ISSN:

2156-8472

eISSN:

2156-8499

## Mathematical Control & Related Fields

September 2020 , Volume 10 , Issue 3

Select all articles

Export/Reference:

*+*[Abstract](554)

*+*[HTML](288)

*+*[PDF](496.41KB)

**Abstract:**

We discuss necessary conditions (with less Lagrange multipliers), perturbations and general algorithms in non convex optimization problems. Optimal control problems with mixed constraints, governed by ordinary differential equations, are also studied in this context. Our treatment is based on a recent approach to implicit systems, constructing parametrizations of the corresponding manifold, via iterated Hamiltonian equations.

*+*[Abstract](550)

*+*[HTML](285)

*+*[PDF](365.2KB)

**Abstract:**

A problem of sparse optimal control for the heat equation is considered, where pointwise bounds on the control and mixed pointwise control-state constraints are given. A standard quadratic tracking type functional is to be minimized that includes a Tikhonov regularization term and the

*+*[Abstract](524)

*+*[HTML](265)

*+*[PDF](611.07KB)

**Abstract:**

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the probability distribution of the state variable at the final time. The analysis uses in an essential manner a convexity property of the set of reachable probability distributions. An augmented Lagrangian method based on the obtained optimality conditions is proposed and analyzed for solving iteratively the problem. At each iteration of the method, a standard stochastic optimal control problem is solved by dynamic programming. Two academical examples are investigated.

*+*[Abstract](543)

*+*[HTML](275)

*+*[PDF](379.73KB)

**Abstract:**

In this paper, we consider optimal control problems associated with semilinear elliptic equation equations, where the states are subject to pointwise constraints but there are no explicit constraints on the controls. A term is included in the cost functional promoting the sparsity of the optimal control. We prove existence of optimal controls and derive first and second order optimality conditions. In addition, we establish some regularity results for the optimal controls and the associated adjoint states and Lagrange multipliers.

*+*[Abstract](526)

*+*[HTML](265)

*+*[PDF](436.01KB)

**Abstract:**

This paper studies a periodic optimal control problem governed by a one-dimensional system, linear with respect to the control

*+*[Abstract](513)

*+*[HTML](284)

*+*[PDF](357.26KB)

**Abstract:**

We show that the joint spectral radius of a finite collection of nonnegative matrices can be bounded by the eigenvalue of a non-linear operator. This eigenvalue coincides with the ergodic constant of a risk-sensitive control problem, or of an entropy game, in which the state space consists of all switching sequences of a given length. We show that, by increasing this length, we arrive at a convergent approximation scheme to compute the joint spectral radius. The complexity of this method is exponential in the length of the switching sequences, but it is quite insensitive to the size of the matrices, allowing us to solve very large scale instances (several matrices in dimensions of order 1000 within a minute). An idea of this method is to replace a hierarchy of optimization problems, introduced by Ahmadi, Jungers, Parrilo and Roozbehani, by a hierarchy of nonlinear eigenproblems. To solve the latter eigenproblems, we introduce a projective version of Krasnoselskii-Mann iteration. This method is of independent interest as it applies more generally to the nonlinear eigenproblem for a monotone positively homogeneous map. Here, this method allows for scalability by avoiding the recourse to linear or semidefinite programming techniques.

*+*[Abstract](589)

*+*[HTML](278)

*+*[PDF](725.36KB)

**Abstract:**

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal solutions and necessary optimality conditions are derived. With numerical realisation in mind, the regularization by

*+*[Abstract](516)

*+*[HTML](242)

*+*[PDF](440.69KB)

**Abstract:**

In this paper we study the null controllability of some non diagonalizable degenerate parabolic systems of PDEs, we assume that the diffusion, coupling and controls matrices are constant and we characterize the null controllability by an algebraic condition so called *Kalman's rank* condition.

*+*[Abstract](674)

*+*[HTML](312)

*+*[PDF](442.33KB)

**Abstract:**

This article presents an inverse source problem for a cascade system of

2019 Impact Factor: 0.857

## Readers

## Authors

## Editors

## Librarians

## Referees

## Email Alert

Add your name and e-mail address to receive news of forthcoming issues of this journal:

[Back to Top]