OPTIMAL CONTROL, DIFFERENTIAL VARIATIONAL INEQUALITIES, AND THEIR APPLICATION TO TRAFFIC SCIENCE, REVENUE MANAGEMENT AND SUPPLY CHAINS.

OPTIMAL CONTROL, DIFFERENTIAL VARIATIONAL INEQUALITIES, AND THEIR APPLICATION TO TRAFFIC SCIENCE, REVENUE MANAGEMENT AND SUPPLY CHAINS.
Author: Yiou Wang
Publisher:
Total Pages:
Release: 2018
Genre:
ISBN:

Optimal control problems and differential Nash games have been employed by many scholars in the study of dynamic pricing, supply chain management and transportation network flow problems. This dissertation emphasizes the extensionof frequently employed deterministic, open-loop modeling paradigms into feedback and stochastic cases respectively with a focus on the computational perspective.For the feedback differential Nash games, this dissertation briefly reviews the classical theory of Hamilton-Jacobi-Bellman equation and the general technique to synthesis feedback optimal control from its solution. Such techniques are then applied to the investigation of a dynamic competitive pricing problem of perishable products with fixed initial inventories (DPFI). Other qualitative analysis and numerical extensions of the DPFI model are also provided.In the study of differential Nash games with Ito-type of stochastic dynamics, this dissertation starts from reviewing the stochastic maximum principle. It then proposes stochastic differential variational inequality (S-DVI) as the necessary condition for stochastic differential Nash games. As an application, this dissertation provides formulation, qualitative analysis and algorithm for a stochastic differential oligopsony problem where multiple agents compete in the procurement of key rawmaterial which follows Ito-type of stochastic price dynamics.

Dynamic Optimization and Differential Games

Dynamic Optimization and Differential Games
Author: Terry L. Friesz
Publisher: Springer Science & Business Media
Total Pages: 509
Release: 2010-08-20
Genre: Business & Economics
ISBN: 0387727787

This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.

Variational Inequalities and Network Equilibrium Problems

Variational Inequalities and Network Equilibrium Problems
Author: F. Giannessi
Publisher: Springer Science & Business Media
Total Pages: 304
Release: 2013-06-29
Genre: Social Science
ISBN: 1489913580

This volume brings forth a set of papers presented at the conference on "Varia tional Inequalities and network equilibrium problems", held in Erice at the "G. Stam pacchia" School of the "E. Majorana" Centre for Scientific Culture in the period 19~25 June 1994. The meeting was conceived to contribute to the exchange between Variational Analysis and equilibrium problems, especially those related to network design. Most of the approaches and viewpoints of these fields are present in the volume, both as concerns the theory and the applications of equilibrium problems to transportation, computer and electric networks, to market behavior, and to bi~level programming. Being convinced of the great importance of equilibrium problems as well as of their complexity, the organizers hope that the merging of points of view coming from differ ent fields will stimulate theoretical research and applications. In this context Variational and Quasi~Variational Inequalities have shown them selves to be very important models for equilibrium problems. As a consequence in the last two decades they have received a lot of attention both as to mathematical inves tigation and applications. The proof that the above mentioned equilibrium problems can be expressed, in terms of Variational or Quasi~Variational Inequalities also in the non~standard and non~symmetric cases, has been a crucial improvement.

A Variational Approach to Optimal Control of ODEs

A Variational Approach to Optimal Control of ODEs
Author: Pablo Pedregal
Publisher: SIAM
Total Pages: 202
Release: 2022-07-26
Genre: Mathematics
ISBN: 1611977118

This self-contained book presents in a unified, systematic way the basic principles of optimal control governed by ODEs. Using a variational perspective, the author incorporates important restrictions like constraints for control and state, as well as the state system itself, into the equivalent variational reformulation of the problem. The fundamental issues of existence of optimal solutions, optimality conditions, and numerical approximation are then examined from this variational viewpoint. Inside, readers will find a unified approach to all the basic issues of optimal control, academic and real-world examples testing the book’s variational approach, and a rigorous treatment stressing ideas and arguments rather than the underlying mathematical formalism. A Variational Approach to Optimal Control of ODEs is mainly for applied analysts, applied mathematicians, and control engineers, but will also be helpful to other scientists and engineers who want to understand the basic principles of optimal control governed by ODEs. It requires no prerequisites in variational problems or expertise in numerical approximation. It can be used for a first course in optimal control.

