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Mathematical Sciences Colloquium by Peter R. Wolenski
Friday, Feb. 9, 2018
2 p.m. - 3 p.m. Location: FO 3.606

Peter R. Wolenski

Louisiana State University

A Survey of Fully Convex Control problems

A Fully Convex Control (FCC) problem has the appearance of the classical calculus of variations Bolza problem, where the minimization of cost functional is taken over a class of arcs. The distinguishing features of FCC are that the data inside the functional (i) may take on an infinite value and (ii) is represented by convex functions. Allowance of (i) provides great flexibility incorporating constraints so that most standard control problems come under its purlieu. However, broad generality is restrained by (ii), which although quite special, nonetheless includes the classical linear quadratic regulator and many of its generalizations. Moreover, the specialtiy of (ii) opens up the possibility of using convex dual formulations.

Rockafellar developed FCC in the 1960-70's that evolved into more general nonsmooth control and variational analysis. We shall first survey these early results. Then we shall present new developments with state constraints and involve impulsive arcs.

Contact Info:
John Zweck, 972-883-6699
Questions? Email me.

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