Numerical solution of a parabolic optimal control problem arising in economics and management

DOI10.1016/J.AMC.2019.06.011MaRDI QIDQ2279642zbMATH OpenOpenAlexWikidataFDO

Authors A. V. Lapin, Shuhua Zhang, Serguei Lapin

Publication date 13 December 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.06.011

zbMATH Keywords

non-convex optimizationfinite difference methodcoefficient controlparabolic state equation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) PDEs in connection with mathematical programming (35Q90)

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Cited in

(15)

• Two meshless methods for Dirichlet boundary optimal control problem governed by elliptic PDEs
• Optimal control of three-dimensional unsteady partial differential equations with convection term in continuous casting
• Polyhedral optimization of discrete and partial differential inclusions of parabolic type
• Robust bivariate polynomials scheme with convergence analysis for two-dimensional nonlinear optimal control problem
• The group behavior analysis of the high-frequency traders based on mean field games approach
• Numerical solution of arbitrary-order linear partial differential equations using an optimal control technique
• Numerical solution of mean field problem with limited management resource
• scientific article; zbMATH DE number 6456237 (Why is no real title available?)
• Approximation of a mean field game problem with Caputo time-fractional derivative
• Numerical study of the stock market crises based on mean field games approach
• Numerical solutions of two-dimensional PDE-constrained optimal control problems via bilinear pseudo-spectral method
• Analysis of finite difference approximations of an optimal control problem in economics
• Modeling and computation of mean field game with compound carbon abatement mechanisms
• Numerical treatment of a class of optimal control problems arising in economics
• Analysis of the stock market crisis based on mean field games concept

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