OPTIMAL INVESTMENT IN THE PROTECTION OF A VULNERABLE BIOLOGICAL RESOURCE

It is assumed that the probability of destruction of a biological asset by natural hazards can be reduced through investment in protection. Specifically a model, in which the hazard rate depends on both the age of the asset and the accumulated invested protection capital, is assumed. The protection capital depreciates through time and its effectiveness in reducing the hazard rate is subject to diminishing returns. It is shown how the investment schedule to maximize the expected net present value of the asset can be determined using the methods of deterministic optimal control, with the survival probability regarded as a state variable. The optimal investment pattern involves “bang-bang-singular” control. A numerical scheme for determining jointly the optimal investment policy and the optimal harvest (or replacement) age is outlined and a numerical example involving forest fire protection is given.     

逆（反）对策问题与“奇门遁甲”预测理论（术）

本文首先提出逆（反）对策这一新问题，给出了数学模型；探讨了“奇门遁甲”预测理论（术）中的数学问题；通过系统分析“专门遁甲”预测过程，可知它的预测过程隐含着一个特殊的逆（反）对策问题；最后指出逆（反）对策问题的广泛存在并给出案例分析．     

Motion Control by ZV Shaper Synthesis Extended for Fractional Systems and Its Application to CRONE Control

Shaping command input or preshaping is used for reducing system oscillation in motion control. Desired systems inputs are altered so that the system finishes the requested move without residual oscillation. This technique, developed by N.C. Singer and W.P. Seering, is used for example in the aerospace field, in particular in flexible structure control. This paper presents the study of ZV shaper for explicit fractional derivative systems (generalized derivative systems). A robustness study of ZV shaper is then presented and applied to improve second generation CRONE control response time. Results from simulation and from a DC motor bench are also given.     

The optimal path of piston motion for Otto cycle with linear phenomenological heat transfer law

An Otto cycle engine with internal and external irreversibilities of friction and heat leakage, in which the heat transfer between the working fluid and the environment obeys linear phenomenological heat transfer law [q ∝△(T -1)], is studied in this paper. The optimal piston motion trajectory for maximizing the work output per cycle is derived for the fixed total cycle time and fuel consumed per cycle. Optimal control theory is applied to determine the optimal piston trajectories for the cases of with and w...     

Enhanced spontaneous emission factor for microcavity lasers

The microcavity and the influence of nonradiative recombination can control spontaneous emission. An analytic resolution of rate equation is studied for microcavity lasers. The relationship between output prop- erties and structural parameters of multi-quantum wells (MQWs) is obtained. One of the most important consequences of the incrcased spontaneous emission factor is the reduction of laser threshold. It is found that the characteristic curve of a "thresholdless" laser is strongly nonradiative depopulation-dependent. The light output is increased by the enhanced well number and the reduced width. In particular, there is an optimal well number corresponding to the lowest threshold current density for MQW structure in the microcavity lasers.     

Global optimization approach to nonlinear optimal control

To determine the optimum in nonlinear optimal control problems, it is proposed to convert the continuous problems into a form suitable for nonlinear programming (NLP). Since the resulting finite-dimensional NLP problems can present multiple local optima, a global optimization approach is developed where random starting conditions are improved by using special line searches. The efficiency, speed, and reliability of the proposed approach is examined by using two examples.Financial support from the Natural Science and Engineering Research Council under Grant A-3515 as well as an Ontario Graduate Scholarship are gratefully acknowledged. All the computations were done with the facilities of the University of Toronto Computer Centre and the Ontario Centre for Large Scale Computations.     

Design and optimal tuning of nonlinear PI compensators

In this paper, linear time-invariant single-input single-output (SISO) systems that are stabilizable by linear proportional and integral (PI) compensators are considered. For such systems, a five-parameter nonlinear PI compensator is proposed. The parameters of the proposed compensator are tuned by solving an optimization problem. The optimization problem always has a solution.Additionally, a general nonlinear PI compensator is proposed and is approximated by easy-to-compute compensators, for instance, a six-parameter nonlinear PI compensator. The parameters of the approximate compensators are tuned to satisfy an optimality condition. The superiority of the proposed nonlinear PI compensators over linear PI compensators is discussed and is demonstrated for two feedback systems.     

A Mean–variance analysis of arbitrage portfolios

Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean–variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean–variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427–443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.     

Turbulent structures in an optimal Taylor–Couette flow between concentric counter-rotating cylinders

The turbulent structures formed in a Taylor–Couette (TC) flow established between two concentric counter-rotating cylinders were explored numerically. The shear Reynolds number was set to Re_shear = 8000 and the radius ratio was set to r_i/r_o = 0.5. An optimal flow corresponding to the maximal angular velocity transport between the cylinders was selected for the TC flow. The mean velocity profile reached its steepest value near the cylinders in the optimal TC flow. The streamwise velocity correlations at the outer cylinder in the gap exceeded those at the inner cylinder. The large convective transport of angular velocity in the gap generated a maximal angular velocity flux to achieve the optimal flow. The angular velocity flux generated by the momentum source exceeded that generated by the momentum sink. The vorticity dispersion was larger near the inner cylinder than near the outer cylinder, but vorticity stretching near the outer cylinder exceeded than that near the inner cylinder. The skin friction coefficient budgets were plotted using the velocity–vorticity correlation. The vortex stretching contributions dominated the skin friction budgets. The area near the inner cylinder was populated by stronger vortices, but their population density was smaller than the population density of the vortices near the outer cylinder. The probability density functions of the wall-normal and streamwise velocity fluctuations delineated the presence of the large wall-normal velocity fluctuations near the outer cylinder.     

On the existence of catching-up optimal solutions for Lagrange problems defined on unbounded intervals

In this paper, we are concerned with the question of the existence of optimal solutions for infinite-horizon optimal control problems of Lagrange type. In such problems, the objective or cost functional is described by an improper integral. As dictated by applications arising in mathematical economics, we do nota priori assume that this improper integral converges. This leads us to consider a weaker type of optimality, known as catching-up optimality. The results presented here utilize the classical convexity and seminormality conditions typically imposed in the existence theory for the case of finite intervals. These conditions are significantly weaker than those imposed by other authors; as a consequence, their existence results are contained as special cases of the results presented here. The method of proof utilizes the Carathéodory-Hamilton-Jacobi theory previously developed by the author for infinite-horizon optimal control problems.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor T. S. Angell.