The design of LQG controller for active suspension based on analytic hierarchy process.
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Displaying 1 – 18 of 18
The global Cauchy problem for the non linear Schrödinger equation revisited
J. Ginibre, G. Velo (1985)
Annales de l'I.H.P. Analyse non linéaire
The method of lines for hyperbolic stochastic functional partial differential equations
Monika Wrzosek, Maria Ziemlańska (2018)
Czechoslovak Mathematical Journal
We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small -perturbations.
The non-parameter penalty function method in constrained optimal control problems.
Xing, An-Qing (1991)
Journal of Applied Mathematics and Stochastic Analysis
The Numerical Solution of the Inverse Stefan Problem.
P. Jochum (1980)
Numerische Mathematik
The -Laplacian – mascot of nonlinear analysis.
Drábek, Pavel (2007)
Acta Mathematica Universitatis Comenianae. New Series
The -Laplacian – mascot of nonlinear analysis
Drábek, P. (2007)
Proceedings of Equadiff 11
The penalty method for a new system of generalized variational inequalities.
Tang, Yu-Chao, Liu, Li-Wei (2010)
International Journal of Mathematics and Mathematical Sciences
The perturbed generalized proximal point algorithm
P. Alexandre, V. H. Nguyen, P. Tossings (1998)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
The second-order methods in discrete optimal control problems
Jiří V. Outrata (1976)
Kybernetika
The SQP method for control constrained optimal control of the Burgers equation
Fredi Tröltzsch, Stefan Volkwein (2001)
ESAIM: Control, Optimisation and Calculus of Variations
A Lagrange–Newton–SQP method is analyzed for the optimal control of the Burgers equation. Distributed controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a weak second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. Numerical examples are...
The SQP method for control constrained optimal control of the Burgers equation
Fredi Tröltzsch, Stefan Volkwein (2010)
ESAIM: Control, Optimisation and Calculus of Variations
A Lagrange–Newton–SQP method is analyzed for the optimal control of the Burgers equation. Distributed controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a weak second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. Numerical examples are...
Time domain decomposition in final value optimal control of the Maxwell system
John E. Lagnese, G. Leugering (2002)
ESAIM: Control, Optimisation and Calculus of Variations
We consider a boundary optimal control problem for the Maxwell system with a final value cost criterion. We introduce a time domain decomposition procedure for the corresponding optimality system which leads to a sequence of uncoupled optimality systems of local-in-time optimal control problems. In the limit full recovery of the coupling conditions is achieved, and, hence, the local solutions and controls converge to the global ones. The process is inherently parallel and is suitable for real-time...
Time Domain Decomposition in Final Value Optimal Control of the Maxwell System
John E. Lagnese, G. Leugering (2010)
ESAIM: Control, Optimisation and Calculus of Variations
We consider a boundary optimal control problem for the Maxwell system with a final value cost criterion. We introduce a time domain decomposition procedure for the corresponding optimality system which leads to a sequence of uncoupled optimality systems of local-in-time optimal control problems. In the limit full recovery of the coupling conditions is achieved, and, hence, the local solutions and controls converge to the global ones. The process is inherently parallel and is suitable for real-time...
Time-discretization for controlled Markov processes. I. General approximation results
Nico M. van Dijk, Arie Hordijk (1996)
Kybernetika
Time-discretization for controlled Markov processes. II. A jump and diffusion application
Nico M. van Dijk, Arie Hordijk (1996)
Kybernetika
Total decomposition and block numerical range.
Salemi, Abbas (2011)
Banach Journal of Mathematical Analysis [electronic only]
Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface
Lubomír Klimeš, Pavel Popela, Tomáš Mauder, Josef Štětina, Pavel Charvát (2017)
Kybernetika
The paper is concerned with a parallel implementation of the progressive hedging algorithm (PHA) which is applicable for the solution of stochastic optimization problems. We utilized the Message Passing Interface (MPI) and the General Algebraic Modelling System (GAMS) to concurrently solve the scenario-related subproblems in parallel manner. The standalone application combining the PHA, MPI, and GAMS was programmed in C++. The created software was successfully applied to a steel production problem...
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