The Optimal Control of a Train

We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.     

具有点态控制约束热方程的时间与范数最优控制问题的等价性

本文研究了具有点态控制热方程的等价性问题.利用变分法分析时间最优控制的唯一性,能控性以及范数最优控制的特征,获得了具有点态控制约束热方程的时间与范数最优控制问题之间的等价性,推广了现有文献的结果.     

从树型集上最优停止问题到一般偏序集上最优停止问题

本文讨论了树型集上与偏序集上最优停止问题两者间的关系，证明了最优策略与最优控制变量的一一对应关系，从而导出最优策略．可在最优控制变量中取到．     

An inverse optimal problem in discrete-time stochastic control

In this paper, we study an inverse optimal problem in discrete-time stochastic control. We give necessary and sufficient conditions for a solution to a system of stochastic difference equations to be the solution of a certain optimal control problem. Our results extend to the stochastic case the work of Dechert. In particular, we present a stochastic version of an important principle in welfare economics.     

OPTIMAL HARVESTING AND SPATIAL PATTERNS IN A SEMIARID VEGETATION SYSTEM

We consider an infinite time horizon spatially distributed optimal harvesting problem for a vegetation and soil water reaction diffusion system, with rainfall as the main external parameter. By Pontryagin's maximum principle, we derive the associated four‐component canonical system (CS), and numerically analyze this and hence the optimal control problem in two steps. First, we numerically compute a rather rich bifurcation structure of flat (spatially homogeneous) canonical steady states and patterned canonical steady states (FCSS and PCSS, respectively), in 1D and 2D. Then, we compute time‐dependent solutions of the CS that connect to some FCSS or PCSS. The method is efficient in dealing with nonunique canonical steady states, and thus also with multiple local maxima of the objective function. It turns out that over wide parameter regimes the FCSS, i.e., spatially uniform harvesting, are not optimal. Instead, controlling the system to a PCSS yields a higher profit. Moreover, compared to (a simple model of) private optimization, the social control gives a higher yield, and vegetation survives for much lower rainfall. In addition, the computation of the optimal (social) control gives an optimal tax to incorporate into the private optimization.     

Solutions for a class of optimal control problems with time delay,part 1

The optimal control of a system whose state is governed by a nonlinear autonomous Volterra integrodifferential equation with unbounded time interval is considered. Specifically, it is assumed that the delay occurs only in the state variable. We are concerned with the existence of an overtaking optimal trajectory over an infinite horizon. The existence result that we obtain extends the result of Carlson (Ref. 1) to a situation where the trajectories are not necessary bounded. Also, we study the structure of approximate solutions for the problem on a finite interval.The author thanks A. Leizarowitz for fruitful discussions.     

A penalty function method for solving inverse optimal value problem

In order to consider the inverse optimal value problem under more general conditions, we transform the inverse optimal value problem into a corresponding nonlinear bilevel programming problem equivalently. Using the Kuhn–Tucker optimality condition of the lower level problem, we transform the nonlinear bilevel programming into a normal nonlinear programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty. Then we give via an exact penalty method an existence theorem of solutions and propose an algorithm for the inverse optimal value problem, also analysis the convergence of the proposed algorithm. The numerical result shows that the algorithm can solve a wider class of inverse optimal value problem.     

Existence and explicit determination of optimal stopping times

We consider large classes of continuous time optimal stopping problems for which we establish the existence and form of the optimal stopping times. These optimal times are then used to find approximate optimal solutions for a class of discrete time problems.     

Optimal Enforcement on a Pure Seller's Market of Illicit Drugs

An optimal control problem for the dynamic enforcement (crackdown) of dealers on a pure seller's market for illicit drugs is explored. Theorems on existence and uniqueness of the optimal synthesis are proved. Using a technique of resolution of singularities for degenerate differential equations, we design analytically an optimal enforcement policy.     

关于运输问题最优解的进一步讨论

首先给出了运输问题最优解的相关概念,将最优解扩展到广义范畴,提出狭义多重最优解和广义多重最优解的概念及其区别.然后给出了惟一最优解、多重最优解、广义有限多重最优解、广义无限多重最优解的判定定理及其证明过程.最后推导出了狭义有限多重最优解个数下限和广义有限多重最优解个数上限的计算公式,并举例验证了结论的正确性.     

