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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
exaly +4 more sources
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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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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Disease control as an optimization problem [PDF]
PLOS ONE, 2020 Traditionally, expert epidemiologists devise policies for disease control through a mixture of intuition and brute force. Namely, they use their know-how to narrow down the set of logically conceivable policies to a small family described by a few parameters, following which they conduct a grid search to identify the optimal policy ...
Navascués, Miguel +2 more
openaire +6 more sources