Optimal Control of Nonsmooth Distributed Parameter Systems

Optimal Control of Nonsmooth Distributed Parameter Systems
Author: Dan Tiba
Publisher: Springer
Total Pages: 166
Release: 2006-11-14
Genre: Science
ISBN: 3540467556

The book is devoted to the study of distributed control problems governed by various nonsmooth state systems. The main questions investigated include: existence of optimal pairs, first order optimality conditions, state-constrained systems, approximation and discretization, bang-bang and regularity properties for optimal control. In order to give the reader a better overview of the domain, several sections deal with topics that do not enter directly into the announced subject: boundary control, delay differential equations. In a subject still actively developing, the methods can be more important than the results and these include: adapted penalization techniques, the singular control systems approach, the variational inequality method, the Ekeland variational principle. Some prerequisites relating to convex analysis, nonlinear operators and partial differential equations are collected in the first chapter or are supplied appropriately in the text. The monograph is intended for graduate students and for researchers interested in this area of mathematics.

Optimal Control of Differential Equations

Optimal Control of Differential Equations
Author: Nicolae H. Pavel
Publisher: CRC Press
Total Pages: 352
Release: 2020-08-18
Genre: Mathematics
ISBN: 1000117227

"Based on the International Conference on Optimal Control of Differential Equations held recently at Ohio University, Athens, this Festschrift to honor the sixty-fifth birthday of Constantin Corduneanu an outstanding researcher in differential and integral equations provides in-depth coverage of recent advances, applications, and open problems relevant to mathematics and physics. Introduces new results as well as novel methods and techniques!"

Nonconvex Optimal Control and Variational Problems

Nonconvex Optimal Control and Variational Problems
Author: Alexander J. Zaslavski
Publisher: Springer
Total Pages: 0
Release: 2013-06-11
Genre: Mathematics
ISBN: 9781461473770

Nonconvex Optimal Control and Variational Problems is an important contribution to the existing literature in the field and is devoted to the presentation of progress made in the last 15 years of research in the area of optimal control and the calculus of variations. This volume contains a number of results concerning well-posedness of optimal control and variational problems, nonoccurrence of the Lavrentiev phenomenon for optimal control and variational problems, and turnpike properties of approximate solutions of variational problems. Chapter 1 contains an introduction as well as examples of select topics. Chapters 2-5 consider the well-posedness condition using fine tools of general topology and porosity. Chapters 6-8 are devoted to the nonoccurrence of the Lavrentiev phenomenon and contain original results. Chapter 9 focuses on infinite-dimensional linear control problems, and Chapter 10 deals with “good” functions and explores new understandings on the questions of optimality and variational problems. Finally, Chapters 11-12 are centered around the turnpike property, a particular area of expertise for the author. This volume is intended for mathematicians, engineers, and scientists interested in the calculus of variations, optimal control, optimization, and applied functional analysis, as well as both undergraduate and graduate students specializing in those areas. The text devoted to Turnpike properties may be of particular interest to the economics community.

Optimal Control of Distributed Systems with Conjugation Conditions

Optimal Control of Distributed Systems with Conjugation Conditions
Author: Ivan V. Sergienko
Publisher: Springer Science & Business Media
Total Pages: 410
Release: 2005-02-10
Genre: Mathematics
ISBN: 9781402081088

At present, in order to resolve problems of ecology and to save mineral resources for future population generations, it is quite necessary to know how to maintain nature arrangement in an efficient way. It is possible to achieve a rational nature arrangement when analyzing solutions to problems concerned with optimal control of distributed systems and with optimization of modes in which main ground medium processes are functioning (motion of liquids, generation of temperature fields, mechanical deformation of multicomponent media). Such analysis becomes even more difficult because of heterogeneity of the region that is closest to the Earth surface, and thin inclusions/cracks in it exert their essential influence onto a state and development of the mentioned processes, especially in the cases of mining. Many researchers, for instance, A.N. Tikhonov - A.A. Samarsky [121], L. Luckner - W.M. Shestakow [65], Tien-Mo Shih, K.L. Johnson [47], E. Sanchez-Palencia [94] and others stress that it is necessary to consider how thin inclusions/cracks exert their influences onto development of these processes, while such inclusions differ in characteristics from main media to a considerable extent (moisture permeability, permeability to heat, bulk density or shear strength may be mentioned). Xll An influence exerted from thin interlayers onto examined processes is taken into account sufficiently adequately by means of various constraints, namely, by the conjugation conditions [4, 8, 10, 15, 17-20, 22-26, 38, 44, 47, 52, 53, 68, 76, 77, 81, 83, 84, 90, 95, 96-100, 112-114, 117, 123].

Optimization and Differentiation

Optimization and Differentiation
Author: Simon Serovajsky
Publisher: CRC Press
Total Pages: 638
Release: 2017-09-13
Genre: Mathematics
ISBN: 1351648489

Optimization and Differentiation is an introduction to the application of optimization control theory to systems described by nonlinear partial differential equations. As well as offering a useful reference work for researchers in these fields, it is also suitable for graduate students of optimal control theory.