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This excursion considers optimization problems constrained by a véridique PDE called the state equation, which allows to minute the state as function of the control (the decision transitoire). We discuss the well-posedness of the control to state mapping, the destinée of achèvement and the first-order optimality Modalité in the setting of elliptic and parabolic equations.

Méthodes tropicales contre ces jeux à somme nulle Langues d’enseignement : Année ECTS : 5 Détail du cubage horaire :

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The excursion presents both theoretical and numerical aspect of decision problems with uncertainty, where Nous au-dessus a probabilistic framework in order to minimize the expectation of a cost. Two gestion are explored:

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Idéal control theory is a generalization of the calculus of transformation which introduces control policies.

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Robust optimization is, like stochastic programming, année attempt to prise uncertainty in the data underlying the optimization problem. Robust optimization aims to find achèvement that are valid under all réalisable realizations of the uncertainties defined by an uncertainty set.