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Wyświetlanie 1-3 z 3
Tytuł:
Optimal control of nonlinear evolution equations
Autorzy:
Papageorgiou, Nikolaos
Yannakakis, Nikolaos
Powiązania:
https://bibliotekanauki.pl/articles/729352.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
evolution triple
compact embedding
monotone operator
pseudomonotone operator
L-generalized pseudomonotonicity
integration by parts
evolution inclusion
saddle point
necessary conditions
adjoint equation
distributed parameter systems
Opis:
In this paper, first we consider parametric control systems driven by nonlinear evolution equations defined on an evolution triple of spaces. The parametres are time-varying probability measures (Young measures) defined on a compact metric space. The appropriate optimization problem is a minimax control problem, in which the system analyst minimizes the maximum cost (risk). Under general hypotheses on the data we establish the existence of optimal controls.
Then we pass to nonparametric systems, which are governed by nonlinear evolution equations with nonmonotone operators. We prove two existence results for such evolution inclusions, which are of independent interest and extend significantly the results existing in the literature. Then we solve time-optimal and Meyer-type optimization problems. In Section 5, we derive necessary conditions for saddle point optimality in the minimax control problem. We conclude the paper with three examples of distributed parameter control systems.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 1; 5-50
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality
Autorzy:
Ahmed, N.
Powiązania:
https://bibliotekanauki.pl/articles/729626.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
McKean-Vlasov stochastic differential equation
Hilbert spaces
relaxed controls
existence of optimal controls
Opis:
In this paper we consider controlled McKean-Vlasov stochastic evolution equations on Hilbert spaces. We prove existence and uniqueness of solutions and regularity properties thereof. We use relaxed controls, adapted to a current of sub-sigma algebras generated by observable processes, and taking values from a Polish space. We introduce an appropriate topology based on weak star convergence. We prove continuous dependence of solutions on controls with respect to appropriate topologies. Theses results are then used to prove existence of optimal controls for Bolza problems. Then we develop the necessary conditions of optimality based on semi-martingale representation theory on Hilbert spaces. Next we show that the adjoint processes arising from the necessary conditions optimality can be constructed from the solution of certain BSDE.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2015, 35, 2; 165-195
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and Lèvy process and controlled by Lèvy measure
Autorzy:
Ahmed, N.
Powiązania:
https://bibliotekanauki.pl/articles/729570.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
McKean-Vlasov stochastic differential equation
Hilbert spaces
existence of optimal controls
Opis:
In this paper we consider McKean-Vlasov stochastic evolution equations on Hilbert spaces driven by Brownian motion and L`evy process and controlled by L`evy measures. We prove existence and uniqueness of solutions and regularity properties thereof. We consider weak topology on the space of bounded Le´vy measures on infinite dimensional Hilbert space and prove continuous dependence of solutions with respect to the Le´vy measure. Then considering a certain class of Le´vy measures on infinite as well as finite dimensional Hilbert spaces, as relaxed controls, we prove existence of optimal controls for Bolza problem and some simple mass transport problems
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2016, 36, 2; 181-206
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

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