A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty

Autor: Caroline Geiersbach, Teresa Scarinci

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic gradient me

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::359889ca016ff230fce95d0fe0681170
http://arxiv.org/abs/2108.11782

Regularity results for the minimum time function with Hörmander vector fields

Autor: Teresa Scarinci, Paolo G. Albano, Piermarco Cannarsa

In a bounded domain of R n with boundary given by a smooth ( n − 1 ) -dimensional manifold, we consider the homogeneous Dirichlet problem for the eikonal equation associated with a family of smooth vector fields { X 1 , … , X N } subject to Horma

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0ad43690e8e215ff4c6268da6e9f4a7
http://hdl.handle.net/11585/645107

Higher-order numerical scheme for linear quadratic problems with bang–bang controls

Autor: Teresa Scarinci, Vladimir M. Veliov

Publikováno v: Computational Optimization and Applications

This paper considers a linear-quadratic optimal control problem where the control function appears linearly and takes values in a hypercube. It is assumed that the optimal controls are of purely bang-bang type and that the switching function, associa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::adc48b6107a8c852a2b929f2fdfb40ea
http://europepmc.org/articles/PMC6566299

On the regularity of linear-quadratic optimal control problems with Bang-Bang solutions

Autor: Vladimir M. Veliov, Teresa Scarinci, Jakob Preininger

Publikováno v: Large-Scale Scientific Computing ISBN: 9783319734408
LSSC

The paper investigates the stability of the solutions of linear-quadratic optimal control problems with bang-bang controls in terms of metric sub-regularity and bi-metric regularity. New sufficient conditions for these properties are obtained, which

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82b6863e74054fde7ead9d3d56d399cc
http://hdl.handle.net/11697/151294

Optimality conditions (In Pontryagin form)

Autor: Marco Mazzola, Daniela Tonon, Teresa Scarinci, Andrea Boccia, Luong V. Nguyen, Cédric M. Campos, Francisco J. Silva, Maria Soledad Aronna, Michele Palladino

Publikováno v: Optimal Control: Novel Directions and Applications
Optimal Control: Novel Directions and Applications, 2180, Springer, pp.1-125, 2017, Lectures Notes in Mathematics, ⟨10.1007/978-3-319-60771-9_1⟩
Optimal Control: Novel Directions and Applications ISBN: 9783319607702

This chapter aims at being a friendly presentation of various results related to optimality conditions of Optimal Control problems. Different classes of systems are considered, such as equations with time delays and/or state constraints, dynamics aff

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::31ad224a24cf1d497c277460b2d08994
http://hdl.handle.net/11577/3389247