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We consider the problem of trajectory generation for constrained differentially flat systems. Based on the topological properties of the set of admissible steady state values of a flat output we derive conditions which allow for an a priori verification of ...
We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk ...
We discuss the design of sampled-data economic nonlinear model predictive control schemes for continuous-time systems. We present novel sufficient convergence conditions that do not require any kind of terminal constraints nor terminal penalties. Instead, ...
This paper investigates the relations between three different properties, which are of importance in continuous-time optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady stat ...
We investigate the turnpike and dissipativity properties of continuous-time optimal control problems. These properties play a key role in the analysis and design of schemes for dynamic real-time optimization and economic model predictive control. We show i ...
This paper provides expressions for the largest and smallest solution of a global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval “horizon”. Interpreting the problem in terms of optima ...
We consider a finite element method (FEM) with arbitrary polynomial degree for nonlinear monotone elliptic problems. Using a linear elliptic projection, we first give a new short proof of the optimal convergence rate of the FEM in the L2 norm. We then deri ...
In this paper, we propose a model order reduction framework for parametrized quadratic optimization problems constrained by nonlinear stationary PDEs. Once the solutions of the optimization problem are characterized as the solutions of the corresponding op ...
This paper studies the value of information on future price behaviour. We consider a one-period inventory modelling framework with random period length and two order opportunities. The selling price is determined dynamically and the demand is price-sensiti ...
In this work we deal with a stochastic optimal Robin boundary control problem constrained by an advection-diffusion-reaction elliptic equation with advection-dominated term. We assume that the uncertainty comes from the advection led and consider a stochas ...
Society for Industrial and Applied Mathematics2013