Results 261 to 270 of about 7,132,105 (326)

On the preserving of the maximum principle and energy stability of high-order implicit-explicit Runge-Kutta schemes for the space-fractional Allen-Cahn equation

Numerical Algorithms, 2021
Hong Zhang, Jingye Yan, Xu Qian, Xianming Gu, Songhe Song   +4 more
semanticscholar   +1 more source

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
openaire   +1 more source

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
openaire   +1 more source

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
openaire   +2 more sources

The Pontryagin Maximum Principle for Nonlinear Optimal Control Problems with Infinite Horizon

Journal of Optimization Theory and Applications, 2015
The famous proof of the Pontryagin maximum principle for control problems on a finite horizon bases on the needle variation technique, as well as the separability concept of cones created by disturbances of the trajectories.
Nico Tauchnitz
semanticscholar   +1 more source

Strong maximum principle for fractional diffusion equations and an application to an inverse source problem

, 2015
The strong maximum principle is a remarkable property of parabolic equations, which is expected to be partly inherited by fractional diffusion equations.
Yikan Liu, W. Rundell, Masahiro Yamamoto
semanticscholar   +1 more source

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
openaire   +1 more source

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.
openaire   +1 more source