Simultaneous Optimal Controls for Non-Stationary Stokes Systems

This paper deal with optimal control problems for a non-stationary Stokes system. We study a simultaneous distributed-boundary optimal control problem with distributed observation. We prove the existence and uniqueness of a simultaneous optimal control and we give the first order optimality condition for this problem. We also consider a distributed optimal control problem and a boundary optimal control problem and we obtain estimations between the simultaneous optimal control and the optimal controls of these last ones. Finally, some regularity results are presented.     

Strong controllability and optimal control of the heat equation with a thermal source

In this paper we consider an optimal control system described byn-dimensional heat equation with a thermal source. Thus problem is to find an optimal control which puts the system in a finite time T, into a stationary regime and to minimize a general objective function. Here we assume there is no constraints on control. This problem is reduced to a moment problem.We modify the moment problem into one consisting of the minimization of a positive linear functional over a set of Radon measures and we show that there is an optimal measure corresponding to the optimal control. The above optimal measure approximated by a finite combination of atomic measures. This construction gives rise to a finite dimensional linear programming problem, where its solution can be used to determine the optimal combination of atomic measures. Then by using the solution of the above linear programming problem we find a piecewise-constant optimal control function which is an approximate control for the original optimal control problem. Finally we obtain piecewise-constant optimal control for two examples of heat equations with a thermal source in one-dimensional.     

OPTIMAL CONTROL OF FINANCIAL MANAGEMENT SYSTEMS WIITH DELAY

Recentlymoderncontroltheoryhasbeenwidelyusedineconomymanagementsystems.Particularlythetheoryofoptimalcontrolisusedinfinancialmanagementsystemswithgreatsuccess.Butwenoticethatfinancialmanagementsystemsaregenerallycontrolsystemswithdelay.Theoptimizationofth…     

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.     

Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation

In this paper, we propose a new deterministic global optimization method for solving nonlinear optimal control problems in which the constraint conditions of differential equations and the performance index are expressed as polynomials of the state and control functions. The nonlinear optimal control problem is transformed into a relaxed optimal control problem with linear constraint conditions of differential equations, a linear performance index, and a matrix inequality condition with semidefinite programming relaxation. In the process of introducing the relaxed optimal control problem, we discuss the duality theory of optimal control problems, polynomial expression of the approximated value function, and sum-of-squares representation of a non-negative polynomial. By solving the relaxed optimal control problem, we can obtain the approximated global optimal solutions of the control and state functions based on the degree of relaxation. Finally, the proposed global optimization method is explained, and its efficacy is proved using an example of its application.     

Time optimal sampled-data controls for the heat equation

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls.The study of such a time optimal sampled-data control problem is not easy, because it may have infinitely many optimal controls. We find connections among this problem, a minimal norm sampled-data control problem and a minimization problem, and obtain some properties on these problems. Based on these, we not only build up error estimates for optimal time and optimal controls between the time optimal sampled-data control problem and the time optimal distributed control problem, in terms of the sampling period, but we also prove that such estimates are optimal in some sense.     

A numerical method for an optimal control problem with minimum sensitivity on coefficient variation

In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method.     

考虑收益率及破产补偿函数的奇异最优随机控制模型

通过在目标结构中引入收益率及破产补偿函数,建立了一非对称型最优奇异随机控制模型.利用随机积分及最优控制理论,得出了最大回报函数的显式解及相应的最优控制策略.     

Optimal harvesting for nonlinear age-dependent population dynamics

In this paper, we investigate an optimal harvesting problem for nonlinear age-dependent population dynamics. Using the concept of the normal cone, we also obtain the necessary conditions for optimality for the optimal control problem. Using Ekeland’s variational principle, we demonstrate the existence and uniqueness of solutions for the optimal control problem. Finally, we give the synthesis of the optimal feedback law.     

动态投入产出最优控制模型

本文建立了一个新的具有上下限约束的投入产出问题的最优控制模型 ,并把最优控制问题转化为动态规划问题 ,利用动态最优化的方法给出了该问题的求解方法     

A non-linear parabolic control problem with non-homogeneous boundary condition—convergence of Galerkin approximation

The paper is concerned with optimal control problem for a non-linear parabolic equation with non-homogenous boundary condition and quadratic cost. The control is acting in a nonlinear equation. We derive some results on the existence of optimal controls. Then we treat optimal control problem by Galerkin method and we prove the convergence of optimal values for approximated control problems to the one for the original problem. Finally, we apply the results to give a simple example. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

The existence results for optimal control problems governed by a variational inequality

In this paper, we establish the existence of the optimal control for an optimal control problem where the state of the system is defined by a variational inequality problem with monotone type mappings. Moreover, as an application, we get several existence results of an optimal control for the optimal control problem where the system is defined by a quasilinear elliptic variational inequality problem with an obstacle.     

Mixed control problem under partial observation

In this paper, we consider the control problem with optimal stopping of a jump process. Using compactification methods, we obtain the existence of an optimal Markovian optimal control.     

动态投入产出灰色最优控制模型

根据灰色系统理论,建立了动态投入产出问题的灰色最优控制模型.利用灰集合理论,把灰色最优控制问题转化为以隶属度为目标函数的(非灰色的)非线性规划问题,从而可利用非线性规划的方法求解这个灰色最优控制问题.     

Bilevel programming problems with simple convex lower level

This article is dedicated to the study of bilevel optimal control problems equipped with a fully convex lower level of special structure. In order to construct necessary optimality conditions, we consider a general bilevel programming problem in Banach spaces possessing operator constraints, which is a generalization of the original bilevel optimal control problem. We derive necessary optimality conditions for the latter problem using the lower level optimal value function, ideas from DC-programming and partial penalization. Afterwards, we apply our results to the original optimal control problem to obtain necessary optimality conditions of Pontryagin-type. Along the way, we derive a handy formula, which might be used to compute the subdifferential of the optimal value function which corresponds to the lower level parametric optimal control problem.     

Nonlinear optimal control problems of degenerate parabolic equations with logistic time-varying delays of convolution type

In this article, we consider a bioeconomic model for optimal control problems which are governed by degenerate parabolic equations governing diffusive biological species with logistic growth terms and multiple time-varying delays. The time-varying delays are given in a convolution form. The existence, uniqueness and regularity results to the state equations with homogeneous Dirichlet and Neumann boundary conditions are established. The vanishing viscosity method is used to obtain the existence result. Afterwards, we formulate the optimal control problem in two cases. Firstly, we suppose that this biological species causes damage to environment (e.g. forest, agriculture): the optimal control is the trapping rate and the cost functional is a combination of damage and trapping costs. Secondly, an optimal harvesting control of a biological species is considered: the optimal control is a distribution of harvesting effort on the biological species and the cost functional measure the difference between economic revenue and cost. The existence and the condition of uniqueness of the optimal solution are obtained. A nonlinear optimality system is derived, characterizing the optimal control.     

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.     

动态投入产出问题的动态最优化方法

本文建立了动态投入产出问题的动态最优化模型,利用动态最优化方法,给出该问题的求解方法.     

Managing procurement and production outsourcing under dynamic prices

This paper proposes a procurement and production outsourcing model subject to a dynamic prices environment. Using the optimal control theory we obtain the necessary conditions of the optimal procurement and production policy. From the study of optimal control conditions, we derive qualitative properties of the optimal procurement and production decisions for a few exemplifying cases. Through these results we are able to provide some managerial implications for managers to make real decisions.     

On the existence of optimal controls for nonlinear infinite dimensional systems

We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.