This paper presents a method to verify closed-loop properties of optimizationbased controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed technique include global and local stability, performance with respect to a given cost function (both in a deterministic and stochastic setting) and the L2 gain....

Solving numerically hydrodynamical problems of incompressible fluids arises the question of handling first order derivatives (those of pressure) in a closed container and determining its boundary conditions. A way to avoid the first point is to derive a Poisson equation for pressure, although the problem of taking the right boundary conditions still remains. To remove this problem another formu...

In this note we give an elementary proof of the Fritz-John and Karush–Kuhn–Tucker conditions for nonlinear finite dimensional programming problems with equality and/or inequality constraints. The proof avoids the implicit function theorem usually applied when dealing with equality constraints and uses a generalization of Farkas lemma and the Bolzano-Weierstrass property for compact sets. 2006 P...

Introduction. In two previous notes [9],1 I stated some results which, in a general way, may be expressed as follows: If the Taylor series which represents an entire function satisfies a certain gap condition (which depends only on the order of F(z)), the zeros of F(z) —f(z) are not exceptional with respect to the proximate order of F(z) by any meromorphic function f(z) ^ w of lower order. On t...

A new parameterized binary relation is used to define minimality concepts in vector optimization. To simplify the problem of determining minimal elements the method of scalarization is applied. Necessary and sufficient conditions for the existence of minimal elements with respect to the scalarized problems are given. The multiplier rule of Lagrange is generalized. As a necessary minimality cond...

This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessary optimality conditions in the form of a Pontryagin’s minimum principle for local solutions in the sense of Lp, p ≤ +∞.

This paper is based on the author’s thesis, “On duality theorems for quasiconvex programming”. In this paper, we investigate duality theorems for quasiconvex programming as generalizations of results in convex programming, and consists of three topics. The first topic is about quasiconjugates and polar sets. The second is about three types of set containment characterizations. The third is abou...

According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μutt (t, x) = u(t, x)−ut (t, x)+ b(x, u(t, x)) + QẆ(t), u(0) = u0, ut (0) = v0, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation ut (t, x) = u(t, x)+b(x, u(t, x))+QẆ(t), u(0) = u0, end...

The hierarchical Tucker format is a way to decompose a high-dimensional tensor recursively into sums of products of lower-dimensional tensors. The number of degrees of freedom in such a representation is typically many orders of magnitude lower than the number of entries of the original tensor. This makes the hierarchical Tucker format a promising approach to solve ordinary differential equatio...

We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality conditions for the product and the quotient of nabla variational functionals.