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1.
Hamiltonian Pontryagin's Principles for Control Problems Governed by Semilinear Parabolic Equations 总被引:2,自引:0,他引:2
In this paper we study optimal control problems governed by semilinear parabolic equations. We obtain necessary optimality
conditions in the form of an exact Pontryagin's minimum principle for distributed and boundary controls (which can be unbounded)
and bounded initial controls. These optimality conditions are obtained thanks to new regularity results for linear and nonlinear
parabolic equations.
Accepted 17 March 1997 相似文献
2.
In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valued maps. The necessary conditions are stratified, in the sense that they are asserted on precisely the domain upon which the hypotheses (and the optimality) are assumed to hold. Moreover necessary optimality conditions with an Euler inclusion taking an explicit multiplier form are derived for certain cases. 相似文献
3.
《Optimization》2012,61(5):609-617
In this paper we treat discrete in time stochastie control systems, which are linear with respect to the state variables, and we derive optimality conditions in form of maximum principles. 相似文献
4.
The purpose of this paper is to establish the necessary conditions for optimality of a controlled stochastic differential system without differentiability assumptions on the drift. We use an approximation argument in order to obtain a sequence of smooth control problems, and we apply Ekeland's variational principle to derive the associated adjoint processes. Passing at the Limit with respect to the stable convergence, we obtain a weak adjoint process and the inequality between Hamiltonians. This result is a generalisation of Kushner's maximum principle 相似文献
5.
This paper surveys theoretical results on the Pontryagin maximum principle (together with its conversion) and nonlocal optimality conditions based on the use of the Lyapunov-type functions (solutions to the Hamilton-Jacobi inequalities). We pay special attention to the conversion of the maximum principle to a sufficient condition for the global and strong minimum without assumptions of the linear convexity, normality, or controllability. We give the survey of computational methods for solving classical optimal control problems and describe nonstandard procedures of nonlocal improvement of admissible processes in linear and quadratic problems. Furthermore, we cite some recent results on the variational principle of maximum in hyperbolic control systems. This principle is the strongest first order necessary optimality condition; it implies the classical maximum principle as a consequence. 相似文献
6.
研究带环境污染的与年龄相关的非线性种群动力系统的最优控制问题,利用不动点定理得出系统非负解的存在性和唯一性,利用极大化序列及紧性证明最优控制的存在性,利用法锥方法得到控制问题的最优条件. 相似文献
7.
8.
The present paper considers an optimal control problem for fully coupled forward–backward stochastic differential equations (FBSDEs) of mean-field type in the case of controlled diffusion coefficient. Moreover, the control domain is not assumed to be convex. By virtue of a reduction method, we establish the necessary optimality conditions of Pontryagin's type. As an application, a linear–quadratic stochastic control problem is studied. 相似文献
9.
In this paper, we consider the question concerning the necessary conditions for optimality for systems governed by second-order parabolic partial delay-differential equations indivergence form with Cauchy conditions. All the coefficients of the system are assumed measurable and contain controls and delays in their arguments. An integral maximum principle and its pointwise version for the corresponding controlled system are given.The authors wish to thank Dr. E. Noussair for his valuable discussions in the preparation of this paper. 相似文献
10.
11.
Le Quang Thuy Bui Thi Thanh Nguyen Thi Toan 《Journal of Optimization Theory and Applications》2017,173(2):421-442
Motivated by our recent works on optimality conditions in discrete optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary and sufficient optimality conditions for a discrete optimal control problem with a nonconvex cost function and state-control constraints. By establishing an abstract result on second-order optimality conditions for a mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain “no-gap” between second-order optimality conditions. 相似文献
12.
The paper concerns first-order necessary optimality conditions for set-valued optimization problems. Based on the extremal principle developed by Mordukhovich [21], we derive fuzzy/approximate necessary optimality conditions. An example that illustrates
the usefulness of our results is given. 相似文献
13.
This paper studies multiobjective optimal control problems in presence of constraints in the discrete time framework. Both the finite- and infinite-horizon settings are considered. The paper provides necessary conditions of Pareto optimality under lighter smoothness assumptions compared to the previously obtained results. These conditions are given in the form of weak and strong Pontryagin principles which generalize the existing ones. To obtain some of these results, we provide new multiplier rules for multiobjective static optimization problems and new Pontryagin principles for the finite horizon multiobjective optimal control problems. 相似文献
14.
Some Optimal Control Problems Governed by Elliptic Variational Inequalities with Control and State Constraint on the Boundary 总被引:1,自引:0,他引:1
This work deals with the necessary conditions of optimality for some optimal control problems governed by elliptic variational inequalities. Boundary control and state constrained problems are considered. The techniques used are based on those in Ref. 1 and a new penalty functional is defined in this paper. 相似文献
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16.
I. Chryssoverghi 《Journal of Optimization Theory and Applications》1985,45(1):73-88
In this paper, we consider an optimal control problem for distributed systems governed by parabolic equations. The state equations are nonlinear in the control variable; the constraints and the cost functional are generally nonconvex. Relaxed controls are used to prove existence and derive necessary conditions for optimality. To compute optimal controls, a descent method is applied to the resulting relaxed problem. A numerical method is also given for approximating a special class of relaxed controls, notably those obtained by the descent method. Convergence proofs are given for both methods, and a numerical example is provided. 相似文献
17.
Bing Sun 《Applicable analysis》2013,92(8):1730-1744
In our preceding paper [Sun B, Wu MX. Appl. Anal. 2013;92:901–921], we investigated an optimal control problem of age-structured population dynamics for spread of universally fatal diseases and derived the necessary optimality condition for the problem in fixed final horizon case. As a follow-up, in this paper, under weaker additional conditions, we address ourselves to the investigation of the foregoing system in free final horizon case and present further new results of current interests. 相似文献
18.
本文研究了带Poisson 跳跃的正倒向随机延迟系统的递归最优控制问题. 利用经典的针状变分方法、对偶技术和带Poisson 跳跃的超前倒向随机微分方程的相关结果, 证明了最优控制的最大值原理, 包括了最优控制满足的必要条件和充分条件. 相似文献
19.
Distributed optimal control of the viscous Burgers equation via a Legendre pseudo‐spectral approach
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Z. Sabeh M. Shamsi Mehdi Dehghan 《Mathematical Methods in the Applied Sciences》2016,39(12):3350-3360
This paper presents a computational technique based on the pseudo‐spectral method for the solution of distributed optimal control problem for the viscous Burgers equation. By using pseudo‐spectral method, the problem is converted to a classical optimal control problem governed by a system of ordinary differential equations, which can be solved by well‐developed direct or indirect methods. For solving the resulting optimal control problem, we present an indirect method by deriving and numerically solving the first‐order optimality conditions. Numerical tests involving both unconstrained and constrained control problems are considered. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
20.
In this paper, we study second-order optimality conditions for multiobjective optimization problems. By means of different
second-order tangent sets, various new second-order necessary optimality conditions are obtained in both scalar and vector
optimization. As special cases, we obtain several results found in the literature (see reference list). We present also second-order
sufficient optimality conditions so that there is only a very small gap with the necessary optimality conditions.
The authors thank Professor P.L. Yu and the referees for valuable comments and helpful suggestions. 相似文献