Results 21 to 30 of about 6,326,277 (372)
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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Journal of the Australian Mathematical Society, 1979 AbstractLet K be a nonempty compact set in a Hausdorff locally convex space, and F a nonempty family of upper semicontinuous convex-like functions from K into [–∞, ∞). K is partially ordered by F in a natural manner. It is shown among other things that each isotone, upper semicontinuous and convex-like function g: K → [ – ∞, ∞) attains its K-maximum at
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Pontryagin Maximum Principle and Stokes Theorem [PDF]
, 2019 We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions ...
Cardin, Franco, Spiro, Andrea
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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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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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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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A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems [PDF]
E S A I M: Control, Optimisation and Calculus of Variations, 2018 In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics is described by a transport equation with non-local velocities which are affine in the control,
Benoît Bonnet
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Weak Scale From the Maximum Entropy Principle [PDF]
, 2015 The theory of multiverse and wormholes suggests that the parameters of the Standard Model are fixed in such a way that the radiation of the $S^{3}$ universe at the final stage $S_{rad}$ becomes maximum, which we call the maximum entropy principle ...
Hamada, Yuta +2 more
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Maximum principle for hypersurfaces [PDF]
Manuscripta Mathematica, 1989 Let \(M\) be a Riemannian or Lorentzian manifold. Firstly, the author gives a short proof of the following interior maximum principle for hypersurfaces; Let \(W_+\) and \(W_-\) be disjoint open domains in \(M\) with spacelike connected \(C^2\)-boundaries having a point in common.
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Optimal Control of Quantum Systems by Pontryagin Maximum Principle
U.Porto Journal of Engineering, 2022 Optimal control provides powerful tools and concepts that can be applied to control quantum systems. It has been used extensively to improve the performance of quantum processes in a variety of active areas in quantum technologies. This paper reviews the
Nahid Binandeh Dehaghani +1 more
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