Variational Stability of Some Optimal Control Problems Describing Hysteresis Effects

2014 ◽  
Vol 52 (4) ◽  
pp. 2348-2370 ◽  
Author(s):  
Sergey A. Timoshin
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Variational Stability

Variational stability of infinite-dimensional optimal control problems

1991 ◽  
Vol 6 (1) ◽  
pp. 17-32
Author(s):  
Evgenios P. Avgerinos ◽  
Nikolaos S. Papageorgiou
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Infinite Dimensional ◽  
Variational Stability

Variational stability of infinite dimensional optimal control problems

1990 ◽  
Vol 21 (8) ◽  
pp. 1473-1488 ◽  
Author(s):  
E. P. AVGERINOS ◽  
N. S. PAPAGEORGIOU
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Infinite Dimensional ◽  
Variational Stability

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.

Sweep Algorithm for Solving Discrete Optimal Control Problems with Three-point Boundary Conditions

2008 ◽  
Vol 40 (7) ◽  
pp. 48-58 ◽  
Author(s):  
Fikret Akhmed Ali Ogly Aliev ◽  
Rena Takhir kyzy Zulfugarova ◽  
Mutallim Mirzaakhmed ogly Mutallimov
Keyword(s):  
Optimal Control ◽  
Boundary Conditions ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Point Boundary ◽  
Discrete Optimal Control ◽  
Sweep Algorithm

On Application of Descriptor-Variable Theory to the Investigation of Optimal Control Problems of Linear Time-Delay Systems

1989 ◽  
Author(s):  
E. Y Ibrahim ◽  
V. Lovass-Nagy ◽  
R. Mukundan ◽  
D.L. Powers ◽  
R.J. Schilling
Keyword(s):  
Optimal Control ◽  
Time Delay ◽  
Optimal Control Problems ◽  
Linear Time ◽  
Delay Systems ◽  
Control Problems ◽  
Time Delay Systems ◽  
Variable Theory

A Canonical Structure for Constrained Optimal Control Problems

1993 ◽  
Author(s):  
Jie Chen ◽  
Guoxiang Gu ◽  
Carl N. Nett ◽  
Dapeng Xiong
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Canonical Structure ◽  
Constrained Optimal Control
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