Diese Dissertation analysiert das optimale Zusammenspiel dynamischer Preissetzung, dynamischer Werbung und Bestandsmanagement. Wir betrachten verschiedene Optimierungsprobleme für einen monopolistischen Händler bei gegebener zeitabhängiger deterministischer Nachfrage. In Kapitel 2 erweitern wir das Modell von Rajan et al. (1992). Der Händler darf einen dynamischen Preis, eine dynamische Werberate und die Lagergröße bei fester Verkaufsdauer wählen, so dass der Barwert von Umsatz minus Lager-, Einkaufs- und (nichtlinearen) Werbekosten maximiert wird; zusätzlich zerfällt der Lagerbestand mit exponentieller Rate. Wir ermitteln die optimale Preis-Werbe-Steuerung und die optimale Lagergröße und betrachten auch semi-statische Situationen. Wir führen eine Sensitivitätsanalyse im Hinblick auf den Einfluss der Modellparameter auf die optimalen Ergebnisse durch und vergleichen die Ergebnisse des dynamischen Modells mit denen der semi-statischen Modelle. In Kapitel 3 interpretieren wir den Verkaufsprozess als gesteuerten Diffusionsprozess eines neuen Produktes und die Lagergröße als unerschlossenen Marktanteil. Der Anfangszustand ist exogen gegeben und die Nachfrage hängt zusätzlich vom gegenwärtigen Zustand des Systems ab. Ein Zerfall des Lagerbestandes und alle Kosten bis auf Werbekosten sind ausgenommen. Anders als in Helmes et al. (2013) leiten wir die optimale Steuerung mithilfe des Pontrjaginschen Maximumprinzips her. Als Anwendung betrachten wir das Modell von von Bertalanffy. In Kapitel 4 erweitern wir die Analyse von einperiodigen Modellen auf langfristige Modelle. Die Länge des Verkaufszyklus und die Lagergröße sind Entscheidungsvariablen, wobei die optimalen Steuerungen aus Kapitel 2 bzw. Kapitel 3 während eines Zyklus angewandt werden. Existenzbedingungen für ein optimales Paar aus Zykluslänge und Lagergröße werden hergeleitet. Wir analysieren verschiedene Anwendungs- und Illustrationsbeispiele und verifizieren Strukturaussagen der optimalen Entscheidungsgrößen. / This dissertation analyzes the optimal coordination of dynamic pricing, dynamic advertising, and inventory management. We consider different optimization problems for a monopolistic retailer who faces a time-dependent deterministic demand. In Chapter 2, we generalize the model of Rajan et al. (1992). The retailer is allowed to choose a dynamic price, a dynamic advertising rate, and the inventory capacity for a sales period of fixed length so that the present value of revenue minus inventory, purchasing and (nonlinear) advertising costs is maximized; in addition, the inventory deteriorates at an exponential rate. We derive the optimal dynamic price-advertising control and the optimal capacity and also consider partially static cases. For the optimally controlled dynamic model we carry out a sensitivity analysis with respect to the model parameters and we compare the results of the dynamic model with those of the partially static models. In Chapter 3, we interpret the sales process as the controlled adoption process of a new product and the inventory capacity as untapped market share. The initial state is assumed to be exogenously given and the demand depends on the current state of the system. We exclude, however, deterioration effects and any other costs but the cost of advertising. We derive the optimal controls using a different technique than Helmes et al. (2013) - we apply Pontryagin’s maximum principle. As an interesting application we consider the controlled von Bertalanffy model. In Chapter 4, we extend the analysis of one-period models to multi-period and longterm average models. Assuming that the optimal controls derived in Chapter 2 and Chapter 3 are applied throughout a cycle, we treat the cycle length and the capacity as decision variables. We derive conditions that ensure the existence of an optimal pair of cycle length and capacity. Various examples and illustrations are given, and structural properties of the optimal pair are verified.

As equações do modelo bidimensional de veículos autônomos subaquáticos fornecem um exemplo de sistema de controle não linear com o qual podemos ilustrar propriedades da teoria de controle ótimo. Apresentamos, sistematicamente, como os conceitos de formalismo hamiltoniano e teoria de Lie aparecem de forma natural neste contexto. Para tanto, estudamos brevemente o Princípio do Máximo de Pontryagin e discutimos características de sistemas afins. Tratamos com cuidado do Fenômeno Fuller, fornecendo critérios para decidir quando ele está ou não presente em junções, utilizando para isso uma linguagem algébrica. Apresentamos uma abordagem numérica para tratar problemas de controle ótimo e finalizamos com a aplicação dos resultados ao modelo bidimensional de veículo autônomo subaquático. / The equations of the two-dimensional model for autonomous underwater vehicles provide an example of a nonlinear control system which illustrates properties of optimal control theory. We present, systematically, how the concepts of the Hamiltonian formalism and the Lie theory naturally appear in this context. For this purpose, we briefly study the Pontryagin\'s Maximum Principle and discuss features of affine systems. We treat carefully the Fuller Phenomenon, providing criteria to detect its presence at junctions with an algebraic notation. We present a numerical approach to treat optimal control problems and we conclude with an application of the results in the bidimesional model of autonomous underwater vehicle.

