A simplification of computation for optimal control problems using fixed-point theorem

Author(s):  
Yasunari Shidama ◽  
Toyomi Ohta ◽  
Hiroo Yamaura
SeMA Journal ◽  
2017 ◽  
Vol 74 (4) ◽  
pp. 585-603 ◽  
Author(s):  
Samaneh Soradi Zeid ◽  
Ali Vahidian Kamyad ◽  
Sohrab Effati ◽  
Seyed Ali Rakhshan ◽  
Soleiman Hosseinpour

Mathematics ◽  
2021 ◽  
Vol 9 (15) ◽  
pp. 1762
Author(s):  
Anderson L. Albuquerque de Araujo ◽  
José L. Boldrini ◽  
Roberto C. Cabrales ◽  
Enrique Fernández-Cara ◽  
Milton L. Oliveira

We consider some optimal control problems for systems governed by linear parabolic PDEs with local controls that can move along the domain region Ω of the plane. We prove the existence of optimal paths and also deduce the first order necessary optimality conditions, using the Dubovitskii–Milyutin’s formalism, which leads to an iterative algorithm of the fixed-point kind. This problem may be considered as a model for the control of a mosquito population existing in a given region by using moving insecticide spreading devices. In this situation, an optimal control is any trajectory or path that must follow such spreading device in order to reduce the population as much as possible with a reasonable not too expensive strategy. We illustrate our results by presenting some numerical experiments.


2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.


2016 ◽  
Vol 2017 (1) ◽  
pp. 17-30 ◽  
Author(s):  
Muhammad Usman Ali ◽  
◽  
Tayyab Kamran ◽  
Mihai Postolache ◽  
◽  
...  

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