Title Numerical Analysis of the Optimal Control for a Stochastic Distributed

Numerical Solution of Optimal Heating of Temperature Field in Uncertain Environment Modelled by the use of Boundary Control

‎In the present paper‎, ‎optimal heating of temperature field which is modelled as a boundary optimal control problem‎, ‎is investigated in the uncertain environments and then it is solved numerically‎. ‎In physical modelling‎, ‎a partial differential equation with stochastic input and stochastic parameter are applied as the constraint of the optimal control problem‎. ‎Controls are implemented ...

Dynamical ‎C‎ontrol of Computations Using the Family of Optimal Two-point Methods to Solve Nonlinear ‎Equations

One of the considerable discussions for solving the nonlinear equations is to find the optimal iteration, and to use a proper termination criterion which is able to obtain a high accuracy for the numerical solution. In this paper, for a certain class of the family of optimal two-point methods, we propose a new scheme based on the stochastic arithmetic to find the optimal number of iterations in...

Control Theory and Economic Policy Optimization: The Origin, Achievements and the Fading Optimism from a Historical Standpoint

Economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers actively collaborated with economists on economic stability and feedback mechanisms. The theory of optimal control resulting from the contributio...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

A Multi-Stage Single-Machine Replacement Strategy Using Stochastic Dynamic Programming

In this paper, the single machine replacement problem is being modeled into the frameworks of stochastic dynamic programming and control threshold policy, where some properties of the optimal values of the control thresholds are derived. Using these properties and by minimizing a cost function, the optimal values of two control thresholds for the time between productions of two successive nonco...