A frequency‐constrained geometric Pontryagin maximum principle on matrix Lie groups
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5085
Abstract: We present a geometric discrete‐time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the control trajectories in addition to pointwise constraints on the states and control actions directly at the… read more here.
Keywords: lie; pontryagin maximum; maximum principle; matrix lie ... See more keywords
On the strong maximum principle for nonlocal operators
Sign Up to like & getrecommendations! Published in 2018 at "Mathematische Zeitschrift"
DOI: 10.1007/s00209-018-2193-z
Abstract: In this paper we derive a strong maximum principle for weak supersolutions of nonlocal equations of the form $$\begin{aligned} Iu=c(x) u \qquad \text { in }\,\Omega , \end{aligned}$$Iu=c(x)uinΩ,where $$\Omega \subset \mathbb {R}^N$$Ω⊂RN is a domain,… read more here.
Keywords: strong maximum; nonlocal operators; maximum principle; principle nonlocal ... See more keywords
High-order maximum-principle-preserving and positivity-preserving weighted compact nonlinear schemes for hyperbolic conservation laws
Sign Up to like & getrecommendations! Published in 2019 at "Applied Mathematics and Mechanics"
DOI: 10.1007/s10483-020-2554-8
Abstract: In this paper, the maximum-principle-preserving (MPP) and positivity-preserving (PP) flux limiting technique will be generalized to a class of high-order weighted compact nonlinear schemes (WCNSs) for scalar conservation laws and the compressible Euler systems in… read more here.
Keywords: order; weighted compact; maximum principle; principle preserving ... See more keywords
On feedback strengthening of the maximum principle for measure differential equations
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Global Optimization"
DOI: 10.1007/s10898-018-00732-3
Abstract: For a class of nonlinear nonconvex impulsive control problems with states of bounded variation driven by Borel measures, we derive a new type non-local necessary optimality condition, named impulsive feedback maximum principle. This optimality condition… read more here.
Keywords: impulsive control; principle measure; maximum principle; strengthening maximum ... See more keywords
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-017-1144-x
Abstract: This paper presents three versions of maximum principle for a stochastic optimal control problem of Markov regime-switching forward–backward stochastic differential equations with jumps. First, a general sufficient maximum principle for optimal control for a system,… read more here.
Keywords: regime switching; markov regime; maximum principle; switching forward ... See more keywords
Numeric algorithm for optimal impulsive control based on feedback maximum principle
Sign Up to like & getrecommendations! Published in 2019 at "Optimization Letters"
DOI: 10.1007/s11590-018-1344-9
Abstract: In this short note, we present an approach for numeric analysis of a class of nonlinear optimal impulsive control problems with states of bounded variation. The approach is based on feedback necessary optimality condition laying… read more here.
Keywords: impulsive control; maximum principle; control; based feedback ... See more keywords
Minimum and Maximum Principle Sufficiency for a Nonsmooth Variational Inequality
Sign Up to like & getrecommendations! Published in 2020 at "Bulletin of the Malaysian Mathematical Sciences Society"
DOI: 10.1007/s40840-020-01006-6
Abstract: In this paper, the minimum and maximum principle sufficiency properties for a nonsmooth variational inequality problem (NVIP) are studied. We discuss the relationship among the solution set of an NVIP and those defined by its… read more here.
Keywords: principle; maximum principle; nonsmooth variational; minimum maximum ... See more keywords
A nonlinear convex combination in the construction of finite volume scheme satisfying maximum principle
Sign Up to like & getrecommendations! Published in 2020 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2020.04.014
Abstract: Abstract In the construction of cell-centered finite volume schemes for general diffusion equations with discontinuous coefficients on distorted meshes, auxiliary unknowns are usually introduced to resolve discontinuities across cell-edges. In general, it is difficult to… read more here.
Keywords: convex combination; nonlinear convex; combination; maximum principle ... See more keywords
A finite volume method preserving maximum principle for the diffusion equations with imperfect interface
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DOI: 10.1016/j.apnum.2020.08.008
Abstract: Abstract In this paper, we propose a finite volume scheme preserving discrete maximum principle (DMP) for the imperfect interface problem. We prove the existence of the numerical solution and prove that when the interface parameter… read more here.
Keywords: imperfect interface; maximum principle; finite volume; method ... See more keywords
Analyzing a Maximum Principle for Finite Horizon State Constrained Problems via Parametric Examples. Part 2: Problems with Bilateral State Constraints
Sign Up to like & getrecommendations! Published in 2021 at "Numerical Functional Analysis and Optimization"
DOI: 10.1080/01630563.2021.1959344
Abstract: Abstract In this article, a maximum principle for finite horizon state-constrained problems is analyzed via parametric examples. These parametric examples resemble typical optimal growth problems in mathematical economics. Since the maximum principle is only a… read more here.
Keywords: state; part; maximum principle; principle finite ... See more keywords
Addendum to Pontryagin’s maximum principle for dynamic systems on time scales
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DOI: 10.1080/10236198.2017.1363194
Abstract: Abstract This note is an addendum to [L. Bourdin and E. Trélat, SIAM J. Cont. Optim., 2013] and [M. Bohner, K. Kenzhebaev, O. Lavrova and O. Stanzhytskyi, J. Differ. Equ. Appl., 2017], pointing out the… read more here.
Keywords: addendum pontryagin; principle dynamic; maximum principle; pontryagin maximum ... See more keywords