On the Geometry of the Pontryagin Maximum Principle in Banach SpacesSpringer Science and Business Media LLC - Tập 23 - Trang 443-463 - 2015
M. I. Krastanov, N. K. Ribarska, Ts. Y. Tsachev
A basic idea of the classical approach to obtain necessary optimality conditions
in the calculus of variations and optimal control is to perturb with suitable
variations the reference trajectory and then compare the unperturbed value of
the cost functional with the perturbed one. Here we compare several classes of
variations for the study of infinite-dimensional optimal control problems. We
prove ... hiện toàn bộ
Capra-Convexity, Convex Factorization and Variational Formulations for the ℓ0 PseudonormSpringer Science and Business Media LLC - Tập 30 - Trang 597-619 - 2021
Jean-Philippe Chancelier, Michel De Lara
The so-called ℓ0 pseudonorm, or cardinality function, counts the number of
nonzero components of a vector. In this paper, we analyze the ℓ0 pseudonorm by
means of so-called Capra (constant along primal rays) conjugacies, for which the
underlying source norm and its dual norm are both orthant-strictly monotonic (a
notion that we formally introduce and that encompasses the ℓp-norms, but for the
extr... hiện toàn bộ
Sensitivity Analysis of Stochastic Constraint and Variational Systems via Generalized DifferentiationSpringer Science and Business Media LLC - Tập 31 - Trang 1-29 - 2023
Boris S. Mordukhovich, Pedro Pérez-Aros
This paper conducts sensitivity analysis of random constraint and variational
systems related to stochastic optimization and variational inequalities. We
establish efficient conditions for well-posedness, in the sense of robust
Lipschitzian stability and/or metric regularity, of such systems by employing
and developing coderivative characterizations of well-posedness properties for
random multifun... hiện toàn bộ
Viability Theorem for Deterministic Mean Field Type Control SystemsSpringer Science and Business Media LLC - Tập 26 - Trang 993-1008 - 2018
Yurii Averboukh
A mean field type control system is a dynamical system in the Wasserstein space
describing an evolution of a large population of agents with mean-field
interaction under a control of a unique decision maker. We develop the viability
theorem for the mean field type control system. To this end we introduce a set
of tangent elements to the given set of probabilities. Each tangent element is a
distrib... hiện toàn bộ
The Metric Integral of Set-Valued FunctionsSpringer Science and Business Media LLC - Tập 26 - Trang 867-885 - 2017
Nira Dyn, Elza Farkhi, Alona Mokhov
This paper introduces a new integral of univariate set-valued functions of
bounded variation with compact images in ${\mathbb {R}}^d$ . The new integral,
termed the metric integral, is defined using metric linear combinations of sets
and is shown to consist of integrals of all the metric selections of the
integrated multifunction. The metric integral is a subset of the Aumann
integral, but in cont... hiện toàn bộ
Localizing Vector Optimization Problems with Application to Welfare EconomicsSpringer Science and Business Media LLC - Tập 22 - Trang 483-501 - 2013
Amos Uderzo
In the present paper, the Polyak’s principle, concerning convexity of the images
of small balls through C1, 1 mappings, is employed in the study of vector
optimization problems. This leads to extend to such a context achievements of
local programming, an approach to nonlinear optimization, due to B.T. Polyak,
which consists in exploiting the benefits of the convex local behaviour of
certain noncon... hiện toàn bộ
PrefaceSpringer Science and Business Media LLC - Tập 26 - Trang 205-206 - 2018
Heinz H. Bauschke, Boris S. Mordukhovich, Claudia S. Sagastizábal, Michel A. Théra
On Diagonal Subdifferential Operators in Nonreflexive Banach SpacesSpringer Science and Business Media LLC - Tập 20 - Trang 1-14 - 2011
A. N. Iusem, Benar Fux Svaiter
Consider a real-valued bifunction f defined on C ×C, where C is a closed and
convex subset of a Banach space X, which is concave in its first argument and
convex in its second one. We study its subdifferential with respect to the
second argument, evaluated at pairs of the form (x,x), and the subdifferential
of − f with respect to its first argument, evaluated at the same pairs. We prove
that if f ... hiện toàn bộ