Pointwise control of the Burgers equation and related Nash equilibrium problems: computational approach

  • Authors:

  • A. M. Ramos;R. Glowinski;J. Periaux

  • Affiliations:

  • Assistant Professor, Departamento de Matemá/tica Aplicada, Universidad Complutense de Madrid, Madrid, Spain;Professor, Laboratoire d'Analyse Numé/rique, Université/ Pierre et Marie Curie, Paris, France/ Professor, Department of Mathematics, University of Houston, Houston, Texas;Chairman of the Scientific Pô/le, Dassault Aviation, Saint Cloud, France

  • Venue:
  • Journal of Optimization Theory and Applications
  • Year:
  • 2002

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Abstract

This article is concerned with the numerical solution of multiobjective control problems associated with nonlinear partial differential equations and more precisely the Burgers equation. For this kind of problems, we look for the Nash equilibrium, which is the solution to a noncooperative game. To compute the solution of the problem, we use a combination of finite-difference methods for the time discretization, finite-element methods for the space discretization, and a quasi-Newton BFGS algorithm for the iterative solution of the discrete control problem. Finally, we apply the above methodology to the solution of several tests problems. To be able to compare our results with existing results in the literature, we discuss first a single-objective control problem, already investigated by other authors. Finally, we discuss the multiobjective case.