Sökning: "Saddle point problems"

Visar resultat 6 - 8 av 8 avhandlingar innehållade orden Saddle point problems.

  1. 6. Topics in Mean-Field Control and Games for Pure Jump Processes

    Författare :Salah Eddine Choutri; Boualem Djehiche; Marco Fuhrman; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-sum games, backward stochastic differential equations, Pontryagin stochastic maximum principle and relaxed stochastic optimal control.In the first two papers, we establish existence of Markov chains of mean-field type, with countable state space and unbounded jump intensities. LÄS MER

  3. 7. Topics in convex and mixed binary linear optimization

    Författare :Emil Gustavsson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; subgradient methods; Lagrangian dual; recovery of primal solutions; inconsistent convex programs; ergodic sequences; convex optimization; mixed binary linear optimization; maintenance scheduling; preventive maintenance; deterioration cost; inconsistent convex programs;

    Sammanfattning : This thesis concerns theory, algorithms, and applications for two problem classes within the realm of mathematical optimization; convex optimization and mixed binary linear optimization. To the thesis is appended five papers containing its main contributions. LÄS MER

  4. 8. Optimizing Networked Systems and Inverse Optimal Control

    Författare :Han Zhang; Xiaoming Hu; Elias Jarlebring; Yiguang Hong; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Networked systems; energy optimal consensus control; semi-definite programming; distributed optimization; inverse optimal control; Mathematics; Matematik;

    Sammanfattning : This thesis is concerned with the problems of optimizing networked systems, including designing a distributed energy optimal consensus controller for homogeneous networked linear systems, maximizing the algebraic connectivity of a network by projected saddle point dynamics. In addition, the inverse optimal control problems for discrete-time finite time-horizon Linear Quadratic Regulators (LQRs) are considered. LÄS MER