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...
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...
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...
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one