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Numerical methods for Nash equilibria in multiobjective control of partial differential equations

dc.book.titleAnalysis and optimization of differential systems : IFIP TC7-WG7.2 International Working Conference on Analysis and Optimization of Differential Systems, September 10-14, 2002, Constanta, Romania
dc.contributor.authorRamos Del Olmo, Ángel Manuel
dc.contributor.editorBarbu, Viorel
dc.date.accessioned2023-06-20T21:03:58Z
dc.date.available2023-06-20T21:03:58Z
dc.date.issued2003
dc.descriptionIncluye colaboración de Luis Alberto Fernández Fernández y Cecilia Pola Méndez.
dc.description.abstractThis paper is concerned with the numerical solution of multiobjective control problems associated with linear (resp., nonlinear) partial differential equations. More precisely, for such problems, we look for Nash equilibria, which are solutions to noncooperative games. First, we study the continuous case. Then, to compute the solution of the problem, we combine finite-difference methods for the time discretization, finite-element methods for the space discretization, and conjugate gradient algorithms (resp., a suitable algorithm) for the iterative solution of the discrete control problems. Finally, we apply the above methodology to the solution of several tests problems.
dc.description.departmentDepto. de Análisis Matemático y Matemática Aplicada
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.facultyInstituto de Matemática Interdisciplinar (IMI)
dc.description.refereedTRUE
dc.description.sponsorshipMCYT
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/17719
dc.identifier.isbn1-4020-7439-5
dc.identifier.officialurlhttp://www.mat.ucm.es/~aramosol/research/publications/2003Ramos.pdf
dc.identifier.relatedurlhttp://www.mat.ucm.es
dc.identifier.urihttps://hdl.handle.net/20.500.14352/60596
dc.issue.number121
dc.language.isoeng
dc.page.final344
dc.page.initial333
dc.page.total442
dc.publication.placeBoston
dc.publisherKluwer Academic Publishers
dc.relation.ispartofseriesIFIP
dc.relation.projectIDAGL2000-1440-C02-01
dc.rights.accessRightsopen access
dc.subject.cdu517.95
dc.subject.keywordPartial diferential equations
dc.subject.keywordHeat equation
dc.subject.keywordBurgers equation
dc.subject.keywordOptimal control
dc.subject.keywordPointwise control
dc.subject.keywordNash equilibria
dc.subject.keywordAdjoint systems
dc.subject.keywordConjugate gradient methods
dc.subject.keywordmultiobjective optimization
dc.subject.keywordQuasi-Newton algorithms.
dc.subject.ucmAnálisis matemático
dc.subject.unesco1202 Análisis y Análisis Funcional
dc.titleNumerical methods for Nash equilibria in multiobjective control of partial differential equations
dc.typebook part
dcterms.referencesBristeau, M.O., Glowinski, R., Mantel, B., Periaux, J., and Sefrioui,M., Genetic Algorithms for Electromagnetic Backscattering Multiobjective Opti-mization. In Electromagnetic Optimization by Genetic Algorithms, Edited by Y.Rahmat-Samii and E. Michielssen, John Wiley, New York, pp. 399{434, 1999. Diaz, J.I. and Lions, J.L., On the Approximate Controllability of Stackel-berg-Nash Strategies. In Mathematics and Environment, Lecture Notes, Springer-Verlag, 2001. Lions, J.L., Controle de Pareto de Systemes Distribues: Le Cas d'Evolution,Comptes Rendus de l'Academie des Sciences, Serie I, 302, 413{417, 1986. Lions, J.L. Some Remarks on Stackelberg's Optimization,Mathematical Models and Methods in Applied Sciences, 4, 477{487, 1994. Liu, D.C., and Nocedal, J., On the Limited Memorey BFGS Method for Large-Scale Optimization, Mathematical Programming, 45, 503{528, 1989. Nash, J.F., Noncooperative Games, Annals of Mathematics,54, 286{295, 1951. Pareto, V., Cours d`Economie Politique, Rouge, Lausanne,Switzerland, 1896. Ramos, A.M., Glowinski, R., and Periaux, J., Nash Equilibria for the Mul-tiobjective Control of Linear Partial Differential Equations, Journal of Optimiza-tion, Theory and Applications, 112, No. 3, 457-498, 2002. Ramos, A.M., Glowinski, R., and Periaux, J., Pointwise Control of the Burgers Equation and Related Nash Equilibrium Problems: Computational Approach,Journal of Optimization, Theory and Applications, 112, No. 3, 499-516, 2002. Von Stackelberg, H., Marktform und Gleichgewicht, Springer, Berlin, Ger-many, 1934.
dspace.entity.typePublication
relation.isAuthorOfPublication581c3cdf-f1ce-41e0-ac1e-c32b110407b1
relation.isAuthorOfPublication.latestForDiscovery581c3cdf-f1ce-41e0-ac1e-c32b110407b1

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