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Title of Journal: J Optim Theory Appl

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Abbravation: Journal of Optimization Theory and Applications

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Springer US

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DOI

10.1016/0017-9310(61)90118-1

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ISSN

1573-2878

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SI “Deterministic and Stochastic Variational Princ

Authors: Wilfried Grecksch Akhtar Khan Hannelore Lisei Christiane Tammer
Publish Date: 2015/11/05
Volume: 167, Issue: 3, Pages: 781-782
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Abstract

Variational methods are important tools for deriving optimality conditions and corresponding algorithms for solving optimization problems Ekeland’s variational principle is a deep assertion about the existence of an exact solution of a perturbed optimization problem in a neighborhood of an approximate solution of the original problem The aim of this special issue was to discuss new variational approaches from the theoretical as well as computational point of view Furthermore we are interested in applications of the variational methods for deterministic and stochastic models especially in approximation theory and optimal controlMost of the papers in the special issue are dealing with optimal control and state estimates problems in the deterministic as well as stochastic case and maximum principles Abdelmadjid Abba On Meanfield Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes Vo Anh LeastSquares Estimation of Multifractional Random Fields in a HilbertValued Context Brigitte Breckner Multiple solutions of Dirichlet problems on the Sierpinski gasket Ioana Ciotir A variational approach to Neumann stochastic semilinear equations modelling the thermostatic control Csaba Varga Hannelore Lisei A multiplicity result for a class of elliptic problems on a compact Riemannian manifold Tina Engler On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors Diana Keller Optimal Control of a Nonlinear Stochastic Schrödinger Equation Angela Kunow Optimal Exploitation of Nonrenewable Resources Boris S Mordukhovich Optimal control of semilinear unbounded evolution inclusions with functional constraint Bernt Øksendal Malliavin calculus and optimal control of stochastic Volterra equations Frank Wusterhausen An Analysis of Pathdependent OptionsRecent developments in Convex Analysis Variational Inequalities Vector and Setvalued Optimization are presented in the papers by Johannes Jahn Vectorization in Set Optimization Akhtar A Khan Existence Theorems for Elliptic and Evolutionary Variational and QuasiVariational Inequalities JuanEnrique Martinez Legaz Duality for closed convex functions and evenly convex functions and Vicente Novo Optimality conditions for quasi solutions of vector optimization problemsFurthermore optimization problems with uncertainties are discussed in the papers by Baasansuren Jadamba On the Modelling of Some Environmental Games with Uncertain Data and Elisabeth Koebis On Robust Optimization—Relations Between Scalar Robust Optimization and Unconstrained Multicriteria Optimization

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Other Papers In This Journal:
  1. Incrementally Updated Gradient Methods for Constrained and Regularized Optimization
  2. Periodic Image Trajectories in Earth–Moon Space
  3. On Approximate KKT Condition and its Extension to Continuous Variational Inequalities
  4. A Note on Testing Axioms of Revealed Preference
  5. Duality Theorem for a Three-Phase Partition Problem
  6. Normality and Nondegeneracy for Optimal Control Problems with State Constraints
  7. Optimal Control for a Groundwater Pollution Ruled by a Convection–Diffusion–Reaction Problem
  8. Stability and Controllability Issues in Mathematical Modeling of the Intensive Treatment of Leukemia
  9. The Existence of Optimal Controls for Problems Defined on Time Scales
  10. Annealing a Genetic Algorithm for Constrained Optimization
  11. Convergent Bounds for Stochastic Programs with Expected Value Constraints
  12. Calmness and Exact Penalization in Constrained Scalar Set-Valued Optimization
  13. Splitting Methods with Variable Metric for Kurdyka–Łojasiewicz Functions and General Convergence Rates
  14. On Estimation in Interception Endgames
  15. Studies on Common Solutions of a Variational Inequality and a Fixed-Point Problem
  16. Closedness of the Solution Map in Quasivariational Inequalities of Ky Fan Type
  17. Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
  18. Harvesting Control for an Age-Structured Population in a Multilayered Habitat
  19. On Optimization over the Efficient Set in Linear Multicriteria Programming
  20. Some Existence Results of Solutions for General Variational Inequalities
  21. An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory
  22. Sequential gradient-restoration algorithm for optimal control problems with bounded state
  23. Aerial Vehicle Search-Path Optimization: A Novel Method for Emergency Operations
  24. Generalized Qualification and Qualification Levels for Spectral Regularization Methods
  25. Optimality Conditions for Disjunctive Optimization in Reflexive Banach Spaces
  26. Global Optimality Conditions for Optimal Control Problems with Functions of A.D. Alexandrov
  27. Time-Optimal Control Problem for a Special Class of Control Systems: Optimal Controls and Approximation in the Sense of Time Optimality
  28. Directional Hölder Metric Regularity
  29. Existence and Uniqueness for a Linear Mixed Variational Inequality Arising in Electrical Circuits with Transistors
  30. The Effects of Adding Input Redundancies in Linear Quadratic Regulator Problems
  31. On Iterative Methods with Accelerated Convergence for Solving Systems of Nonlinear Equations
  32. Synchronization Criterion for Lur’e Systems via Delayed PD Controller
  33. An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions
  34. On an Inequality of C. Sundberg: A Computational Investigation via Nonlinear Programming
  35. Convergence Analysis of Weighted Difference Approximations on Piecewise Uniform Grids to a Class of Singularly Perturbed Functional Differential Equations
  36. Social Interactions within a Dynamic Competitive Economy
  37. Game Analysis of Investment in a Group with Stickiness
  38. A New Approach to the Proximal Point Method: Convergence on General Riemannian Manifolds
  39. Infinite Dimensional Duality Theory Applied to Investment Strategies in Environmental Policy
  40. Approximate Functions in a Problem of Sets Separation
  41. Feasible Method for Generalized Semi-Infinite Programming
  42. On the Convergence of Adaptive Stochastic Search Methods for Constrained and Multi-objective Black-Box Optimization
  43. Stability of Solutions to Hamilton–Jacobi Equations Under State Constraints
  44. On Regularity for Constrained Extremum Problems. Part 2: Necessary Optimality Conditions
  45. A Generalization of the Classical α BB Convex Underestimation via Diagonal and Nondiagonal Quadratic Terms
  46. Mathematical Programs with Vanishing Constraints: Optimality Conditions, Sensitivity, and a Relaxation Method
  47. On the Finite Convergence of a Projected Cutter Method
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