Deterministic and Stochastic Optimal Control and Inverse Problems

Herausgeber: Jadamba, Baasansuren; Migórski, Stanis¿aw; Khan, Akhtar A.

• Gebundenes Buch

Produktbeschreibung

Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

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Produktdetails

• Verlag: CRC Press
• Seitenzahl: 396
• Erscheinungstermin: 15. Dezember 2021
• Englisch
• Abmessung: 240mm x 161mm x 26mm
• Gewicht: 757g
• ISBN-13: 9780367506308
• ISBN-10: 0367506300
• Artikelnr.: 62715194

Autorenporträt

Baasansuren Jadamba is an Associate Professor at the Rochester Institute of Technology. She received her Ph.D. from Friedrich-Alexander University Erlangen-Nuremberg in 2004. Her research interests are numerical analysis of partial differential equations, finite element methods, parameter identification problems in partial differential equations, and stochastic equilibrium problems. Akhtar A. Khan is a Professor at the Rochester Institute of Technology. His research deals with set-valued Optimization, inverse problems, and variational inequalities. He is a co-author of Set-valued Optimization, Springer (2015), and Co-editor of Nonlinear Analysis and Variational Problems, Springer (2009). He is Co-Editor in Chief of the Journal of Applied and Numerical Optimization, and Editorial Board member of Optimization, Journal of Optimization Theory and Applications, and Journal of Nonlinear and Variational Analysis. Stanis¿aw Migórski received his Ph.D. and Habilitation from Jagiellonian University in Krakow (JUK). Currently, he is a Full and Chair Professor of Mathematics at the Faculty of Mathematics and Computer Science at JUK. He published research work in the field of mathematical analysis and applications (partial differential equations, variational inequalities, optimal control, and Optimization). He has edited and authored books from publishers Kluwer/Plenum, Springer and Chapman & Hall. Miguel Sama is an associate professor at Universidad Nacional Educación a Distancia (Madrid, Spain). His research is broadly on Optimization, focusing mainly on Applied Mathematics Models. His research interests are in infinite-dimensional optimization problems. They cover a wide range of theoretical and applied topics such as Ordered Vector Spaces, Set-Valued Analysis, Vector, Set-Valued Optimization, PDE-constrained Optimization, Inverse Problems, Optimal Control Problems, and Uncertainty Quantification.

Inhaltsangabe

1. All-At-Once Formulation Meets the Bayesian Approach: A Study of Two
Prototypical Linear Inverse Problems 2. On Iterated Tikhonov Kaczmarz Type
Methods for Solving Systems of Linear Ill-posed Operator Equations 3. On
Numerical Approximation of Optimal Control for Stokes Hemivariational
Inequalities 4. Nonlinear Tikhonov Regularization in Hilbert Scales with
Oversmoothing Penalty: Inspecting Balancing Principles 5. An Optimization
Approach to Parameter Identification in Variational Inequalities of Second
Kind-II 6. Generalized Variational-hemivariational Inequalities in Fuzzy
Environment 7. Boundary Stabilization of the Linear MGT Equation with
Feedback Neumann Control 8. Sweeping Process Arguments in the Analysis and
Control of a Contact Problem 9. Anderson Acceleration for Degenerate and
Nondegenerate Problems 10. Approximate Coincidence Points for Single-valued
Maps and Aubin Continuous Set-valued Maps 11. Stochastic Variational
Approach for Random Cournot-Nash Principle 12. Augmented Lagrangian Methods
For Optimal Control Problems Governed by Mixed Variational-Hemivariational
Inequalities Involving a Set-valued Mapping 13. Data Driven Reconstruction
Using Frames and Riesz Bases 14. Antenna Problem Induced Regularization and
Sampling Strategies 15. An Equation Error Approach for Identifying a Random
Parameter in a Stochastic Partial Differential Equation