As equações do modelo bidimensional de veículos autônomos subaquáticos fornecem um exemplo de sistema de controle não linear com o qual podemos ilustrar propriedades da teoria de controle ótimo. Apresentamos, sistematicamente, como os conceitos de formalismo hamiltoniano e teoria de Lie aparecem de forma natural neste contexto. Para tanto, estudamos brevemente o Princípio do Máximo de Pontryagin e discutimos características de sistemas afins. Tratamos com cuidado do Fenômeno Fuller, fornecendo critérios para decidir quando ele está ou não presente em junções, utilizando para isso uma linguagem algébrica. Apresentamos uma abordagem numérica para tratar problemas de controle ótimo e finalizamos com a aplicação dos resultados ao modelo bidimensional de veículo autônomo subaquático. / The equations of the two-dimensional model for autonomous underwater vehicles provide an example of a nonlinear control system which illustrates properties of optimal control theory. We present, systematically, how the concepts of the Hamiltonian formalism and the Lie theory naturally appear in this context. For this purpose, we briefly study the Pontryagin\'s Maximum Principle and discuss features of affine systems. We treat carefully the Fuller Phenomenon, providing criteria to detect its presence at junctions with an algebraic notation. We present a numerical approach to treat optimal control problems and we conclude with an application of the results in the bidimesional model of autonomous underwater vehicle.

Ce travail s'inscrit dans l'étude mathématique d'écoulements de fluides environnementaux. Nous en abordons deux aspects, à travers deux contextes distincts d'application.En lien avec la simulation des écoulements en milieux poreux, on s'intéresse dans une première partie à la discrétisation d'opérateurs de diffusion anisotropes hétérogènes par des méthodes de volumes finis sur des maillages généraux. Dans le but d'obtenir des solutions approchées qui respectent les bornes physiques des modèles, notre attention se porte sur la conservation du principe du maximum pour les opérateurs elliptiques. Nous présentons des mécanismes généraux permettant de corriger tout schéma volumes finis afin de garantir un principe du maximum discret tout en préservant certaines de ses propriétés principales. On étudie en particulier les propriétés de coercivité et de convergence des schémas corrigés.La deuxième partie est consacrée à la construction de modèles approchés pour la propagation des vagues en eaux peu profondes et sur des topographies irrégulières. A cet effet, nous proposons tout d'abord une adaptation de la démarche d'étude classique à des écoulements bidimensionnels sur des topographies polygonales. Dans un cadre plus général, nous développons ensuite une démarche formelle qui débouche sur des alternatives non locales à quelques modèles classiques (équations de Saint-Venant, équations de Serre, système de Boussinesq). Ces nouveaux modèles contiennent des termes régularisants pour les contributions du fond. / This work investigates two research questions associated with environmental flows and their mathematical modeling.The first part is devoted to the development of finite volume methods for anisotropic and heterogeneous diffusion operators arising in models of porous media flows. To ensure that the approximate solutions lie within physical bounds, we aim at maintaining a discrete analogous of the maximum principle for elliptic operators. Starting from any given cell-centered finite volume scheme, we present a general approach to devise non-linear corrections providing a discrete maximum principle while retaining some main properties of the scheme. In particular, we study the coercivity and convergence properties of the modified schemes.The second part of this work focuses on the derivation of approximate models for shallow water wave propagation over rough topographies. In the particular case of one-dimensional polygonal bottom profiles, we first propose an adaptation of the usual derivation method using complex analysis tools. We then develop a formal approach to account for more general topographies. We propose nonlocal alternatives to some classical models (namely Saint-Venant equations, Serre equations and Boussinesq system). All these alternative models only involve smoothing contributions of the bottom.

