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SIAMCO
2008
80views more  SIAMCO 2008»
13 years 7 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»
13 years 2 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»
13 years 2 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 7 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»
14 years 1 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