A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs

1983 ◽  
pp. 405-408
Author(s):  
Suzanne Lenhart ◽  
Stavros Belbas
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Systems ◽  
Switching Costs ◽  
Nonlinear Partial Differential Equations ◽  
Partial Differential

scholarly journals The Classical Continuous Mixed Optimal Control of Couple Nonlinear Parabolic Partial Differential Equations with State Constraints

2021 ◽  
pp. 4859-4874
Author(s):  
Jamil A Ali Al-Hawasy ◽  
Ghufran M Kadhem ◽  
Ahmed Abdul Hasan Naeif
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
State Constraints ◽  
Nonlinear Partial Differential Equations ◽  
Parabolic Partial Differential Equations ◽  
Control Vector ◽  
Partial Differential ◽  
Vector Solution ◽  
Nonlinear Parabolic

In this work, the classical continuous mixed optimal control vector (CCMOPCV) problem of couple nonlinear partial differential equations of parabolic (CNLPPDEs) type with state constraints (STCO) is studied. The existence and uniqueness theorem (EXUNTh) of the state vector solution (SVES) of the CNLPPDEs for a given CCMCV is demonstrated via the method of Galerkin (MGA). The EXUNTh of the CCMOPCV ruled with the CNLPPDEs is proved. The Frechet derivative (FÉDE) is obtained. Finally, both the necessary and the sufficient theorem conditions for optimality (NOPC and SOPC) of the CCMOPCV with state constraints (STCOs) are proved through using the Kuhn-Tucker-Lagrange (KUTULA) multipliers theorem (KUTULATH).

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