A pertubation study of a jet-like annular free boundary problem and an application to an optimal control problem

Then, we give the solution to the valuation and a vector of optimal stopping times of the swing option under the risk neutral probability measure for general jump diffusion

To mitigate the phenomenon of overfitting we can either regularize by adding a penalty on the model in the cost function which would penalize the too strong oscillations

Our goal is to propose an innovative product design approach, modular, easily repair- able and adaptable to different user profiles, we will in this article work on a semantic

In the second section we prove that the value function is a viscosity solution of (HJBI) in the sense of Definition 3, and a uniqueness result for the solutions of this

We first penalize the state equation and we obtain an optimization problem with non convex constraints, that we are going to study with mathematical programming methods once again

Well-Posedness of the Shooting Algo- rithm for State Constrained Optimal Control Problems with a Single Constraint and Control, SIAM Journal on Control and

Abstract In this paper an inverse problem is considered for a non coercive partial differential equation, issued from a mass conservation cavitation model for a slightly

In this paper, we have solved a problem of optimal control in free final time using Pontryaguin’s maximum principle, and for the numerical solution, we used the shooting