Maximum Principle
An algebraic flux correction scheme satisfying the discrete maximum principle and linearity preservation on general meshes
... This work is devoted to the proposal of a new flux limiter that makes the algebraic flux correction finite element scheme linearity and positivity preserving on general simplicial meshes. Minimal assumptions on the ...
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Maximum principle for near optimality of stochastic delay control problem
... the maximum principle and Ekeland’s variational principle, we first establish a necessary condition for near-optimality, which reveals the ‘minimum’ qualifi- cation for an admissible control to be ...
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REGULARIZATION OF PONTRYAGIN MAXIMUM PRINCIPLE IN OPTIMAL CONTROL OF DISTRIBUTED SYSTEMS
... Pontryagin maximum principle is the central result of all optimal control theory, including optimal control for differential equations with partial ...the maximum principle in the perturbed ...
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Synthesizing the Algorithms for Controlling the Intellectual Suspension of a Vehicle Using Combined maximum Principle
... The problem of synthesizing the control of the intellectual suspension of a vehicle is regarded as a problem of synthesizing optimal law of parametric control. There currently exists a quite extensive experience in ...
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Pontryagin's maximum principle and optimization of the flight phase in ski jumping
... Pontryagin’s maximum principle, which allows us to obtain a solution of the optimization problem for fl ight style control with three constrained control variables – the angle of attack ( ), body ski angle ...
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Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications
... between maximum principle and dy- namic programming for our zero-sum stochastic differ- ential game problem, under the assumption that the value function is smooth ...
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A Maximum Principle Result for a General Fourth Order Semilinear Elliptic Equation
... ∇ − ∆ are utilized and apriori bounds on the integral of the square of the second gra- dient and on the square of the gradient of the solution are deduced. Since then, many authors [2]-[11] and refer- ences therein have ...
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An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
... stochastic maximum principle for discounted control of a certain class of degenerate diffusion processes with global Lipschitz coefficient is ...stochastic maximum principle of semi-couple ...
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Maximum principle and its application to multi-index Hadamard fractional diffusion equation
... The structure of the article is as follows: In Sect. 2 we give basic concepts and the defini- tions of Hadamard fractional calculus, and also give some lemmas, which will be needed in our subsequent proof. Further, the ...
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Maximum principle and its extension for bounded control problems with boundary conditions
... the maximum principle as a necessary condition of optimality for optimal control problems is commonly rec- ognized and ...the maximum principle has a tendency to “degenerate,” that is, to be ...
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Maximum principle for a stochastic delayed system involving terminal state constraints
... We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly ...
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Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
... While numerical approaches to solve financial and actuarial stochastic opti- mization problems are usually based on dynamic programming, we explore an approach through a stochastic maximum principle ...
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Maximum principle for delayed stochastic mean field control problem with state constraint
... variational principle, the duality method and a new type of mean-field anticipated backward stochastic differential equation, we obtain the maximum principle of the optimal control for this ...
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A Note on a Possible Connection between Pontryagin Maximum Principle and Jaynes Maximum Entropy
... Pontryagin Maximum Principle converts a very difficult observational/control problem to an operations research problem in which we know the optimal results are at the edges or vertices of the boundary that ...
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The positive maximum principle on Lie groups
... This is the peer reviewed version of the following article: Applebaum, D. and Le Ngan, T. (2019), The positive maximum principle on Lie groups. J. London Math. Soc., which has been published in final form ...
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Discrete Maximum Principle and Energy Stability of Compact Difference Scheme for the Allen-Cahn Equation
... The main contribution of this work is the establishment of the full-discrete fourth-order compact difference scheme for the one-dimensional nonlinear Allen-Cahn equation (2.18). For the fully discretized scheme, we prove ...
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Maximum Principle Based Algorithms for Deep Learning
... The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary ...
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Dynamic Programming, Maximum Principle and Vintage Capital
... experience of a large number of economies. Since we want to introduce the methodology to as many scholars as possible, we first provide an overview of two well-known optimization approaches and then move to solve the ...
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Stochastic global maximum principle for optimization with recursive utilities
... Abstract In this paper, we study the recursive stochastic optimal control problems. The control domain does not need to be convex, and the generator of the backward stochastic differential equation can contain z. We ...
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Maximum principle for controlled fractional Fokker Planck equations
... In this paper, we obtain a maximum principle for controlled fractional Fokker-Planck equations. We prove the well-posedness of a stochastic differential equation driven by an α -stable process. We give some ...
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