CMS: Optimal control problems with probabilistic constraints by M. Gugat

On Tuesday October 29, 2024 Prof. Martin Gugat will talk on “Optimal control problems with probabilistic constraints” at the Research Workshop on Control and Optimization organized (online) by the CMS – Center for Mathematical Sciences in Haifa, Tel Aviv on October 29 – 31, 2024.

The topics covered in this workshop include many important areas of control and optimization including numerical optimization, stochastic optimization, optimal control with PDE, and variational analysis.

Abstract. First we consider linear second order systems that generate a semigroup of contractions.
We show that an integral turnpike phenomenon occurs under the assumption of asymptotic stability (not necessarily exponential). We also consider systems that are governed by quasilinear hyperbolic partial differential equations. We study problems of optimal boundary control with an $H^2$-control cost and a tracking term in the objective functional. Under the assumption of boundary stabilizability, we show that an integral turnpike result holds for an appropriately chosen objective functional that includes an $L^2$-tracking term for the full state and in addition for the boundary traces, that can be considered as observations.
(joint work with Marius Tucsnak)

WHEN
Tue. October 29, 2024 at 09:30 H Berlin time (10:30H local time)

WHERE
Online (Zoom): https://technion.zoom.us/j/97500285043
Zoom meeting ID: 975 0028 5043

|| See more at the official page of the event.