Infinite Dimensional Parametric Optimal Control Problems
โ Scribed by Sergiu Aizicovici; Nikolaos S. Papageorgiou
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 1022 KB
- Volume
- 162
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
โฆ Synopsis
Abstract
In this paper we study parametric optimal control problems monitored by nonlinear evolution equations. The parameter appears in all the data, including the nonlinear operator. First we show that for every value of the parameter, the optimal control problem has a solution. Then we study how these solutions as well as the value of the problem respond to changes in the parameter. Finally, we work out in detail two examples of nonlinear parabolic optimal control systems.
๐ SIMILAR VOLUMES
## Abstract This article presents a new area of application for Automatic Differentiation (AD): Computing parametric sensitivities for optimization problems. For an optimization problem containing parameters which are not among the optimization variables, the term parametric sensitivity refers to t
A solution of the maximum principle is optimal if it is 'surrounded' by solutions of the maximum principle, or 'embedded in a field of extremals'. An extension of this well-known principle to infinite horizon problems, is stated, and a proof of it is outlined. It is especially useful in non-concave