An optimality-equation for discrete stochastic decision problems with general sets of admissible strategies
Dans cet article, nous étudions la sensibilité d’un problème de contrôle optimal de type bilinéaire. Le coût est différentiable, quadratique et strictement convexe. Le système est gouverné par un opérateur parabolique du quatrième ordre et présente une perturbation additive dans l’équation d’état, ainsi qu’une partie bilinéaire, relativement au contrôle et à l’état , de la forme . Sous des conditions de petitesse de l’état initial et de la perturbation, nous exploitons les propriétés de régularité...
We consider a time optimal control problem arisen from the optimal management of a bioreactor devoted to the treatment of eutrophicated water. We formulate this realistic problem as a state-control constrained time optimal control problem. After analyzing the state system (a complex system of coupled partial differential equations with non-smooth coefficients for advection-diffusion-reaction with Michaelis-Menten kinetics, modelling the eutrophication processes) we demonstrate the existence of,...
We consider a time optimal control problem arisen from the optimal management of a bioreactor devoted to the treatment of eutrophicated water. We formulate this realistic problem as a state-control constrained time optimal control problem. After analyzing the state system (a complex system of coupled partial differential equations with non-smooth coefficients for advection-diffusion-reaction with Michaelis-Menten kinetics, modelling the eutrophication processes) we demonstrate the existence of,...
In the 1950’s and 1960’s surface physicists/metallurgists such as Herring and Mullins applied ingenious thermodynamic arguments to explain a number of experimentally observed surface phenomena in crystals. These insights permitted the successful engineering of a large number of alloys, where the major mathematical novelty was that the surface response to external stress was anisotropic. By examining step/terrace (vicinal) surface defects it was discovered through lengthy and tedious experiments...
In the 1950's and 1960's surface physicists/metallurgists such as Herring and Mullins applied ingenious thermodynamic arguments to explain a number of experimentally observed surface phenomena in crystals. These insights permitted the successful engineering of a large number of alloys, where the major mathematical novelty was that the surface response to external stress was anisotropic. By examining step/terrace (vicinal) surface defects it was discovered through lengthy and tedious experiments...
The main goal of this paper is to show some applications of the optimal control theory to the wastewater elimination problem. Firstly, we deal with the numerical simulation of a given situation. We present a suitable mathematical model, propose a method to solve it and show the numerical results for a realistic situation in the ría of Arousa (Spain). Secondly, in the same framework of wastewater elimination problem, we pose two economic-environmental problems which can be formulated as constrained...
The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of optimal control. In this paper we derive an...
We consider a class of age-structured control problems with nonlocal dynamics and boundary conditions. For these problems we suggest Arrow-type sufficient conditions for optimality of problems defined on finite as well as infinite time intervals. We examine some models as illustrations (optimal education and optimal offence control problems).
We describe precisely, under generic conditions, the contact of the accessibility set at time with an abnormal direction, first for a single-input affine control system with constraint on the control, and then as an application for a sub-riemannian system of rank 2. As a consequence we obtain in sub-riemannian geometry a new splitting-up of the sphere near an abnormal minimizer into two sectors, bordered by the first Pontryagin’s cone along , called the -sector and the -sector. Moreover we...
We describe precisely, under generic conditions, the contact of the accessibility set at time T with an abnormal direction, first for a single-input affine control system with constraint on the control, and then as an application for a sub-Riemannian system of rank 2. As a consequence we obtain in sub-Riemannian geometry a new splitting-up of the sphere near an abnormal minimizer γ into two sectors, bordered by the first Pontryagin's cone along γ, called the L∞-sector and the L2-sector. Moreover...