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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-...
JOTA
2010
104views more  JOTA 2010»
12 years 11 months ago
Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization
Abstract. In this paper the Pareto solution set of a piecewise linear multiobjective optimization problem in a normed space is shown to be a union of finitely many semiclosed polyh...
X. Q. Yang, N. D. Yen
JOTA
2010
91views more  JOTA 2010»
12 years 11 months ago
Structure of Viability Kernels for Some Linear Differential Games
A convenient form of necessary and sufficient conditions of viability for differential games with linear dynamics is proposed. These conditions are utilized to construct maximal vi...
N. D. Botkin, E. A. Ryazantseva
JOTA
2010
127views more  JOTA 2010»
12 years 11 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
JOTA
2010
83views more  JOTA 2010»
12 years 11 months ago
Generalized Vector Quasivariational Inclusion Problems with Moving Cones
Pham Huu Sach, L. J. Lin, Le Anh Tuan
JOTA
2010
100views more  JOTA 2010»
12 years 11 months ago
A Fourier-Coefficient Based Solution of an Optimal Control Problem in Quantum Chemistry
We consider an optimal control problem for the time-dependent Schr
Katharina Kormann, Sverker Holmgren, Hans O. Karls...
JOTA
2010
117views more  JOTA 2010»
13 years 3 months ago
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
We consider a distributed multi-agent network system where the goal is to minimize a sum of agent objective functions subject to a common set of constraints. For this problem, we p...
S. Sundhar Ram, Angelia Nedic, Venugopal V. Veerav...