Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

Advances in learning-based methods are revolutionizing several fields in applied mathematics, including inverse problems, resulting in a major paradigm shift towards data-driven approaches. This volume, which is inspired by this cutting-edge area of research, brings together contributors from the inverse problem community and shows how to successfully combine model- and data-driven approaches to gain insight into practical and theoretical issues.

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

This monograph presents an original method to unify the mathematical theories of well-posed problems and contact mechanics. The author uses a new concept called the Tykhonov triple to develop a well-posedness theory in which every convergence result can be interpreted as a well-posedness result. This will be useful for studying a wide class of nonlinear problems, including fixed-point problems, inequality problems, and optimal control problems. Another unique feature of the manuscript is the unitary treatment of mathematical models of contact, for which new variational formulations and convergence results are presented. Well-Posed Nonlinear Problems will be a valuable resource for PhD students and researchers studying contact problems. It will also be accessible to interested researchers in related fields, such as physics, mechanics, engineering, and operations research.

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.

Inverse Problems are found in many areas of engineering mechanics and there are many successful applications e.g. in non-destructive testing and characterization of material properties by ultrasonic or X-ray techniques, thermography, etc. Generally speaking, inverse problems are concerned with the determination of the input and the characteristics of a system, given certain aspects of its output. Mathematically, such problems are ill-posed and have to be overcome through development of new computational schemes, regularization techniques, objective functionals, and experimental procedures. This volume contains a selection of peer-reviewed papers presented at the International Symposium on Inverse Problems in Engineering Mechanics (ISIP2001), held in February of 2001 in Nagano, Japan, where recent development in inverse problems in engineering mechanics and related topics were discussed. The following general areas in inverse problems in engineering mechanics were the subjects of the ISIP2001: mathematical and computational aspects of inverse problems, parameter or system identification, shape determination, sensitivity analysis, optimization, material property characterization, ultrasonic non-destructive testing, elastodynamic inverse problems, thermal inverse problems, and other engineering applications. These papers can provide a state-of-the-art review of the research on inverse problems in engineering mechanics.

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others. The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost. After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations. The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes.

This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

This book is a collection of lecture notes for the LIASFMA Hangzhou Autumn School on 'Control and Inverse Problems for Partial Differential Equations' which was held during October 17-22, 2016 at Zhejiang University, Hangzhou, China. This autumn school is one of the activities organized by Sino-French International Associate Laboratory in Applied Mathematics (LIASFMA). Established jointly by eight institutions in China and France in 2014, LIASFMA aims at providing a platform for many leading French and Chinese mathematicians to conduct in-depth researches, extensive exchanges, and student training in broad areas of applied mathematics.The book provides the readers with a unique and valuable opportunity to learn from and communicate with leading experts in control and inverse problems. And the readers are exposed not only to the basic theories and methods but also to the forefront of research directions in both fields.