Veranstaltungen 

Veranstaltungen der Fakultät für Mathematik

Constrained LQ optimization problems with parameter dependent coefficients., als mathkol osanadyn

Termin

14.06.2022, 15:00 - 15:45

Veranstaltungsort
M/511
Abstract
We consider a sequence of linear-quadratic optimization problems defined in an abstract functional framework. Each problem is accompanied by the constraint of reaching a given target with some precision. We show that problems are well posed and we characterise their solutions. The main result provides the conditions under which these solutions converge to the minimizer of the limit problem. The theory can be applied to a wide range of problems: elliptic, parabolic, control ones etc. In the talk, the following examples will be presented: 1. optimal controllability of the heat equation 2. optimal solvability of the Poisson equation.
Vortragende(r)
Martin Lazar
Herkunft der/des Vortragenden
Dubrovnik