Approximation of optimal control problems of hemivariational inequalities

1992 ◽  
Vol 13 (1-2) ◽  
pp. 43-68 ◽  
Author(s):  
M. Miettinen ◽  
J. Haslinger
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Hemivariational Inequalities ◽  
Control Problems

scholarly journals Existence of solutions and optimal control problems for hyperbolic hemivariational inequalities

2005 ◽  
Vol 47 (1) ◽  
pp. 51-63 ◽  
Author(s):  
Jong Yeoul Parks ◽  
Sun Hye Park
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Existence Of Solutions ◽  
Hemivariational Inequalities ◽  
Control Problems ◽  
Convex Cost ◽  
Cost Functionals

AbstractIn this paper we prove the existence of solutions for hyperbolic hemivariational inequalities and then investigate optimal control problems for some convex cost functionals.

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.

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