Deterministic and Stochastic Optimal Control and Inverse Problems

ISBN-13: 9780367506308 / Angielski / Twarda / 2021 / 380 str.

Baasansuren Jadamba; Akhtar A. Khan; Stanislaw Migorski

Opis

This edited volume comprises invited contributions from world-renowned researchers in the subject of stochastic control and inverse problems. There are several contributions on stochastic optimal control and stochastic inverse problems covering different aspects of the theory, numerical methods, and applications.

Spis treści

1. All-At-Once Formulation Meets the Bayesian Approach: A Study of Two Prototypical Linear Inverse Problems 2. On Iterated Tikhonov Kaczmarz Type Methods for Solving Systems of Linear Ill-posed Operator Equations 3. On Numerical Approximation of Optimal Control for Stokes Hemivariational Inequalities 4. Nonlinear Tikhonov Regularization in Hilbert Scales with Oversmoothing Penalty: Inspecting Balancing Principles 5. An Optimization Approach to Parameter Identification in Variational Inequalities of Second Kind-II 6. Generalized Variational-hemivariational Inequalities in Fuzzy Environment 7. Boundary Stabilization of the Linear MGT Equation with Feedback Neumann Control 8. Sweeping Process Arguments in the Analysis and Control of a Contact Problem 9. Anderson Acceleration for Degenerate and Nondegenerate Problems 10. Approximate Coincidence Points for Single-valued Maps and Aubin Continuous Set-valued Maps 11. Stochastic Variational Approach for Random Cournot-Nash Principle 12. Augmented Lagrangian Methods For Optimal Control Problems Governed by Mixed Variational-Hemivariational Inequalities Involving a Set-valued Mapping 13. Data Driven Reconstruction Using Frames and Riesz Bases 14. Antenna Problem Induced Regularization and Sampling Strategies 15. An Equation Error Approach for Identifying a Random Parameter in a Stochastic Partial Differential Equation