Results 11 to 20 of about 5,329,290 (309)
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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Maximum Principle Preserving Exponential Time Differencing Schemes for the Nonlocal Allen-Cahn Equation [PDF]
SIAM Journal on Numerical Analysis, 2019 The nonlocal Allen--Cahn equation, a generalization of the classic Allen--Cahn equation by replacing the Laplacian with a parameterized nonlocal diffusion operator, satisfies the maximum principle ...
Q. Du, L. Ju, Xiao Li, Zhonghua Qiao
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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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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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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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Risk-Sensitive Maximum Principle for Controlled System with Delay
Mathematics, 2023 Risk-sensitive maximum principle and verification theorem for controlled system with delay is obtained by virtue of classical convex variational technique.
Peng Wang
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On Korenblum’s maximum principle [PDF]
Proceedings of the American Mathematical Society, 1997 If f f and g
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A Strong Maximum Principle for Nonlinear Nonlocal Diffusion Equations
Axioms, 2023 We consider a class of nonlinear integro-differential equations that model degenerate nonlocal diffusion. We investigate whether the strong maximum principle is valid for this nonlocal equation. For degenerate parabolic PDEs, the strong maximum principle
Tucker Hartland, Ravi Shankar
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Applied Mathematics Letters, 2020 This paper aims to present a new second-order maximum-principle preserving finite difference scheme for Allen–Cahn equations with periodic boundary conditions.
T. Hou, Defeng Xiu, Wenzhu Jiang
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