434,906 research outputs found

    Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations

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    We study several aspects of the dynamic programming approach to optimal control of abstract evolution equations, including a class of semilinear partial differential equations. We introduce and prove a verification theorem which provides a sufficient condition for optimality. Moreover we prove sub- and superoptimality principles of dynamic programming and give an explicit construction of ϵ\epsilon-optimal controls.optimal control of PDE; verification theorem; dynamic programming; ϵ\epsilon-optimal controls; Hamilton-Jacobi-Bellman equations

    Maximum Principle for Linear-Convex Boundary Control Problems applied to Optimal Investment with Vintage Capital

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    The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. The optimal control model has already been studied both in finite and infinite horizon with Dynamic Programming methods in a series of papers by the same author, or by Faggian and Gozzi. Necessary and sufficient optimality conditions for open loop controls are established. Moreover the co-state variable is shown to coincide with the spatial gradient of the value function evaluated along the trajectory of the system, creating a parallel between Maximum Principle and Dynamic Programming. The abstract model applies, as recalled in one of the first sections, to optimal investment with vintage capital

    Regular Policies in Abstract Dynamic Programming

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    We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of regular policies. These are policies that are well-behaved with respect to value and policy iteration, and are patterned after proper policies, which are central in the theory of stochastic shortest path problems. We show that the optimal cost function over regular policies may have favorable value and policy iteration properties, which the optimal cost function over all policies need not have. We accordingly develop a unifying methodology to address long standing analytical and algorithmic issues in broad classes of undiscounted models, including stochastic and minimax shortest path problems, as well as positive cost, negative cost, risk-sensitive, and multiplicative cost problems

    Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations

    Get PDF
    We study several aspects of the dynamic programming approach to optimal control of abstract evolution equations, including a class of semilinear partial differential equations. We introduce and prove a verification theorem which provides a sufficient condition for optimality. Moreover we prove sub- and superoptimality principles of dynamic programming and give an explicit construction of [epsilon]-optimal controls.We study several aspects of the dynamic programming approach to optimal control of abstract evolution equations, including a class of semilinear partial differential equations. We introduce and prove a verification theorem which provides a sufficient condition for optimality. Moreover we prove sub- and superoptimality principles of dynamic programming and give an explicit construction of [epsilon]-optimal controls.Refereed Working Papers / of international relevanc

    Towards a Decoupled Context-Oriented Programming Language for the Internet of Things

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    Easily programming behaviors is one major issue of a large and reconfigurable deployment in the Internet of Things. Such kind of devices often requires to externalize part of their behavior such as the sensing, the data aggregation or the code offloading. Most existing context-oriented programming languages integrate in the same class or close layers the whole behavior. We propose to abstract and separate the context tracking from the decision process, and to use event-based handlers to interconnect them. We keep a very easy declarative and non-layered programming model. We illustrate by defining an extension to Golo-a JVM-based dynamic language

    An algebraic basis for specifying and enforcing access control in security systems

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    Security services in a multi-user environment are often based on access control mechanisms. Static aspects of an access control policy can be formalised using abstract algebraic models. We integrate these static aspects into a dynamic framework considering requesting access to resources as a process aiming at the prevention of access control violations when a program is executed. We use another algebraic technique, monads, as a meta-language to integrate access control operations into a functional programming language. The integration of monads and concepts from a denotational model for process algebras provides a framework for programming of access control in security systems

    Statically checking confidentiality via dynamic labels

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    This paper presents a new approach for verifying confidentiality for programs, based on abstract interpretation. The framework is formally developed and proved correct in the theorem prover PVS. We use dynamic labeling functions to abstractly interpret a simple programming language via modification of security levels of variables. Our approach is sound and compositional and results in an algorithm for statically checking confidentiality
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