Diese Arbeit behandelt zwei Gebiete: stochastische partielle Rückwerts-Differentialgleichungen (BSPDEs) und Mean-Field-Games (MFGs). Im ersten Teil wird über eine stochastische Variante der De Giorgischen Iteration ein Maximumprinzip für quasilineare reflektierte BSPDEs (RBSPDEs) auf allgemeinen Gebieten bewiesen. Als Folgerung erhalten wir ein Maximumprinzip für RBSPDEs auf beschränkten, sowie für BSPDEs auf allgemeinen Gebieten. Abschließend wird das lokale Verhalten schwacher Lösungen untersucht. Im zweiten Teil zeigen wir zunächst die Existenz von Gleichgewichten in MFGs mit singulärer Kontrolle. Wir beweisen, dass die Lösung eines MFG ohne Endkosten und ohne Kosten in der singulären Kontrolle durch die Lösungen eines MFGs mit strikt regulären Kontrollen approximiert werden kann. Die vorgelegten Existenz- und Approximationsresultat basieren entscheidend auf der Wahl der Storokhod M1 Topologie auf dem Raum der Càdlàg-Funktion. Anschließend betrachten wir ein MFG optimaler Portfolioliquidierung unter asymmetrischer Information. Die Lösung des MFG charakterisieren wir über eine stochastische Vorwärts-Rückwärts-Differentialgleichung (FBSDE) mit singulärer Endbedingung der Rückwärtsgleichung oder alternativ über eine FBSDE mit endlicher Endbedingung, jedoch singulärem Treiber. Wir geben ein Fixpunktargument, um die Existenz und Eindeutigkeit einer Kurzzeitlösung in einem gewichteten Funktionenraum zu zeigen. Dies ermöglicht es, das ursprüngliche MFG mit entsprechenden MFGs ohne Zustandsendbedinung zu approximieren. Der zweite Teil wird abgeschlossen mit einem Leader-Follower-MFG mit Zustandsendbedingung im Kontext optimaler Portfolioliquidierung bei hierarchischer Agentenstruktur. Wir zeigen, dass das Problem beider Spielertypen auf singuläre FBSDEs zurückgeführt werden kann, welche mit ähnlichen Methoden wie im vorangegangen Abschnitt behandelt werden können. / The thesis is concerned with two topics: backward stochastic partial differential equations and mean filed games. In the first part, we establish a maximum principle for quasi-linear reflected backward stochastic partial differential equations (RBSPDEs) on a general domain by using a stochastic version of De Giorgi’s iteration. The maximum principle for RBSPDEs on a bounded domain and the maximum principle for BSPDEs on a general domain are obtained as byproducts. Finally, the local behavior of the weak solutions is considered. In the second part, we first establish the existence of equilibria to mean field games (MFGs) with singular controls. We also prove that the solutions to MFGs with no terminal cost and no cost from singular controls can be approximated by the solutions, respectively control rules, for MFGs with purely regular controls. Our existence and approximation results strongly hinge on the use of the Skorokhod M1 topology on the space of càdlàg functions. Subsequently, we consider an MFG of optimal portfolio liquidation under asymmetric information. We prove that the solution to the MFG can be characterized in terms of a forward backward stochastic differential equation (FBSDE) with possibly singular terminal condition on the backward component or, equivalently, in terms of an FBSDE with finite terminal value, yet singular driver. We apply the fixed point argument to prove the existence and uniqueness on a short time horizon in a weighted space. Our existence and uniqueness result allows to prove that our MFG can be approximated by a sequence of MFGs without state constraint. The final result of the second part is a leader follower MFG with terminal constraint arising from optimal portfolio liquidation between hierarchical agents. We show the problems for both follower and leader reduce to the solvability of singular FBSDEs, which can be solved by a modified approach of the previous result.

The PhD presents a combined approach to improving individual car efficiency. An optimal observer, the Extended Kalman Filter, is used to create an efficiency model for the car. Particular attention was paid to handling the asynchronous and redundant nature of the measurement data. A low-cost sensor suite developed to measure data is described. This sensor suite was installed on multiple vehicles to good success. It employsan accelerometer, gps, fuel injector timer, and Vss input to measure all the data necessary to reconstruct the car's state. This observer and sensor suite can be used as the base for any study which requires car efficiency maps, allowing research to proceed without manufacturer supplied data. Once the efficiency map is found, it is then curve-fitted in order to reduce model complexity. The simplified model is then used as a basis for optimal control through Pontryagin's Maximum Principle. Real-world test results are given, both for efficiency mapping, and for optimal control. Detailed discussion of the observer and controller is presented, in order to ease understanding and save implementation time

This thesis deals with solving singularly perturbed convection- diffusion equations. Firstly, we construct a matched asymptotic expansion of the solution of the singularly perturbed convection-diffusion equation in 1D and derive a formula for the zeroth-order asymptotic expansion in several two- dimensional polygonal domains. Further, we present a set of stabilization meth- ods for solving singularly perturbed problems and prove the uniform convergence of the Il'in-Allen-Southwell scheme in 1D. Finally, we introduce a modification of the streamline upwind Petrov/Galerkin (SUPG) method on convection-oriented meshes. This new method enjoys several profitable properties such as the ful- filment of the discrete maximum principle. Besides the analysis of the method and derivation of a priori error estimates in respective energy norms we also carry out several numerical experiments verifying the theoretical results.

