Interior Penalty Approximation For Optimal Control Problems Optimality Conditions In Stochastic Optimal Control Theory
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Interior Penalty Approximation For Optimal Control Problems Optimality Conditions In Stochastic Optimal Control Theory
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Author : Francisco Jose Silva
language : fr
Publisher:
Release Date : 2010
Interior Penalty Approximation For Optimal Control Problems Optimality Conditions In Stochastic Optimal Control Theory written by Francisco Jose Silva and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Résumé français : Cette thèse est divisée en deux parties. Dans la première partie on s'intéresse aux problèmes de commande optimale déterministes et on étudie des approximations intérieures pour deux problèmes modèles avec des contraintes de non-négativité sur la commande. Le premier modèle est un problème de commande optimale dont la fonction de coût est quadratique et dont la dynamique est régie par une équation différentielle ordinaire. Pour une classe générale de fonctions de pénalité intérieure, on montre comment calculer le terme principal du développement ponctuel de l'état et de l'état adjoint. Notre argument principal se fonde sur le fait suivant: si la commande optimale pour le problème initial satisfait les conditions de complémentarité stricte pour le Hamiltonien sauf en un nombre fini d'instants, les estimations pour le problème de commande optimale pénalisé peuvent être obtenues à partir des estimations pour un problème stationnaire associé. Nos résultats fournissent plusieurs types de mesures de qualité de l'approximation pour la technique de pénalisation: estimations des erreurs de la commande , estimations des erreurs pour l'état et l'état adjoint et aussi estimations de erreurs pour la fonction valeur. Le second modèle est le problème de commande optimale d'une équation semi-linéaire elliptique avec conditions de Dirichlet homogène au bord, la commande étant distribuée sur le domaine et positive. L'approche est la même que pour le premier modèle, c'est-à-dire que l'on considère une famille de problèmes pénalisés, dont la solution définit une trajectoire centrale qui converge vers la solution du problème initial. De cette manière, on peut étendre les résultats, obtenus dans le cadre d'équations différentielles, au contrôle optimal d'équations elliptiques semi-linéaires. Dans la deuxième partie on s'intéresse aux problèmes de commande optimale stochastiques. Dans un premier temps, on considère un problème linéaire quadratique stochastique avec des contraintes de non-negativité sur la commande et on étend les estimations d'erreur pour l'approximation par pénalisation logarithmique. La preuve s'appuie sur le principe de Pontriaguine stochastique et un argument de dualité. Ensuite, on considère un problème de commande stochastique général avec des contraintes convexes sur la commande. L'approche dite variationnelle nous permet d'obtenir un développement au premier et au second ordre pour l'état et la fonction de coût, autour d'un minimum local. Avec ces développements on peut montrer des conditions générales d'optimalité de premier ordre et, sous une hypothèse géométrique sur l'ensemble des contraintes, des conditions nécessaires du second ordre sont aussi établies.
International Aerospace Abstracts
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Author :
language : en
Publisher:
Release Date : 1996
International Aerospace Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Aeronautics categories.
Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1994
Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Aeronautics categories.
Handbook Of Mathematics
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Author : Thierry Vialar
language : en
Publisher: BoD - Books on Demand
Release Date : 2016-12-07
Handbook Of Mathematics written by Thierry Vialar and has been published by BoD - Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-07 with Mathematics categories.
The book, revised, consists of XI Parts and 28 Chapters covering all areas of mathematics. It is a tool for students, scientists, engineers, students of many disciplines, teachers, professionals, writers and also for a general reader with an interest in mathematics and in science. It provides a wide range of mathematical concepts, definitions, propositions, theorems, proofs, examples, and numerous illustrations. The difficulty level can vary depending on chapters, and sustained attention will be required for some. The structure and list of Parts are quite classical: I. Foundations of Mathematics, II. Algebra, III. Number Theory, IV. Geometry, V. Analytic Geometry, VI. Topology, VII. Algebraic Topology, VIII. Analysis, IX. Category Theory, X. Probability and Statistics, XI. Applied Mathematics. Appendices provide useful lists of symbols and tables for ready reference. Extensive cross-references allow readers to find related terms, concepts and items (by page number, heading, and objet such as theorem, definition, example, etc.). The publisher’s hope is that this book, slightly revised and in a convenient format, will serve the needs of readers, be it for study, teaching, exploration, work, or research.
Optimization Of Structural And Mechanical Systems
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Author : Jasbir S. Arora
language : en
Publisher: World Scientific
Release Date : 2007
Optimization Of Structural And Mechanical Systems written by Jasbir S. Arora and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Technology & Engineering categories.
This book provides a discussion of the general impact of WTO membership on both sides of the Taiwan Strait, and addresses the political and economic impact on cross-Strait relations of common membership. The book begins with an introduction which analyzes the state of cross-Strait economic and political relations on the eve of dual accession to the WTO and briefly introduces the chapters which follow. The first chapter discusses the concessions made by both sides in their accession agreements and is followed by two chapters which describe the manner in which the Taiwan economy was reformed to achieve compliance as well as the specific, restrictive trade regime that was put into place to manage mainland trade. The next two chapters deal with the implications of that restrictive trade regime for the Taiwan economy in Asia and with the nature of the interactions between the two sides within the WTO. The final four chapters of the volume examine the impact of membership on four sectors of the economy: finance; agriculture; electronics and automobiles. There is a post-script which briefly covers developments since the chapters were completed.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2005
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Documentation Abstracts
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Author :
language : en
Publisher:
Release Date : 1995
Documentation Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Documentation categories.
Index Of Mathematical Papers
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Author :
language : en
Publisher:
Release Date : 1985
Index Of Mathematical Papers written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Mathematical reviews categories.
Space Station Systems
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Author :
language : en
Publisher:
Release Date : 1990
Space Station Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Space stations categories.
Contents Of Contemporary Mathematical Journals
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Author :
language : en
Publisher:
Release Date : 1974
Contents Of Contemporary Mathematical Journals written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.