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

DOI10.1016/j.amc.2019.06.011zbMath1428.49007OpenAlexW2955532660WikidataQ127619740 ScholiaQ127619740MaRDI QIDQ2279642

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

finite difference methodnon-convex optimizationcoefficient controlparabolic state equation

Mathematics Subject Classification ID

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

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Numerical solution of arbitrary-order linear partial differential equations using an optimal control technique ⋮ Modeling and computation of mean field game with compound carbon abatement mechanisms ⋮ Robust bivariate polynomials scheme with convergence analysis for two-dimensional nonlinear optimal control problem ⋮ 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 ⋮ Two meshless methods for Dirichlet boundary optimal control problem governed by elliptic PDEs ⋮ 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

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