scholarly journals Existence of Solutions for Optimal Control Problems on Time Scales whose States are Absolutely Continuous

2016 ◽  
Vol 17 (1) ◽  
pp. 81
Author(s):  
Iguer L D Santos
Keyword(s):  
Optimal Control ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Existence Of Solutions ◽  
Sufficient Conditions ◽  
Dynamic Equations ◽  
Control Problems ◽  
Optimal Controls ◽  
Absolutely Continuous

This paper considers a class of optimal control problems on time scales described by dynamic equations on time scales. We have established sufficient conditions for theexistence of optimal controls.

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

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.

Recognition of Neurons Impulses with the Use of Nonlinear Dynamic Equations

2001 ◽  
Vol 33 (5-8) ◽  
pp. 10
Author(s):  
Tatyana I. Aksenova ◽  
Igor V. Tetko ◽  
Olga K. Chibirova ◽  
Alexandro Villa
Keyword(s):  
Nonlinear Dynamic ◽  
Dynamic Equations ◽  
Nonlinear Dynamic Equations
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