相关论文: A Posteriori Error Analysis for the Optimal Contro…
We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…
We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…
The binary Mumford-Shah model is a widespread tool for image segmentation and can be considered as a basic model in shape optimization with a broad range of applications in computer vision, ranging from basic segmentation and labeling to…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
We analyze the control by electromagnetic fields of quantum systems with infinite dimensional Hilbert space and a discrete spectrum. Based on recent mathematical results, we rigorously show under which conditions such a system can be…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
We derive functional a posteriori error equalities and constant free two sided estimates for certain types of partial differential equations. The error is measured in a combined norm which takes into account both the primal and dual…
In this paper we study the optimality condition for the Venttsel boundary control of a parabolic equation, that is, the state of the dynamic system is governed by a parabolic equation together with an initial condition while the control is…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
Often it is desirable to stabilize a system around an optimal state. This can be effectively accomplished using feedback control, where the system deviation from the desired state is measured in order to determine the magnitude of the…
This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…
For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…
This paper introduces a novel second-order splitting scheme for charged-particle dynamics in strong magnetic fields characterized by the maximal ordering. The proposed scheme is explicit and symmetric, which respectively ensure the…
One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…
This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
The paper is concerned with an optimal control problem governed by the rate-independent system of quasi-static perfect elasto-plasticity. The objective is to optimize the stress field by controlling the displacement at prescribed parts of…
We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…