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MCS
2008
Springer
13 years 4 months ago
Numerical optimal control of the wave equation: optimal boundary control of a string to rest in finite time
In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...
Matthias Gerdts, Günter Greif, Hans Josef Pes...
CCE
2006
13 years 4 months ago
Sensitivity analysis of differential-algebraic equations and partial differential equations
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In...
Linda R. Petzold, Shengtai Li, Yang Cao, Radu Serb...
MOC
2000
76views more  MOC 2000»
13 years 4 months ago
Optimal approximation of stochastic differential equations by adaptive step-size control
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Norbert Hofmann, Thomas Müller-Gronbach, Klau...
JOTA
2010
144views more  JOTA 2010»
12 years 11 months ago
On a PDE Arising in One-Dimensional Stochastic Control Problems
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
Ricardo Josa-Fombellida, Juan Pablo Rincón-...