Alternative polynomial equation approach to LQ discrete-time feedback control
An a priori Campanato type regularity condition for local minimisers in the calculus of variations
An a priori Campanato type regularity condition is established for a class of W1X local minimisers of the general variational integral where is an open bounded domain, F is of class C2, F is strongly quasi-convex and satisfies the growth condition for a p > 1 and where the corresponding Banach spaces X are the Morrey-Campanato space , µ < n, Campanato space and the space of bounded mean oscillation . The admissible maps are of Sobolev class W1,p, satisfying a Dirichlet boundary...
An abstract setting for differential Riccati equations in optimal control problems for hyperbolic/Petrowski-type P. D. E. s with boundary control and slightly smoothing observation.
An analysis of electrical impedance tomography with applications to Tikhonov regularization
This paper analyzes the continuum model/complete electrode model in the electrical impedance tomography inverse problem of determining the conductivity parameter from boundary measurements. The continuity and differentiability of the forward operator with respect to the conductivity parameter in Lp-norms are proved. These analytical results are applied to several popular regularization formulations, which incorporate a priori information of smoothness/sparsity on the inhomogeneity through Tikhonov...
An application of the Fourier transform to optimization of continuous 2-D systems
This paper uses the theory of entire functions to study the linear quadratic optimization problem for a class of continuous 2D systems. We show that in some cases optimal control can be given by an analytical formula. A simple method is also proposed to find an approximate solution with preassigned accuracy. Some application to the 1D optimization problem is presented, too. The obtained results form a theoretical background for the design problem of optimal controllers for relevant processes.
An approximation to discrete optimal feedback controls.
An example of non-convex minimization and an application to Newton's problem of the body of least resistance
An integrodifferential approach to modeling, control, state estimation and optimization for heat transfer systems
In this paper, control-oriented modeling approaches are presented for distributed parameter systems. These systems, which are in the focus of this contribution, are assumed to be described by suitable partial differential equations. They arise naturally during the modeling of dynamic heat transfer processes. The presented approaches aim at developing finitedimensional system descriptions for the design of various open-loop, closed-loop, and optimal control strategies as well as state, disturbance,...
An inverse problem for evolution inclusions.
An Optimal Control Problem for a Predator-Prey Reaction-Diffusion System
An optimal control problem is studied for a predator-prey system of PDE, with a logistic growth rate of the prey and a general functional response of the predator. The control function has two components. The purpose is to maximize a mean density of the two species in their habitat. The existence of the optimal solution is analyzed and some necessary optimality conditions are established. The form of the optimal control is found in some particular...
An optimal partial regularity result for minimizers of an intrinsically defined second-order functional
An SQP trust region method for solving the discrete-time linear quadratic control problem
In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution...
Anticipation in discrete-time LQ control. I. Closed-loop control
Anticipation in discrete-time LQ control. I. Open-loop control
Antihomogeneous conjugacy operators in convex analysis.
Application of the optimal control theory to the wastewater elimination problem.
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...
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
We investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise in insurance and finance in an attempt to find an investment strategy and an investment portfolio which should replicate a liability or meet a target depending on the strategy applied or the past values of the portfolio. In this setting, a managed investment portfolio serves simultaneously as the underlying security on which the liability/target...
Approximation of control problems involving ordinary and impulsive controls
Approximation of control problems involving ordinary and impulsive controls
In this paper we study an approximation scheme for a class of control problems involving an ordinary control v, an impulsive control u and its derivative . Adopting a space-time reparametrization of the problem which adds one variable to the state space we overcome some difficulties connected to the presence of . We construct an approximation scheme for that augmented system, prove that it converges to the value function of the augmented problem and establish an error estimates in L∞ for this approximation....
Aspects of control for the normal Markov processes.