parametric optimization....
On Signorini's problem and variational problems with thin obstacles
On singular arcs in nonsmooth optimal control