Controllability with capture

A system is assumed to be governed by a set of ordinary first-order differential equations subject to control. Conditions are developed for the determination of the set of points in state space from which there exist suitable controls that can transfer these points to a single prescribed target set in a finite time interval and maintain the system within the target for all future time.A candidate for a capturing subtarget, to be used in conjunction with sufficient conditions derived here, may be obtained from conditions shown to be necessary on the boundary of the subtarget. The concepts are illustrated by an example which suggests a method of how to satisfy the sufficient conditions numerically.This research was supported by a University of Queensland Travel Grant and NSF Grant No. INR-76-00846.     

On the uniform exponential stability of a wide class of linear time-delay systems

This paper deals with the global uniform exponential stability independent of delay of time-delay linear and time-invariant systems subject to point and distributed delays for the initial conditions being continuous real functions except possibly on a set of zero measure of bounded discontinuities. It is assumed that the delay-free system as well as an auxiliary one are globally uniformly exponentially stable and globally uniform exponential stability independent of delay, respectively. The auxiliary system is typically a part of the overall dynamics of the delayed system but not necessarily the isolated undelayed dynamics as usually assumed in the literature. Since there is a great freedom in setting such an auxiliary system, the obtained stability conditions are very useful in a wide class of practical applications.     

Nonlinear Impulse Target Problems under State Constraint: A Numerical Analysis Based on Viability Theory

We study the problem of reaching a target without leaving a prescribed set for controlled impulse dynamics. First, we provide a numerical procedure for the approximation of the set of initial conditions from which the objective can be met. Then we show that the minimum time function associated with this target problem can be approached by a sequence of value functions for suitable discrete-time systems. This can be deduced from the fact that the epigraph of the minimum time function is the set of initial conditions from which a target can be reached without leaving a constraint set for an auxiliary impulse system. In this case, the numerical procedure for the qualitative target problem can be simplified. We provide results for estimating the convergence rate of the simplified scheme.     

Input–Output Identifiability of Continuous-Time Linear Systems

In time-domain identification of linear systems the aim is to estimate the impulse response or transfer function of a linear system to within a given tolerance using a finite number of noisy observations of the output. Whether this is possible depends on the model set, that is, a given set to which the system is assumed to belong a priori. We give necessary and sufficient conditions on the model set to ensure that such identification is possible in the continuous-time case.     

Impulse capture basins of sets under impulse control systems

Given a target contained in a constrained set and an impulse control system governing the evolutions of runs or executions, that are hybrids of continuous and discrete evolutions, this paper studies and provides several characterizations of the capture basin of the target viable in the constrained set. It is the subset of initial runs from which start at least one run viable in the constrained set until it reaches the target in finite time. It also provides algorithms and regulation rules governing the runs that reach the targets while obeying state constraints.     

Playability with and without capture

A two-player qualitative differential game with a given target is considered. The first player is assumed to have two objectives: to drive the system to the target in finite time (playability) and then to keep it there indefinitely (playability with capture). Both are to be accomplished against all possible control actions of the second player. Playability without capture implies that the second player cannot avoid the target, but can prevent capture by choosing controls to drive the system out of the target and perhaps keep it out indefinitely (playability with escape) against all possible control actions of the first player. Sufficient conditions for playability with and without capture and playability with escape are derived. Means of determining states from which each case may be attained are examined. Candidates for capturing and escape subtargets, to be used in conjunction with the sufficient conditions developed here, may be obtained from the conditions shown to be necessary on boundaries of the subtargets. An example closes the paper.This research was supported by a University of Queensland Travel Grant.     

Optimal constrained selection of a measurable subset

Necessary and sufficient conditions are given for a class of optimization problems involving optimal selection of a measurable subset from a given measure space subject to set function inequality constraints. Results are developed firstly for the case where the set functions involved possess a differentiability property and secondly where a type of convexity is present. These results are then used to develop numerical methods. It is shown that in a special case the optimal set can be obtained via solution of a fixed point problem in Euclidean space.     

Stability of impulsive time-varying systems and compactness of the operators mapping the input space into the state and output spaces

This paper is concerned with time-varying systems with non-necessarily bounded everywhere continuous time-differentiable time-varying point delays. The delay-free and delayed dynamics are assumed to be time-varying and impulsive, in general, and the external input may also be impulsive. For given bounded initial conditions, the (unique) homogeneous state-trajectory and output trajectory are equivalently constructed from three different auxiliary homogeneous systems, the first one being delay-free and time-invariant, the second one possessing the delay-free dynamics of the current delayed system and the third one being the homogeneous part of the system under study. In this way, the constructed solution trajectories of both the unforced and forced systems are obtained from different (input-state space/output space and state space to output space) operators. The system stability and the compactness of the operators describing the solution trajectories are investigated.     

Differential guidance game with incomplete information on the state coordinates and unknown initial state

We study the problem of guaranteed positional guidance of a linear partially observable control system to a convex target set at a given time. The problem is considered in the case of incomplete information. More precisely, it is assumed that the system is subjected to some unknown disturbance; in addition, the initial state is unknown as well. But the sets of admissible disturbances and the set of admissible initial states are known. The latter is assumed to be finite. We construct an algorithm for solving this problem.     

Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets

This paper is dedicated to solving a nonsmooth second-order cone complementarity problem, in which the mapping is assumed to be locally Lipschitz continuous, but not necessarily to be continuously differentiable everywhere. With the help of the vector-valued Fischer-Burmeister function associated with second-order cones, the nonsmooth second-order cone complementarity problem can be equivalently transformed into a system of nonsmooth equations. To deal with this reformulated nonsmooth system, we present an approximation function by smoothing the inner mapping and the outer Fischer-Burmeister function simultaneously. Different from traditional smoothing methods, the smoothing parameter introduced is treated as an independent variable. We give some conditions under which the Jacobian of the smoothing approximation function is guaranteed to be nonsingular. Based on these results, we propose a smoothing Newton method for solving the nonsmooth second-order cone complementarity problem and show that the proposed method achieves globally superlinear or quadratic convergence under suitable assumptions. Finally, we apply the smoothing Newton method to a network Nash-Cournot game in oligopolistic electric power markets and report some numerical results to demonstrate its effectiveness.

     

Optimal dividend payments under a time of ruin constraint: Exponential claims

We consider the optimal dividends problem under the Cramér–Lundberg model with exponential claim sizes subject to a constraint on the expected time of ruin. We introduce the dual problem and show that the complementary slackness conditions are satisfied, thus there is no duality gap. Therefore the optimal value function can be obtained as the point-wise infimum of auxiliary value functions indexed by Lagrange multipliers. We also present a series of numerical examples.     

黎曼流形上的法坐標

<正> 1952年P.Hartman和A.Wintner建立了下述定理:設連續函數E(u,ν),F(u,ν),G(u,ν)在點(0,0)的鄰域內满足條件     

On the attainability problem under state constraints with piecewise smooth boundary

The paper is devoted to the problem of approximating reachable sets for a nonlinear control system with state constraints given as a solution set of a finite system of nonlinear inequalities. Each of these inequalities is given as a level set of a smooth function, but their intersection may have nonsmooth boundary. We study a procedure of eliminating the state constraints based on the introduction of an auxiliary system without constraints such that the right-hand sides of its equations depend on a small parameter. For state constraints with smooth boundary, it was shown earlier that the reachable set of the original system can be approximated in the Hausdorff metric by the reachable sets of the auxiliary control system as the small parameter tends to zero. In the present paper, these results are extended to the considered class of systems with piecewise smooth boundary of the state constraints.     

Suboptimal target control for hybrid automata using model predictive control

In this paper, a computationally efficient controller is proposed for the target control problem when the system is modelled by hybrid automata. The design is carried out in two stages. First, we compute off-line the shortest switching path which has the minimum discrete cost from an initial set to the given target set. Next, a controller is derived which successfully drives the system from any given initial state in the initial set to the target set while minimizing a cost function. The model predictive control (MPC) technique is used when the current state is not within a guard set, otherwise the mixed-integer predictive control (MIPC) technique is employed. An on-line, semi-explicit control algorithm is derived by combining these two techniques. When the system is subject to additive bounded disturbance, it is shown that the proposed on-line control algorithm holds if tighter constraints on the original nominal state and controller are imposed. Finally, as an application of the proposed control procedure, the high-speed and energy-saving control problem of the CPU processing is considered.     

Guidance problem for a distributed system with incomplete information on the state coordinates and an unknown initial state

We study the problem of guaranteed positional guidance of a linear partially observable control system with distributed parameters to a convex target set at a given time. The problem is considered under incomplete information. More precisely, we assume that the system is subjected to an unknown disturbance; in addition, the initial state is assumed to be unknown as well. Further, the sets of admissible disturbances and the set of admissible initial states, which is assumed to be finite, are known. An algorithm for solving the problem is suggested.     

Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain

Motivated by queueing systems playing a key role in the performance evaluation of telecommunication networks, we analyze in this paper the stationary behavior of a fluid queue, when the instantaneous input rate is driven by a continuous-time Markov chain with finite or infinite state space. In the case of an infinite state space and for particular classes of Markov chains with a countable state space, such as quasi birth and death processes or Markov chains of the G/M/1 type, we develop an algorithm to compute the stationary probability distribution function of the buffer level in the fluid queue. This algorithm relies on simple recurrence relations satisfied by key characteristics of an auxiliary queueing system with normalized input rates.      

Almost approximately inner product preserving mappings

Summary. Motivated by previous papers dealing with mappings preserving the inner product almost everywhere as well as by stability results for the orthogonality equation we investigate a combination of these two problems. We show that a mapping that preserves inner product approximately and up to a negligible set of arguments has to be almost everywhere close to an exact solution of the orthogonality equation.     

The generation of a social welfare function under ordinal preferences

Against the background of recent impossibility theorems, the paper establishes a number of rules for the formation of social preferences to ensure the generation of a Bergson-Samuelson social welfare function of the desired ‘individualistic’ form. It demonstrates that such welfare functions can indeed exist under conditions of simply ordinality of individual preferences and a lack of interpersonal comparability, for the general n-person case with only weak restrictions upon individual preferences. A valuable tool of social welfare theory for the single-profile case is therefore restored under a wide set of conditions. By examining Kemp and Ng's justification for their A3 condition in this context, we are able also to highlight a number of key differences between the conditions satisfied by many political constitutions and the requirements for achieving the positive existence of a Bergson-Samuelson social welfare function. In particular the paper focusses here on the weighting systems on individual preferences that are consistent with generating an individualistic welfare function and examines the information content of individual ordinal preferences which must be utilized if the desired welfare function is to result.     

Everywhere Differentiable Functions without Monotonicity Intervals and Transcendental Numbers

The class of everywhere differentiable functions without monotonicity intervals is considered in terms of number theory. A number-theoretic representation of the set of points of the unit interval is constructed using the classification of transcendental numbers proposed by K. Mahler, and a theorem on sufficient conditions for differentiable functions to belong to this class is stated. Results concerning the behavior of derivatives of functions from this class are presented. A mixed problem for the heat equation modeling heat transfer in a distributed system is considered. It is shown that the control function for this system can be everywhere differentiable but having no monotonicity intervals.