Solving Optimal Control Problems Containing Uncertain Coefficients with Stochastic Discontinuous Galerkin Methods

Date

2022-04-08

Author

Çiloğlu, Pelin
Yücel, Hamdullah

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

239
views

0
downloads

URI

https://grandmaster.colorado.edu/copper/2022/
https://hdl.handle.net/11511/96867

Conference Name

17th Copper Mountain Conference on Iterative Methods

Collections

Graduate School of Applied Mathematics, Conference / Seminar

Suggestions

OpenMETU
Core

Solving Constrained Optimal Control Problems Using State-Dependent Factorization and Chebyshev Polynomials Gomroki, Mohammad Mehdi; Topputo, Francesco; Bernelli-Zazzera, Franco; Tekinalp, Ozan (2018-03-01) The present work introduces a method to solve constrained nonlinear optimal control problems using state-dependent coefficient factorization and Chebyshev polynomials. A recursive approximation technique known as approximating sequence of Riccati equations is used to replace the nonlinear problem by a sequence of linear-quadratic and time-varying approximating problems. The state variables are approximated and expanded in Chebyshev polynomials. Then, the control variables are written as a function of state ...
Solving optimal investment problems with structured products under CVaR constraints Korn, Ralf; Zeytun, Serkan (Informa UK Limited, 2009-01-01) We consider a simple investment problem where besides stocks and bonds the investor can also include options (or structured products) into the investment portfolio. The aim of the investor is to maximize the expected return under a conditional value-at-risk (CVaR) constraint. Due to possible intermediate payments, we have to deal with a re-investment problem which turns the original one-period problem into a multi-period one. For solving this problem, an iterative scheme based on linear optimization is deve...
Solving Optimal Control Problems Containing Uncertainty Yücel, Hamdullah; Çiloğlu, Pelin (2022-08-29)
Solving optimal control time-dependent diffusion-convection-reaction equations by space time discretizations Seymen, Zahire; Karasözen, Bülent; Department of Mathematics (2013) Optimal control problems (OCPs) governed by convection dominated diffusion-convection-reaction equations arise in many science and engineering applications such as shape optimization of the technological devices, identification of parameters in environmental processes and flow control problems. A characteristic feature of convection dominated optimization problems is the presence of sharp layers. In this case, the Galerkin finite element method performs poorly and leads to oscillatory solutions. Hence, thes...
SOLVING THE SERIALIZABILITY PROBLEM BY A CONNECTIONIST MACHINE SUNGUR, M; Halıcı, Uğur (1993-01-01)

Citation Formats

P. Çiloğlu and H. Yücel, “Solving Optimal Control Problems Containing Uncertain Coefficients with Stochastic Discontinuous Galerkin Methods,” presented at the 17th Copper Mountain Conference on Iterative Methods, Colorado, Amerika Birleşik Devletleri, 2022, Accessed: 00, 2022. [Online]. Available: https://grandmaster.colorado.edu/copper/2022/.