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SIAMCO
2008
80views more  SIAMCO 2008»
13 years 5 months ago
Optimal Transportation Problem by Stochastic Optimal Control
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
Toshio Mikami, Michèle Thieullen
JOTA
2010
127views more  JOTA 2010»
12 years 12 months ago
Optimization Over the Efficient Set of Multi-objective Convex Optimal Control Problems
We consider multi-objective convex optimal control problems. First we state a relationship between the (weakly or properly) efficient set of the multi-objective problem and the sol...
Henri Bonnel, C. Yalçin Kaya
SIAMNUM
2010
113views more  SIAMNUM 2010»
12 years 12 months ago
Inexact Restoration for Runge-Kutta Discretization of Optimal Control Problems
A numerical method is presented for Runge
C. Yalçin Kaya
SIAMCO
2008
83views more  SIAMCO 2008»
13 years 5 months ago
Necessary Conditions for Multiobjective Optimal Control Problems with Free End-Time
Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
B. T. Kien, N.-C. Wong, J. C. Yao
CDC
2008
IEEE
134views Control Systems» more  CDC 2008»
13 years 11 months ago
Feedback solutions of optimal control problems with DAE constraints
An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a ne...
Galina A. Kurina, Roswitha März