A semi-Lagrangian scheme for Lp-penalized minimum time problems

On the contrary, if the limit value exists but the uniform value does not, he really needs to know the time horizon before choosing a control.. We will prove that our results do

In this contribution we use methods of optimal control theory to compute the optimal step length of the Newton method on the class of self-concordant functions, as a function of

To conclude we may say that augmented Lagrangian methods with splitting are quite useful to solve (numerically) optimal control problems governed by variational inequalities.. This

We then identify in (2.7) a leading term of size N δt , which corresponds to the statistical error in a Monte-Carlo method for random variables of variance δt, and a remaining

In this note, we propose an alternative regularization procedure based on the penalized least squares for variable selection in linear regression problem, which combines the L 1

In Section 3 we state the definition of L 1 -bilateral viscosity solution and we study numerical approximation results for t-measurable HJB equations.. Fi- nally, in Section 4 we

Since the first decade of the century (see S. Zaremba [11]) it has been known that the problem of solving (0.1) reduces to the problem of finding the orthogonal projection of a

The domain ontology of the pattern defines specific concepts of the domain and their relations and notations based on the core ontologies of the pattern Figure 4.. involving