Results 11 to 20 of about 7,132,105 (326)
Maximum principle for discrete-time stochastic optimal control problem and stochastic game
Mathematical Control and Related Fields, 2021 This paper is first concerned with one kind of discrete-time stochastic optimal control problem with convex control domains, for which necessary condition in the form of Pontryagin's maximum principle and sufficient condition of optimality are derived ...
Zhen Wu, Feng Zhang
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The maximum entropy principle for compositional data
BMC Bioinformatics, 2022 Background Compositional systems, represented as parts of some whole, are ubiquitous. They encompass the abundances of proteins in a cell, the distribution of organisms in nature, and the stoichiometry of the most basic chemical reactions.
Corey Weistuch +3 more
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Pontryagin Maximum Principle for Distributed-Order Fractional Systems
Mathematics, 2021 We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type.
Faïçal Ndaïrou, Delfim F. M. Torres
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A second-order and nonuniform time-stepping maximum-principle preserving scheme for time-fractional Allen-Cahn equations [PDF]
Journal of Computational Physics, 2019 In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of consistency error ...
Hong-lin Liao, T. Tang, Tao Zhou
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Abolishing the maximum tension principle
Physics Letters B, 2015 We find the series of example theories for which the relativistic limit of maximum tension Fmax=c4/4G represented by the entropic force can be abolished.
Mariusz P. Da̧browski, H. Gohar
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E S A I M: Control, Optimisation and Calculus of Variations, 2020 In this paper we focus on a general optimal control problem involving a dynamical system described by a nonlinear Caputo fractional differential equation of order 0
M. Bergounioux, L. Bourdin
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Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective [PDF]
SIAM Journal of Control and Optimization, 2018 We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process.
Beatrice Acciaio +2 more
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Geometric Approach to Pontryagin's Maximum Principle [PDF]
, 2008 Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy.
A. Agrachev +61 more
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Utility Function from Maximum Entropy Principle
Entropy, 2006 Recently we used the maximum entropy principle for finding the price density in a multi agent insurance market. The result is similar to what the Buhlmann had obtained by maximizing the utility function.
Amir H. Darooneh
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A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems [PDF]
SIAM Journal of Control and Optimization, 2018 We study a stochastic optimal control problem for fully coupled forward-backward stochastic control systems with a nonempty control domain. By introducing the first-order and second-order variational equations which is a fully-coupled FBSDEs, and ...
Mingshang Hu, Shaolin Ji, Xiaole Xue
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