Nonconvex Optimal Control and Variational Problems

Nonconvex Optimal Control and Variational Problems

Author: Alexander J. Zaslavski

Publisher: Springer Science & Business Media

Published: 2013-06-12

Total Pages: 382

ISBN-13: 1461473780

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Nonconvex Optimal Control and Variational Problems is an important contribution to the existing literature in the field and is devoted to the presentation of progress made in the last 15 years of research in the area of optimal control and the calculus of variations. This volume contains a number of results concerning well-posedness of optimal control and variational problems, nonoccurrence of the Lavrentiev phenomenon for optimal control and variational problems, and turnpike properties of approximate solutions of variational problems. Chapter 1 contains an introduction as well as examples of select topics. Chapters 2-5 consider the well-posedness condition using fine tools of general topology and porosity. Chapters 6-8 are devoted to the nonoccurrence of the Lavrentiev phenomenon and contain original results. Chapter 9 focuses on infinite-dimensional linear control problems, and Chapter 10 deals with “good” functions and explores new understandings on the questions of optimality and variational problems. Finally, Chapters 11-12 are centered around the turnpike property, a particular area of expertise for the author. This volume is intended for mathematicians, engineers, and scientists interested in the calculus of variations, optimal control, optimization, and applied functional analysis, as well as both undergraduate and graduate students specializing in those areas. The text devoted to Turnpike properties may be of particular interest to the economics community.


Convex Analysis and Variational Problems

Convex Analysis and Variational Problems

Author: Ivar Ekeland

Publisher: SIAM

Published: 1999-12-01

Total Pages: 414

ISBN-13: 9781611971088

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This book contains different developments of infinite dimensional convex programming in the context of convex analysis, including duality, minmax and Lagrangians, and convexification of nonconvex optimization problems in the calculus of variations (infinite dimension). It also includes the theory of convex duality applied to partial differential equations; no other reference presents this in a systematic way. The minmax theorems contained in this book have many useful applications, in particular the robust control of partial differential equations in finite time horizon. First published in English in 1976, this SIAM Classics in Applied Mathematics edition contains the original text along with a new preface and some additional references.


Turnpike Properties in the Calculus of Variations and Optimal Control

Turnpike Properties in the Calculus of Variations and Optimal Control

Author: Alexander J. Zaslavski

Publisher: Springer Science & Business Media

Published: 2006-01-27

Total Pages: 407

ISBN-13: 0387281541

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This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex processes. In this monograph the author, a leading expert in modern turnpike theory, presents a number of results concerning the turnpike properties in the calculus of variations and optimal control which were obtained in the last ten years. These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. The book should help to correct the misapprehension that turnpike properties are only special features of some narrow classes of convex problems of mathematical economics. Audience This book is intended for mathematicians interested in optimal control, calculus of variations, game theory and mathematical economics.


Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models

Author: F. Giannessi

Publisher: Springer Science & Business Media

Published: 2006-04-11

Total Pages: 304

ISBN-13: 0306480263

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The aim of the book is to cover the three fundamental aspects of research in equilibrium problems: the statement problem and its formulation using mainly variational methods, its theoretical solution by means of classical and new variational tools, the calculus of solutions and applications in concrete cases. The book shows how many equilibrium problems follow a general law (the so-called user equilibrium condition). Such law allows us to express the problem in terms of variational inequalities. Variational inequalities provide a powerful methodology, by which existence and calculation of the solution can be obtained.


Variational Analysis

Variational Analysis

Author: R. Tyrrell Rockafellar

Publisher: Springer Science & Business Media

Published: 2009-06-26

Total Pages: 747

ISBN-13: 3642024319

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From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.


Calculus of Variations and Optimal Control

Calculus of Variations and Optimal Control

Author: Alexander Ioffe

Publisher: CRC Press

Published: 2021-02-27

Total Pages: 278

ISBN-13: 100065740X

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The calculus of variations is a classical area of mathematical analysis-300 years old-yet its myriad applications in science and technology continue to hold great interest and keep it an active area of research. These two volumes contain the referenced proceedings of the international conference on Calculus of Variations and Related Topics held at the Technion-Israel Institute of Technology in March 1998. The conference commemorated 300 years of work in the field and brought together many of its leading experts. The papers in the first volume focus on critical point theory and differential equations. The other volume deals with variational aspects of optimal control. Together they provide a unique opportunity to review the state-of-the-art of the calculus of variations, as presented by an international panel of masters in the field.


Variational and Non-variational Methods in Nonlinear Analysis and Boundary Value Problems

Variational and Non-variational Methods in Nonlinear Analysis and Boundary Value Problems

Author: Dumitru Motreanu

Publisher: Springer Science & Business Media

Published: 2003-05-31

Total Pages: 400

ISBN-13: 9781402013850

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This book reflects a significant part of authors' research activity dur ing the last ten years. The present monograph is constructed on the results obtained by the authors through their direct cooperation or due to the authors separately or in cooperation with other mathematicians. All these results fit in a unitary scheme giving the structure of this work. The book is mainly addressed to researchers and scholars in Pure and Applied Mathematics, Mechanics, Physics and Engineering. We are greatly indebted to Viorica Venera Motreanu for the careful reading of the manuscript and helpful comments on important issues. We are also grateful to our Editors of Kluwer Academic Publishers for their professional assistance. Our deepest thanks go to our numerous scientific collaborators and friends, whose work was so important for us. D. Motreanu and V. Radulescu IX Introduction The present monograph is based on original results obtained by the authors in the last decade. This book provides a comprehensive expo sition of some modern topics in nonlinear analysis with applications to the study of several classes of boundary value problems. Our framework includes multivalued elliptic problems with discontinuities, variational inequalities, hemivariational inequalities and evolution problems. The treatment relies on variational methods, monotonicity principles, topo logical arguments and optimization techniques. Excepting Sections 1 and 3 in Chapter 1 and Sections 1 and 3 in Chapter 2, the material is new in comparison with any other book, representing research topics where the authors contributed. The outline of our work is the following.


Variational Analysis and Generalized Differentiation I

Variational Analysis and Generalized Differentiation I

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2006-08-08

Total Pages: 598

ISBN-13: 3540312471

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Comprehensive and state-of-the art study of the basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and infinite-dimensional spaces Presents numerous applications to problems in the optimization, equilibria, stability and sensitivity, control theory, economics, mechanics, etc.


Variational Analysis and Generalized Differentiation II

Variational Analysis and Generalized Differentiation II

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2006-03-02

Total Pages: 630

ISBN-13: 3540312463

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Comprehensive and state-of-the art study of the basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and infinite-dimensional spaces Presents numerous applications to problems in the optimization, equilibria, stability and sensitivity, control theory, economics, mechanics, etc.