Efficiency conditions for multiobjective fractional variational problems.
Efficiency of the Stochastic Approximation Method
Ein Beitrag zur Suche der Extremstelle einer strikt unimodalen Funktion.
Ein Satz über eindeutige Abbildung und seine Anwendung in der Variationsrechnung
Ein Stetigkeitssatz für Variationsprobleme mit Ungleichungen als Nebenbedingung.
Eine Variationsungleichung und Anwendungen.
Embedded maximal ellipsoids and semi-infinite optimization.
Epitaxially strained elastic films: the case of anisotropic surface energies
In the context of a variational model for the epitaxial growth of strained elastic films, we study the effects of the presence of anisotropic surface energies in the determination of equilibrium configurations. We show that the threshold effect that describes the stability of flat morphologies in the isotropic case remains valid for weak anisotropies, but is no longer present in the case of highly anisotropic surface energies, where we show that the flat configuration is always a local minimizer...
Équation de Riccati
Equilibrium of maximal monotone operator in a given set
Sufficient conditions for an equilibrium of maximal monotone operator to be in a given set are provided. This partially answers to a question posed in [10].
Equivalence of multitime optimal control problems.
Equivalence of second order optimality conditions for bang-bang control problems. Part 1: Main results
Equivalence of second order optimality conditions for bang-bang control problems. Part 2: Proofs, variational derivatives and representations
Equivalent cost functionals and stochastic linear quadratic optimal control problems
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...
Equivariance, variational principles, and the Feynman integral.
Erratum of “The squares of the Laplacian-Dirichlet eigenfunctions are generically linearly independent”
Error analysis of discrete approximations to bang-bang optimal control problems: the linear case
Error estimate for optimality of distributed parameter control problems via duality.
Error estimates for finite element approximations of elliptic control problems
We investigate finite element approximations of one-dimensional elliptic control problems. For semidiscretizations and full discretizations with piecewise constant controls we derive error estimates in the maximum norm.
Error estimates for the numerical approximation of semilinear elliptic control problems with finitely many state constraints
The goal of this paper is to derive some error estimates for the numerical discretization of some optimal control problems governed by semilinear elliptic equations with bound constraints on the control and a finitely number of equality and inequality state constraints. We prove some error estimates for the optimal controls in the norm and we also obtain error estimates for the Lagrange multipliers associated to the state constraints as well as for the optimal states and optimal adjoint states....