7,625 research outputs found
Transversality Conditions for Infinite Horizon Variational Problems on Time Scales
We consider problems of the calculus of variations on unbounded time scales.
We prove the validity of the Euler-Lagrange equation on time scales for
infinite horizon problems, and a new transversality condition.Comment: Submitted 6-October-2009; Accepted 19-March-2010 in revised form; for
publication in "Optimization Letters"
A survey on fractional variational calculus
Main results and techniques of the fractional calculus of variations are
surveyed. We consider variational problems containing Caputo derivatives and
study them using both indirect and direct methods. In particular, we provide
necessary optimality conditions of Euler-Lagrange type for the fundamental,
higher-order, and isoperimetric problems, and compute approximated solutions
based on truncated Gr\"{u}nwald--Letnikov approximations of Caputo derivatives.Comment: This is a preprint of a paper whose final and definite form is in
'Handbook of Fractional Calculus with Applications. Vol 1: Basic Theory', De
Gruyter. Submitted 29-March-2018; accepted, after a revision, 13-June-201
Higher-order infinite horizon variational problems in discrete quantum calculus
We obtain necessary optimality conditions for higher-order infinite horizon
problems of the calculus of variations via discrete quantum operators.Comment: Submitted 11-May-2011; revised 16-Sept-2011; accepted 02-Dec-2011;
for publication in Computers & Mathematics with Application
Infinite-horizon problems under periodicity constraint
We study so{\`u}e infinite-horizon optimization problems on spaces of
periodic functions for non periodic Lagrangians. The main strategy relies on
the reduction to finite horizon thanks in the introduction of an avering
operator.We then provide existence results and necessary optimality conditions
in which the corresponding averaged Lagrangian appears
Controlled diffusion processes
This article gives an overview of the developments in controlled diffusion
processes, emphasizing key results regarding existence of optimal controls and
their characterization via dynamic programming for a variety of cost criteria
and structural assumptions. Stochastic maximum principle and control under
partial observations (equivalently, control of nonlinear filters) are also
discussed. Several other related topics are briefly sketched.Comment: Published at http://dx.doi.org/10.1214/154957805100000131 in the
Probability Surveys (http://www.i-journals.org/ps/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Necessary stochastic maximum principle for dissipative systems on infinite time horizon
We develop a necessary stochastic maximum principle for a finite-dimensional
stochastic control problem in infinite horizon under a polynomial growth and
joint monotonicity assumption on the coefficients. The second assumption
generalizes the usual one in the sense that it is formulated as a joint
condition for the drift and the diffusion term. The main difficulties concern
the construction of the first and second order adjoint processes by solving
backward equations on an unbounded time interval. The first adjoint process is
characterized as a solution to a backward SDE, which is well-posed thanks to a
duality argument. The second one can be defined via another duality relation
written in terms of the Hamiltonian of the system and linearized state
equation. Some known models verifying the joint monotonicity assumption are
discussed as well
A variational principle for computing slow invariant manifolds in dissipative dynamical systems
A key issue in dimension reduction of dissipative dynamical systems with
spectral gaps is the identification of slow invariant manifolds. We present
theoretical and numerical results for a variational approach to the problem of
computing such manifolds for kinetic models using trajectory optimization. The
corresponding objective functional reflects a variational principle that
characterizes trajectories on, respectively near, slow invariant manifolds. For
a two-dimensional linear system and a common nonlinear test problem we show
analytically that the variational approach asymptotically identifies the exact
slow invariant manifold in the limit of both an infinite time horizon of the
variational problem with fixed spectral gap and infinite spectral gap with a
fixed finite time horizon. Numerical results for the linear and nonlinear model
problems as well as a more realistic higher-dimensional chemical reaction
mechanism are presented.Comment: 16 pages, 5 figure
Direct and Inverse Variational Problems on Time Scales: A Survey
We deal with direct and inverse problems of the calculus of variations on
arbitrary time scales. Firstly, using the Euler-Lagrange equation and the
strengthened Legendre condition, we give a general form for a variational
functional to attain a local minimum at a given point of the vector space.
Furthermore, we provide a necessary condition for a dynamic
integro-differential equation to be an Euler-Lagrange equation (Helmholtz's
problem of the calculus of variations on time scales). New and interesting
results for the discrete and quantum settings are obtained as particular cases.
Finally, we consider very general problems of the calculus of variations given
by the composition of a certain scalar function with delta and nabla integrals
of a vector valued field.Comment: This is a preprint of a paper whose final and definite form will be
published in the Springer Volume 'Modeling, Dynamics, Optimization and
Bioeconomics II', Edited by A. A. Pinto and D. Zilberman (Eds.), Springer
Proceedings in Mathematics & Statistics. Submitted 03/Sept/2014; Accepted,
after a revision, 19/Jan/201
- …