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Wyświetlanie 1-7 z 7
Tytuł:
A multidimensional singular stochastic control problem on a finite time horizon
Autorzy:
Boryc, Marcin
Kruk, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/747102.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
Singular stochastic control
generalized derivative
HJB equation
optimal control
Opis:
A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique.
Źródło:
Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica; 2015, 69, 1
0365-1029
2083-7402
Pojawia się w:
Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Finite-dimensional representations of the value functions of some optimal control problems
Autorzy:
Mirica, S.
Powiązania:
https://bibliotekanauki.pl/articles/206207.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
funkcja brzegowa
funkcja wartości
regularność
sterowanie optymalne
twierdzenie weryfikacji
generalized characteristic flow
generalized Hamiltonian flow
marginal function
optimal control
regularity
value function
verification theorem
Opis:
In this survey we analyze the possibility of obtaining information on regularity and irregularity properties of the value functions of some optimal control problems from their more precise description as marginal functions of finite-dimensional type, in terms of certain "generalized characteristic flows" which, in turn, may be constructed using either necessary optimality conditions (PMP-Pontryagin's Minimum Principle), whenever applicable, or suitable extensions of Cauchy's Method of Characteristics for the associated Hamilton-Jacobi-Bellman equation. This type of representation, which may be justified either by the application of PMP "combined" with existence theorems or by the application of a suitable verification theorem of Dynamic Programming type, not only facilitates numerical computation of the value function but also may allow identification of its discontinuity points, non-differentiability points, propagation of singularities, etc. ; this approach is illustrated with three significant examples from classical Calculus of Variations.
Źródło:
Control and Cybernetics; 2002, 31, 3; 779-801
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Necessary optimality conditions for nonsmooth two-dimensional control systems described by Roessers model
Autorzy:
Studniarski, M.
Powiązania:
https://bibliotekanauki.pl/articles/206015.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie optymalne
generalized gradients
necessary conditions
optimal control
two-dimensional discrete systems
Opis:
Necessary optimality conditions for nonlinear nonsmooth two-dimensional discrete control systems are derived. Under additional convexity assumptions, these conditions can be obtained in the form of a maximum principle. For some special cases, sufficient optimality conditions are also presented.
Źródło:
Control and Cybernetics; 1998, 27, 1; 51-61
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Local quadratic convergence of SQP for elliptic optimal control problems with mixed control-state constraints
Autorzy:
Griesse, R.
Metla, N.
Rosch, A.
Powiązania:
https://bibliotekanauki.pl/articles/969868.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optimal control
sequential quadratic programming
mixed control-state constraints
implicit function theorem
generalized equation
Opis:
Semilinear elliptic optimal control problems with pointwise control and mixed control-state constraints are considered. Necessary and sufficient optimality conditions are given. The equivalence of the SQP method and Newton's method for a generalized equation is discussed. Local quadratic convergence of the SQP method is proved.
Źródło:
Control and Cybernetics; 2010, 39, 3; 717-738
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On optimal boundary and distributed control of partial integro-differential equations
Autorzy:
Khurshudyan, A. Zh.
Powiązania:
https://bibliotekanauki.pl/articles/229762.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
optimal control
integro-differential equation
equation of convolution type
Fourier generalized transform
impulsive control
Opis:
A method of optimal control problems investigation for linear partial integro-differential equations of convolution type is proposed, when control process is carried out by boundary functions and right hand side of equation. Using Fourier real generalized integral transform control problem solution is reduced to minimization procedure of chosen optimality criterion under constraints of equality type on desired control function. Optimality of control impacts is obtained for two criteria, evaluating their linear momentum and total energy. Necessary and sufficient conditions of control problem solvability are obtained for both criteria. Numerical calculations are done and control functions are plotted for both cases of control process realization.
Źródło:
Archives of Control Sciences; 2014, 24, 1; 5-25
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal control of semilinear evolution inclusions via discrete approximations
Autorzy:
Mordukhovich, B. S.
Wang, D.
Powiązania:
https://bibliotekanauki.pl/articles/1839178.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie optymalne
analiza wariacyjna
różniczkowanie uogólnione
aproksymacja dyskretna
warunek konieczny optymalności
optimal control
variational analysis
generalized differentiation
semilinear evolution inclusions
discrete approximations
necessary optimality conditions
Opis:
This paper studies a Mayer type optimal control problem with general endpoint constraints for semilinear unbounded evolution inclusions in reflexive and separable Banach spaces. First, we construct a sequence of discrete approximations to the original optimal control problem for evolution inclusions and prove that optimal solutions to discrete approximation problems uniformly converge to a given optimal solution for the original continuous-time problem. Then, based on advanced tools of generalized differentiation, we derive necessary optimality conditions for discrete-time problems under fairly general assumptions. Combining these results with recent achievements of variational analysis in infinite-dimensional spaces, we establish new necessary optimality conditions for constrained continuous-time evolution inclusions by passing to the limit from discrete approximations.
Źródło:
Control and Cybernetics; 2005, 34, 3; 849-870
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal control of delay-differential inclusions with multivalued initial conditions in infinite dimensions
Autorzy:
Mordukhovich, B. S.
Wang, D.
Wang, L.
Powiązania:
https://bibliotekanauki.pl/articles/969562.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
discrete approximations
optimal control
variational analysis
endpoint constraints
delay-differential inclusions
multivalued initial conditions
extended Euler-Lagrange formalism
generalized differentiation
Banach and Asplund spaces
necessary optimality conditions
Opis:
This paper is devoted to the study of a general class of optimal control problems described by delay-differential inclusions with infinite-dimensional state spaces, endpoints constraints, and multivalued initial conditions. To the best of our knowledge, problems of this type have not been considered in the literature, except for some particular cases when either the state space is finite-dimensional or there is no delay in the dynamics. We develop the method of discrete approximations to derive necessary optimality conditions in the extended Euler-Lagrange form by using advanced tools of variational analysis and generalized differentiation in infinite dimensions. This method consists of the three major parts: (a) constructing a well-posed sequence of discrete-time problems that approximate in an appropriate sense the original continuous-time problem of dynamic optimization; (b) deriving necessary optimality conditions for the approximating discrete-time problems by reducing them to infinite-dimensional problems of mathematical programming and employing then generalized differential calculus; (c) passing finally to the limit in the obtained results for discrete approximations to establish necessary conditions for the given optimal solutions to the original problem. This method is fully realized in the delay-differential systems under consideration.
Źródło:
Control and Cybernetics; 2008, 37, 2; 393-428
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-7 z 7

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