Maximum Principle for a Control Problem Governed by an Evolution Equation

We prove the maximum principle for an optimal control problem governed by the system

Numerical solution of a relaxed control problem by the epsilon method

A relaxed control problem is solved using the epsilon method of Balakrishnan. The singularity of the problem with respect to one of the controls presents no difficulty. However, solutions are sensitive to the initial guess of the states and controls. For a system with true dynamics, terminal conditions may generally be approximated, but cannot be satisfied exactly.This paper is based on the MS Thesis of K. Shmueli at the Department of Aeronautical Engineering, Technion-Israel Institute of Technology, Haifa, Israel.     

A Filippov-type lemma for functions involving delays and its application to time-delayed optimal control problems

A Filippov-type lemma for functions involving delays is derived. This lemma is used to prove the existence of an optimal control for a class of nonlinear control processes with delays appearing in both state and control variables.The author wishes to express his gratitude to Dr. E. Noussair and Dr. K. L. Teo for their guidance in the preparation of this paper. Also, the author wishes to thank Professor L. Cesari for his valuable suggestion.     

Comments on a selector theorem in Banach spaces

Recently, Cole (Ref. 1) presented a selection theorem in reflexive Banach spaces under certain convexity assumptions. In this paper, we present a proof of Cole's selection theorem without imposing the convexity condition. This makes the result more powerful for application in optimal control theory.The authors would like to thank Professor L. Cesari for pointing out a critical misprint in the original version of this note.     

Viscosity Solutions of HJB Equations with Unbounded Data and Characteristic Points

We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton–Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.     

Controller synthesis for constrained discrete-time switched positive linear systems

This paper investigates the controller synthesis for a class of discrete-time switched linear systems with bounds on the controls and the states. First, the synthesis of state-feedback controllers guaranteeing positivity and stability of the closed-loop system is studied for sign-restricted inputs. Also, the results can be extended to asymmetrically bounded controls and constrained states. All the derived conditions are shown as linear programming framework. In addition, a cost function is proposed to maximize the length of the box constraints on the initial state. Finally, several numerical examples illustrate the validity of the developed results.     

Abort landing in the presence of windshear as a minimax optimal control problem,part 1: Necessary conditions

The landing of a passenger aircraft in the presence of windshear is a threat to aviation safety. The present paper is concerned with the abort landing of an aircraft in such a serious situation. Mathematically, the flight maneuver can be described by a minimax optimal control problem. By transforming this minimax problem into an optimal control problem of standard form, a state constraint has to be taken into account which is of order three. Moreover, two additional constraints, a first-order state constraint and a control variable constraint, are imposed upon the model. Since the only control variable appears linearly, the Hamiltonian is not regular. Thus, well-known existence theorems about the occurrence of boundary arcs and boundary points cannot be applied. Numerically, this optimal control problem is solved by means of the multiple shooting method in connection with an appropriate homotopy strategy. The solution obtained here satisfies all the sharp necessary conditions including those depending on the sign of certain multipliers. The trajectory consists of bang-bang and singular subarcs, as well as boundary subarcs induced by the two state constraints. The occurrence of boundary arcs is known to be impossible for regular Hamiltonians and odd-ordered state constraints if the order exceeds two. Additionally, a boundary point also occurs where the third-order state constraint is active. Such a situation is known to be the only possibility for odd-ordered state constraints to be active if the order exceeds two and if the Hamiltonian is regular. Because of the complexity of the optimal control, this single problem combines many of the features that make this kind of optimal control problems extremely hard to solve. Moreover, the problem contains nonsmooth data arising from the approximations of the aerodynamic forces and the distribution of the wind velocity components. Therefore, the paper can serve as some sort of user's guide to solve inequality constrained real-life optimal control problems by multiple shooting.An extended abstract of this paper was presented at the 8th IFAC Workshop on Control Applications of Nonlinear Programming and Optimization, Paris, France, 1989 (see Ref. 1).This paper is dedicated to Professor Hans J. Stetter on the occasion of his 60th birthday.     

Max-min controllability in pursuit games with norm-bounded controls

In this article, we consider max-min controllability in linear pursuit games with norm-bounded controls. Our approach is based on the separation theorem of disjoint compact convex sets in Euclidean space. Necessary and sufficient conditions for max-min controllability are given in terms of an explicit relative controllability expression which, in a sense, is a comparison between the control capabilities of the competing parties. Minimal time and optimal norm problems are investigated.     

Robust Decentralized Stabilization of Uncertain Large-Scale Discrete-Time Systems with Delays

This paper describes the synthesis of robust decentralized controllers for uncertain large-scale discrete-time systems with time delays in the subsystem interconnections. Based on the Lyapunov method, a sufficient condition for robust stability is derived in terms of a linear matrix inequality (LMI). The solutions of the LMIs can be obtained easily using efficient convex optimization techniques. A numerical example is given to illustrate the proposed method.     

On a fractional impulsive partial stochastic integro-differential equation with state-dependent delay and optimal controls

This paper is mainly concerned with a new class of fractional impulsive partial stochastic integro-differential equations with state-dependent delay and optimal controls in Hilbert spaces. Firstly, a more appropriate concept for mild solutions is introduced. Secondly, existence and uniqueness of mild solutions are proved by means of stochastic analysis theory, fractional calculus and the fixed point technique combined with solution operator. The existence of optimal pairs of system governed by fractional impulsive partial stochastic integro-differential equations is also presented. Finally, an example is given for demonstration.