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Optimal Transportation Problem by Stochastic Optimal Control [PDF]
SIAM Journal on Control and Optimization, 2008 We address an optimal mass transportation problem by means of optimal stochastic control. We consider a stochastic control problem which is a natural extension of the Monge-Kantorovich problem. Using a vanishing viscosity argument we provide a probabilistic proof of two fundamental results in mass transportation: the Kantorovich duality and the graph ...
Mikami, Toshio, Thieullen, Michele
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About one problem of optimal control synthesis [PDF]
E-Journal of Analysis and Applied Mathematics, 2023 This paper tackles the problem of characterizing the natural class, or Riccati rule space, of solutions to a specific e quation. Despite the significant theoretical and practical implications, there is limited research exploring the application of ...
Muhametberdy Rakhimov
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Optimal programmed control in energy minimisation problem [PDF]
E3S Web of Conferences, 2023 This paper is devoted to the construction of optimal programmed control of the motion of a material point in a medium with a random coefficient of resistance in a homogeneous field of gravity of the Earth.
Khrychev Dmitry
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Optimal Promotional Effort Policy for Innovation Diffusion Model in a Fuzzy Environment [PDF]
Journal of Information Technology Management, 2021 In today’s era when a substitute for almost every product is readily available, acceptance and adoption of a new product in a market requires substantial amount of promotion.
Kuldeep Chaudhary +2 more
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Axioms, 2023 We consider a finite horizon multi-model linear-quadratic optimal control problem. For this problem, we treat the case where the problem’s functional does not contain a control function. The latter means that the problem under consideration is a singular
Valery Y. Glizer
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Adaptive Synthesized Control for Solving the Optimal Control Problem
Mathematics, 2023 The development of artificial intelligence systems assumes that a machine can independently generate an algorithm of actions or a control system to solve the tasks.
Askhat Diveev, Elizaveta Shmalko
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ON OPTIMALITY OF SINGULAR CONTROLS IN AN OPTIMAL CONTROL PROBLEM [PDF]
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika, 2016 Summary: In this paper, a Moskalenko type optimal control problem is considered. We consider the optimal control problem of minimizing the terminal type functional \[\text{S(u,v)}=\varphi(y(x_1))+\int_{x_0}^{x_1}G(x,z(t_1,x))\,dx,\] under constraints \[ u(t,x)\in U\subset R^r, \quad (t,x)\in D=[t_0,t_1]\times[x_0,x_1], \] \[ v(x)\in V\subset R^q,\quad ...
Mansimov, K. B., Rasulova, Sh. M.
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Optimal Control for the Thermistor Problem [PDF]
SIAM Journal on Control and Optimization, 2010 This paper is concerned with the state-constrained optimal control of the two-dimensional thermistor problem, a quasi-linear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the heating of a conducting material by means of direct current.
Hömberg, Dietmar +3 more
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Optimization problems in congestion control [PDF]
Proceedings 41st Annual Symposium on Foundations of Computer Science, 2002 One of the crucial elements in the Internet's success is its ability to adequately control congestion. The paper defines and solves several optimization problems related to Internet congestion control, as a step toward understanding the virtues of the TCP congestion control algorithm currently used and comparing it with alternative algorithms. We focus
Richard M. Karp +3 more
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DynaProg: Deterministic Dynamic Programming solver for finite horizon multi-stage decision problems
SoftwareX, 2021 DynaProg is an open-source MATLAB toolbox for solving multi-stage deterministic optimal decision problems using Dynamic Programming. This class of optimal control problems can be solved with Dynamic Programming (DP), which is a well-established optimal ...
Federico Miretti +2 more
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