scholarly journals Optimal Control Problems for Nonlinear Variational Evolution Inequalities

2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Eun-Young Ju ◽  
Jin-Mun Jeong
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Parabolic Type ◽  
Control Problems ◽  
Optimal Controls ◽  
Solution Mapping ◽  
Necessary Conditions For Optimality ◽  
Semilinear Parabolic ◽  
Variational Evolution

We deal with optimal control problems governed by semilinear parabolic type equations and in particular described by variational inequalities. We will also characterize the optimal controls by giving necessary conditions for optimality by proving the Gâteaux differentiability of solution mapping on control variables.

Optimal feedback control of stochastic McShane differential systems

1974 ◽  
Vol 11 (2) ◽  
pp. 302-309 ◽  
Author(s):  
N. U. Ahmed ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Necessary Conditions ◽  
Parabolic Type ◽  
Optimal Feedback Control ◽  
Distributed Parameter ◽  
Optimal Controls ◽  
Necessary Conditions For Optimality ◽  
Reduced Problem

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.

Optimal feedback control of stochastic McShane differential systems

1974 ◽  
Vol 11 (02) ◽  
pp. 302-309
Author(s):  
N. U. Ahmed ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Necessary Conditions ◽  
Parabolic Type ◽  
Optimal Feedback Control ◽  
Distributed Parameter ◽  
Optimal Controls ◽  
Necessary Conditions For Optimality ◽  
Reduced Problem

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.

scholarly journals An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints

2014 ◽  
Vol 2014 ◽  
pp. 1-16
Author(s):  
Qingmeng Wei ◽  
Xinling Xiao
Keyword(s):  
Optimal Control ◽  
Variational Principle ◽  
Integral Equations ◽  
Stochastic Optimal Control ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
Optimal Controls

This paper is devoted to the stochastic optimal control problems for systems governed by forward-backward stochastic Volterra integral equations (FBSVIEs, for short) with state constraints. Using Ekeland's variational principle, we obtain one kind of variational inequalities. Then, by dual method, we derive a stochastic maximum principle which gives the necessary conditions for the optimal controls.

Sign in / Sign up

Export Citation Format

Share Document