>Magister Scientiae - MSc / In this thesis, we investigate the HIV/AIDS epidemic in a population which experiences a significant flow of immigrants. We derive and analyse a math- ematical model that describes the dynamics of HIV infection among the im- migrant youths and intervention that can minimize or prevent the spread of the disease in the population. In particular, we are interested in the effects of public-health education and of parental care.We consider existing models of public-health education in HIV/AIDS epidemi-ology, and provide some new insights on these. In this regard we focus atten-tion on the papers [b] and [c], expanding those researches by adding sensitivity analysis and optimal control problems with their solutions.Our main emphasis will be on the effect of parental care on HIV/AIDS epidemi-ology. In this regard we introduce a new model. Firstly, we analyse the model without parental care and investigate its stability and sensitivity behaviour.We conduct both qualitative and quantitative analyses. It is observed that in the absence of infected youths, disease-free equilibrium is achievable and is asymptotically stable. Further, we use optimal control methods to determine the necessary conditions for the optimality of intervention, and for disease eradication or control. Using Pontryagin’s Maximum Principle to check the effects of screening control and parental care on the spread of HIV/AIDS, we observe that parental care is more effective than screening control. However, the most efficient control strategy is in fact a combination of parental care and screening control. The results form the central theme of this thesis, and are included in the manuscript [a] which is now being reviewed for publication. Finally, numerical simulations are performed to illustrate the analytical results.

Made available in DSpace on 2016-06-02T20:27:36Z (GMT). No. of bitstreams: 1 1610.pdf: 953018 bytes, checksum: 71de779ec49ee3cef03c3060c45a97f3 (MD5) Previous issue date: 2007-11-20 / Financiadora de Estudos e Projetos / In this work, we will study the existence and nonexistence of positive weak solutions for two classes of elliptic systems with weights. The first class will involve nonlinearities of the type positone and semipositone. We will prove a strong maximum principle, and we will obtain some properties of the first eigenfunction of the eigenvalue problem associated to our operator, and also we will prove the sub and supersolution method. The second class will involve a nonlinear perturbation. We will use the variational methods to study the subcritical and critical situations, and under certain hypotheses, we will show the existence of a second weak solution. / Neste trabalho, estudaremos a existência e inexistência de solução fraca positiva para duas classes de sistemas elípticos com pesos. A primeira classe envolverá não linearidades do tipo positônico e semipositônico. Provaremos um princípio de máximo forte, e obteremos algumas propriedades da primeira autofunção do problema de autovalor associado ao nosso operador, e também provaremos o método de sub e supersolução. A segunda classe que consideraremos terá uma perturbação não linear. Usaremos os métodos variacionais para estudar tanto a situação subcrítica quanto à situação crítica, e sob certas hipóteses, mostraremos a existência de uma segunda solução fraca.

Thesis (DTech (Mechanical Engineering))--Cape Peninsula University of Technology, 2012 / In this thesis, we investigate certain key aspects of mathematical modelling to explain the epidemiology of HIV/AIDS at the workplace and to assess the potential benefits of proposed control strategies. Deterministic models to investigate the effects of the transmission dynamics of HIV/AIDS on labour force productivity are formulated. The population is divided into mutually exclusive but exhaustive compartments and a system of differential equations is derived to describe the spread of the epidemic. The qualitative features of their equilibria are analyzed and conditions under which they are stable are provided. Sensitivity analysis of the reproductive number is carried out to determine the relative importance of model parameters to initial disease transmission. Results suggest that optimal control theory in conjunction with standard numerical procedures and cost effective analysis can be used to determine the best intervention strategies to curtail the burden HIV/AIDS is imposing on the human population, in particular to the global economy through infection of the most productive individuals. We utilise Pontryagin’s Maximum Principle to derive and then analyze numerically the conditions for optimal control of the disease with effective use of condoms, enlightenment/educational programs, treatment regime and screening of infectives. We study the potential impact on productivity of combinations of these conventional control measures against HIV. Our numerical results suggest that increased access to antiretroviral therapy (ART) could decrease not only the HIV prevalence but also increase productivity of the infected especially when coupled with prevention, enlightenment and screening efforts.