Results 261 to 270 of about 391,232 (316)

A Stochastic Maximum Principle

SIAM Journal on Control and Optimization, 1976
The major theorem of this paper is very closely parallel to the classical Pontryagin maximum principle. The classical case, very roughly stated, says that if $u(t)$ is a control function which has an associated trajectory $x(t)$, then there is a function $H(v,x,t)$ such that $u(t)$ is optimal only if for each t and for all v in the control set, \[H(u(t)
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Aleksandrov maximum principle and bony maximum principle for parabolic equations

Acta Mathematicae Applicatae Sinica, 1985
The author simplifies the proof of the Aleksandrov maximum principle for parabolic equations given by Krylov and obtains finer results. He further proves the Bony maximum principle for parabolic equations by using the above results.
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Stochastic maximum principle

IFAC Proceedings Volumes, 2011
Abstract The Pontrjagin maximum principle solves the problem of optimal control of a continuous deterministic system. The discrete maximum principle solves the problem of optimal control of a discrete-time deterministic system. The maximum principle changes the problem of optimal control to a two point boundary value problem which can be completely ...
Jan Štecha, Jan Rathouský
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Maximum Modulus Principle

2011
In this lecture, we shall prove that a function analytic in a bounded domain and continuous up to and including its boundary attains its maximum modulus on the boundary. This result has direct applications to harmonic functions.
Ravi P. Agarwal, Kanishka Perera, Sandra Pinelas   +2 more
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The maximum principle

1996
Our study thus far points to the maximum principle as the fundamental principle of optimality and identifies the symplectic structure and the associated Hamiltonian formalism as the main theoretical ingredients required for its proper understanding. In this chapter we shall take that direction to its natural end and ultimately arrive at a geometric ...
V. N. Afanas’ev, V. B. Kolmanovskii, V. R. Nosov   +2 more
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Maximum Entropy Principles

1997
The concept of information can be successfully utilized for the adaptation of a probability distribution to empirical data. In order to proceed to the formulation of the corresponding principle, let us first recall the expression for the empirical probability density for the case when all the samples are distinct $$fe\left( x \right) = \frac{1}{N ...
Igor Grabec, Wolfgang Sachse
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The Maximum Principle

1972
The values that an analytic function assumes in the different parts of its domain of existence are related to each other : they are connected by analytic continuation and it is impossible to modify the values in one part without inducing a change throughout.
George Pólya, Gabor Szegö
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Stochastic Maximum Principle

2013
As an important application of BSDEs and FBSDEs, in this chapter we present a classical method of the Stochastic Control Theory, the stochastic maximum principle, the main technical tool in this book. We first present stochastic control of BSDEs and then much more complex stochastic control of FBSDEs.
Jakša Cvitanić, Jianfeng Zhang
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Some Maximum Principles

2001
In this and the next chapter we restrict our attention to a v-network N v satisfying the following.
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Pontryagin Maximum Principle

2001
Pontryagin maximum principle is described.
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