投资和再保险策略下保险公司的最优合并时刻问题

本文考虑的是允许采用比例再保险策略和投资策略的两个保险公司如何寻找最优合并时刻的问题.两个保险公司的风险过程由漂移布朗运动刻画,目标为最大化它们的生存概率.各个公司的安全负荷系数和波动系数在决定两公司是否要合并时起到了关键作用.决定合并后,公司合并费用,合并前后公司的生存概率状况在决定最优合并时刻时起到了关键作用.我们分两种情况讨论了这个问题并分别给出相应情况下的最优策略和值函数.     

Conditions and Algorithm for Optimal Solution of Probabilistic Constrained Programming

1.IntroductionAsweknow,theerroralwaysexistsinmeasurementanditisnormallydistributed,soweconsideraprobabilisticconstrainedprogrammingasbelow:WhereAeRTxnisastochaJsticmatrix,A1)A2,...,A.aretherowsofAandeachAinormallydistributedwithmeanmiandcovariancematrixDi,BER"x"isdeterministicmatrix,xisann-dimensionaldecisionvariable,b,c,daredeterministicvectorsofdimensionrtnfmrespectively,pisconstantreliabilitylevel,1相似文献   

不确定的时间范围下含期权的最优投资决策

不同于以往研究的含期权的最优投资消费决策,研究了不确定的时间范围下含期权的最优投资决策,运用动态规划原理和随机分析的方法,解决对应的最优控制问题,最优策略可通过对应的HJB方程得到,并显式地得到了HARA效用下的最优投资策略及最优财富过程.     

侧钻水平井轨道设计模型、算法及应用

本针对三维水平井轨道优化设计问题，建立了以非线性常微分方程为主要约束条件的最优控制模型。以均匀设计方法选初始点，并依此把允许区域分解为有限多个子域，在每个子域上构造了改进的Hooke-Jeeves优化算法，将它用于多口水平井的实际生产中，表明了本给出的模型、算法及软件的正确性与有效性。     

一个非线性扩散系统解的存在性及线性系统的最优控制

讨论关于生物种群的一个非线性扩散系统和线性系统的一些问题,得到了非线性扩散系统弱解的存在性;线性系统最优繁殖率的存在性和关于边界扰动的最优解的存在唯一性。     

W_2~m[a,b]空间中线性泛函最佳逼近的深入讨论

本文基础上给出了Wm2(a,b)空间再生核构造的普遍方法,并利用再生核讨论算于插值样条的投影性质及最佳数值逼近问题     

Hölder Continuity of Adjoint States and Optimal Controls for State Constrained Problems

We investigate Hölder regularity of adjoint states and optimal controls for a Bolza problem under state constraints. We start by considering any optimal solution satisfying the constrained maximum principle in its normal form and we show that whenever the associated Hamiltonian function is smooth enough and has some monotonicity properties in the directions normal to the constraints, then both the adjoint state and optimal trajectory enjoy Hölder type regularity. More precisely, we prove that if the state constraints are smooth, then the adjoint state and the derivative of the optimal trajectory are Hölder continuous, while they have the two sided lower Hölder continuity property for less regular constraints. Finally, we provide sufficient conditions for Hölder type regularity of optimal controls.     

Optimal design and control of queues

We have divided this review into two parts. The first part is concerned with the optimal design of queueing systems and the second part deals with the optimal control of queueing systems. The second part, which has the lion’s share of the review since it has received the most attention, focuses mainly on the modelling aspects of the problem and describes the different kinds of threshold (control) policy models available in the literature. To limit the scope of this survey, we decided to limit ourselves to research on papers dealing with the three policies (N, T, and D), where a cost function is designed specifically and optimal thresholds that yield minimum cost are sought.     

Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions

Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give an explicit equation to find the optimal stopping threshold for problems with one-sided stopping regions, and an explicit formula for the value function of the problem. This representation also gives light on the validity of the smooth-fit (SF) principle. The results are illustrated by solving some classical problems, and also through the solution of: optimal stopping of the skew Brownian motion and optimal stopping of the sticky Brownian motion, including cases in which the SF principle fails.     

饮料罐尺寸的最优解证明及其优化设计

为了发掘节省原料的潜力,对销量很大的饮料易拉罐进行优化设计.建立起具有通用性的优化模型;运用压缩变量技术,解决了模型复杂不易求解的困难;给出了便于实施计算的一整套显式求解公式.通过方向导数分析和流动极值分析,证明了解的最优性,指出了目标函数的退化特征及其临界状态;结合数学理论分析、具体数值计算和实际工艺条件,形成了层层递进式的优化设计途径.