Zobrazeno 1 - 10
of 26
pro vyhledávání: '"sensitivity relations"'
Autor:
Luong V. Nguyen, Nguyen T. Thu
Publikováno v:
IEEE Access, Vol 8, Pp 46596-46604 (2020)
In this paper, we first present formulas for computing the Fréchet subdifferentials and Fréchet singular subdifferentials of the minimal time function $\mathscr {T}$ for a differential inclusion in $\mathbb {R}^{n}$ with a general target $K$ . Thes
Externí odkaz:
https://doaj.org/article/bc9d03ea2ca442209e67f94480daafcc
Autor:
Hélène Frankowska, Benoît Bonnet
Publikováno v:
Journal de Mathématiques Pures et Appliquées. 157:282-345
In this article, we investigate some of the fine properties of the value function associated to an optimal control problem in the Wasserstein space of probability measures. Building on new interpolation and linearisation formulas for non-local flows,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7322057602a4d4cb90e7fdf5554828d
https://doi.org/10.1016/j.matpur.2021.11.001
https://doi.org/10.1016/j.matpur.2021.11.001
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Hélène Frankowska
Publikováno v:
Advances in Mathematical Economics
Advances in Mathematical Economics, 23, Springer, 2020, Advances in Mathematical Economics, 978-981-15-0713-7. ⟨10.1007/978-981-15-0713-7_2⟩
Advances in Mathematical Economics ISBN: 9789811507120
Advances in Mathematical Economics, 23, Springer, 2020, Advances in Mathematical Economics, 978-981-15-0713-7. ⟨10.1007/978-981-15-0713-7_2⟩
Advances in Mathematical Economics ISBN: 9789811507120
International audience; We consider the undiscounted infinite horizon optimal control problem under state constraints in the absence of convexity/concavity assumptions. Then the value function is, in general, nonsmooth. Using the tools of set-valued
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f58f19103a8d7edd2faf3b000f3b6543
https://hal.archives-ouvertes.fr/hal-02325736/file/Final_HAL.pdf
https://hal.archives-ouvertes.fr/hal-02325736/file/Final_HAL.pdf
Publikováno v:
Mathematical Control and Related Fields
Mathematical Control and Related Fields, AIMS, 2018, 8 (3), pp.535-555. ⟨10.3934/mcrf.2018022⟩
Mathematical Control and Related Fields, AIMS, 2018, 8 (3), pp.535-555. ⟨10.3934/mcrf.2018022⟩
International audience; Partial and full sensitivity relations are obtained for nonauto-nomous optimal control problems with infinite horizon subject to state constraints , assuming the associated value function to be locally Lipschitz in the state.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec18e685b55f4fc457e3303c5b311ad6
https://hal.archives-ouvertes.fr/hal-02126115
https://hal.archives-ouvertes.fr/hal-02126115
Publikováno v:
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2015, 53 (6), pp 3642/3672
SIAM Journal on Control and Optimization, 2015, 53 (6), pp 3642/3672
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2015, 53 (6), pp 3642/3672
SIAM Journal on Control and Optimization, 2015, 53 (6), pp 3642/3672
29 pages; International audience; This paper investigates the value function, $V$, of a Mayer optimal control problem with the state equation given by a differential inclusion. First, we obtain an invariance property for the proximal and Fréchet sub
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b11c11645ece129bc93a1c3e93c4e3a3
https://hal.sorbonne-universite.fr/hal-01057579v2
https://hal.sorbonne-universite.fr/hal-01057579v2
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
ESAIM: Control, Optimisation and Calculus of Variations
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2015, 21 (3), pp.789-814. ⟨10.1051/cocv/2014050⟩
ESAIM: Control, Optimisation and Calculus of Variations, 2015, 21 (3), pp.789-814. ⟨10.1051/cocv/2014050⟩
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2015, 21 (3), pp.789-814. ⟨10.1051/cocv/2014050⟩
ESAIM: Control, Optimisation and Calculus of Variations, 2015, 21 (3), pp.789-814. ⟨10.1051/cocv/2014050⟩
In optimal control, sensitivity relations are usually understood as inclusions that identify the pair formed by the dual arc and the Hamiltonian, evaluated along the associated minimizing trajectory, as a suitable generalized gradient of the value fu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ddefbabaa4db54979b4905410a8d228
https://hal.sorbonne-universite.fr/hal-00949021/document
https://hal.sorbonne-universite.fr/hal-00949021/document
Autor:
Scarinci, Teresa
Dans cette thèse nous étudions une classe d’équations de Hamilton-Jacobi-Bellman provenant de la théorie du contrôle optimal des équations différentielles ordinaires. Nous nous intéressons principalement à l’analyse de la sensibilité de
Externí odkaz:
http://www.theses.fr/2015PA066573
Autor:
Piermarco Cannarsa, Teresa Scarinci
Publikováno v:
Springer INdAM Series ISBN: 9783319069166
This paper studies the regularity of the minimum time function, $T(\cdot)$, for a control system with a general closed target, taking the state equation in the form of a differential inclusion. Our first result is a sensitivity relation which guarant
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1ad1e274743abd88eddae269a71ab36
https://doi.org/10.1007/978-3-319-06917-3_4
https://doi.org/10.1007/978-3-319-06917-3_4