Voir la notice de l'article provenant de la source Numdam
This paper deals with the application of Stackelberg–Nash strategies to the control of parabolic equations. We assume that we can act on the system through a hierarchy of controls. A first control (the leader) is assumed to choose the policy. Then, a Nash equilibrium pair (corresponding to a noncooperative multiple-objective optimization strategy) is found; this governs the action of the other controls (the followers). The main novelty in this paper is that, this way, we can obtain the exact controllability to a prescribed (but arbitrary) trajectory. We study linear and semilinear problems and, also, problems with pointwise constraints on the followers.
Araruna, F.D. 1 ; Fernández-Cara, E. 2 ; Santos, M.C. 1, 3
@article{COCV_2015__21_3_835_0, author = {Araruna, F.D. and Fern\'andez-Cara, E. and Santos, M.C.}, title = {Stackelberg{\textendash}Nash exact controllability for linear and semilinear parabolic equations}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {835--856}, publisher = {EDP-Sciences}, volume = {21}, number = {3}, year = {2015}, doi = {10.1051/cocv/2014052}, mrnumber = {3358632}, zbl = {1319.35280}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2014052/} }
TY - JOUR AU - Araruna, F.D. AU - Fernández-Cara, E. AU - Santos, M.C. TI - Stackelberg–Nash exact controllability for linear and semilinear parabolic equations JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2015 SP - 835 EP - 856 VL - 21 IS - 3 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2014052/ DO - 10.1051/cocv/2014052 LA - en ID - COCV_2015__21_3_835_0 ER -
%0 Journal Article %A Araruna, F.D. %A Fernández-Cara, E. %A Santos, M.C. %T Stackelberg–Nash exact controllability for linear and semilinear parabolic equations %J ESAIM: Control, Optimisation and Calculus of Variations %D 2015 %P 835-856 %V 21 %N 3 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2014052/ %R 10.1051/cocv/2014052 %G en %F COCV_2015__21_3_835_0
Araruna, F.D.; Fernández-Cara, E.; Santos, M.C. Stackelberg–Nash exact controllability for linear and semilinear parabolic equations. ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 3, pp. 835-856. doi : 10.1051/cocv/2014052. http://geodesic.mathdoc.fr/articles/10.1051/cocv/2014052/
H. Brézis, Analyse Fonctionnelle, Théorie et Applications. Dunod, Paris (1999). | MR | Zbl
J.C. Cox and M. Rubinstein, Options Markets. Prentice-Hall. Englewood Cliffs, NJ (1985).
On the von Neumann problem and the approximate controllability of Stackelberg–Nash strategies for some environmental problems. Rev. R. Acad. Cien., Ser. A. Math. 96 (2002) 343–356. | MR | Zbl
,J.I. Díaz and J.-L. Lions, On the approximate controllability of Stackelberg–Nash strategies. Ocean circulation and pollution control: a mathematical and numerical investigation, Madrid, 1997. Springer, Berlin (2004) 17–27. | MR
Global Carleman inequalities for parabolic systems and applications to controllability. SIAM J. Control Optim. 45 (2006) 1395–1446. | MR | Zbl | DOI
and ,Local exact controllability of the Navier–Stokes system. J. Math. Pures Appl. 83 (2004) 1501–1542. | MR | Zbl | DOI
, , and ,A.V. Fursikov and O.Y. Imanuvilov, Controllability of evolution equations. Vol. 34 of Lecture Note Series. Research Institute of Mathematics, Seoul National University, Seoul (1996). | MR | Zbl
Exact controllability of the Navier–Stokes and Boussinesq equations. Russian Math. Surveys 54 (1999) 565–618. | MR | Zbl | DOI
and ,Local exact controllability to the trajectories of the Boussinesq system via a fictitious control on the divergence equation. Commun. Pure Appl. Anal. 8 (2009) 311–333. | MR | Zbl | DOI
, and ,A result concerning the global approximate controllability of the Navier–Stokes system in dimension 3. J. Math. Pures Appl. 98 (2012) 689–709. | MR | Zbl | DOI
, and ,On the approximate controllability of Stackelberg–Nash strategies for Stokes equations. Proc. Amer. Math. Soc. 141 (2013) 1759–1773. | MR | Zbl | DOI
, and ,Remarks on exact controllability for the Navier–Stokes equations. ESAIM Control Optim. Calc. Var. 6 (2001) 39–72. | MR | Zbl | mathdoc-id | DOI
,O.Y. Imanuvilov and M. Yamamoto, Carleman Estimate for a Parabolic Equation in a Sobolev Space of Negative Order and its Applications, Vol. 218 of Lect. Notes Pure Appl. Math. Dekker, New York (2001). | MR | Zbl
Contrôle de Pareto de systèmes distribués. Le cas d’évolution. C.R. Acad. Sci. Paris, Sér. I 302 (1986) 413–417. | MR | Zbl
,Some remarks on Stackelberg’s optimization. Math. Models Methods Appl. Sci. 4 (1994) 477–487. | MR | Zbl | DOI
,Noncooperative games. Ann. Math. 54 (1951) 286–295. | MR | Zbl | DOI
,V. Pareto, Cours d’économie politique. Rouge, Laussane, Switzerland (1896).
Pointwise control of the Burgers equation and related Nash equilibria problems: A computational approach. J. Optim. Theory Appl. 112 (2001) 499–516. | MR | Zbl | DOI
, and ,Nash equilibria for the multiobjective control of linear partial differential equations. J. Optim. Theory Appl. 112 (2002) 457–498. | MR | Zbl | DOI
, and ,S.M. Ross, An introduction to mathematical finance. Options and other topics. Cambridge University Press, Cambridge (1999). | MR | Zbl
H. Von Stalckelberg, Marktform und gleichgewicht. Springer, Berlin, Germany (1934).
P. Wilmott, S. Howison and J. Dewynne, The mathematics of financial derivatives. Cambridge University Press, New York (1995). | MR | Zbl
Exact controllability for the semilinear wave equation, J. Math. Pures Appl. 69 (1990) 1–31. | MR | Zbl
,Cité par Sources :