Time-optimal control of parabolic systems with boundary conditions involving time delays

The present paper is concerned with the control of certain parabolic systems whose boundary conditions involve time delays. The optimal controls are characterized in terms of an adjoint system and shown to be unique and bang-bang. These results extend to certain cases of nonlinear control and to fixed-time, minimum-norm control problems.     

On the maximum principle for time-optimal controls for a class of distributed-boundary control problems

In this note, we present the necessary conditions of optimality for time-optimal controls for a class of distributed-boundary control problems in general Banach spaces using the semigroup theory. Theorem 3.1 is based on a recent general maximum principle due to Barbu (Ref. 1), which was proved for strictly convex reflexive Banach spaces. Theorem 3.2 generalizes this result (for time-optimal control problems) by lifting the assumption.This work was supported by the National Science and Engineering Council of Canada under Grant No. 7109.     

Hamiltonian Pontryagin's Principles for Control Problems Governed by Semilinear Parabolic Equations

In this paper we study optimal control problems governed by semilinear parabolic equations. We obtain necessary optimality conditions in the form of an exact Pontryagin's minimum principle for distributed and boundary controls (which can be unbounded) and bounded initial controls. These optimality conditions are obtained thanks to new regularity results for linear and nonlinear parabolic equations. Accepted 17 March 1997     

A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

The paper is concerned with a stochastic optimal control problem in which the controlled system is described by a fully coupled nonlinear forward-backward stochastic differential equation driven by a Brownian motion. It is required that all admissible control processes are adapted to a given subfiltration of the filtration generated by the underlying Brownian motion. For this type of partial information control, one sufficient (a verification theorem) and one necessary conditions of optimality are proved. The control domain need to be convex and the forward diffusion coefficient of the system can contain the control variable. This work was partially supported by Basic Research Program of China (Grant No. 2007CB814904), National Natural Science Foundation of China (Grant No. 10325101) and Natural Science Foundation of Zhejiang Province (Grant No. Y605478, Y606667)     

An optimal control problem with a random stopping time

This paper deals with a stochastic optimal control problem where the randomness is essentially concentrated in the stopping time terminating the process. If the stopping time is characterized by an intensity depending on the state and control variables, one can reformulate the problem equivalently as an infinite-horizon optimal control problem. Applying dynamic programming and minimum principle techniques to this associated deterministic control problem yields specific optimality conditions for the original stochastic control problem. It is also possible to characterize extremal steady states. The model is illustrated by an example related to the economics of technological innovation.This research has been supported by NSERC-Canada, Grants 36444 and A4952; by FCAR-Québec, Grant 88EQ3528, Actions Structurantes; and by MESS-Québec, Grant 6.1/7.4(28).     

An optimal control problem for systems described by partial differential equations of hyperbolic type with delay

An optimal control problem of the Gourse type with delay is investigated. With a given aim functional, a necessary condition of optimality is formulated and proved in the form of a maximum principle. The proof is based on the reduction of a problem with delay to a problem without delay.The authors thank Prof. G. Leitmann, University of California, Berkeley, for discussions and for his interest in this paper.     

Pontryagin's Principle for Time-Optimal Problems

We consider time-optimal control problems for semilinear parabolic equations with pointwise state constraints and unbounded controls. A Pontryagin's principle is obtained in nonqualified form without any qualification condition. The terminal time, which is a control variable, satisfies an optimality condition, which seems to be new in the context of control problems for partial differential equations.     

A maximum principle for an optimal control problem with integral constraints

In this paper, necessary corditions are obtained for an optimal control problem whose state variables are given in terms of integral equations. The conditions are obtained separately for Volterra equations and Fredholm equations. The main result for each case is the maximum principle and multiplier rule. For the Volterra equations, transversality conditions are obtained.     

On Hölder solutions of the integro-differential Zakai equation

The existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. The equation considered arises in a nonlinear filtering problem with a jump signal process and continuous observation.     

Optimal feedback control for a linear-quadratic control problem with a state inequality constraint

In this paper, we consider the linear-quadratic control problem (LQCP) for systems defined by evolution operators with an inequality constraint on the state. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closedloop structure. The synthesis of the feedback control requires one to solve two Riccati integral equations.     

具有年龄结构的种群线性动力系统的最优收获控制问题

§ 1　Introduction and setting of the problemThe optimal control of age-dependent population dynamics has been intensivelystudied in the last two decades and there is now a vast stock of literature on the topic ofoptimal control problems ofage-structured population dynamics.(see [1 -9] ) .To the bestof our knowledge,the works of Brokate[3,4] are the firstto deal with this topic.Since then,many authors devote to the optimal harvesting problem.In this aspect,we refere to thefundamental papers o…     

On the closure of reachable sets for control systems

We prove the existence of a dense subsetD of continuous functions such that, forfD, the reachable set for the control system

Galerkin finite element method for one nonlinear integro-differential model

Galerkin finite element method for the approximation of a nonlinear integro-differential equation associated with the penetration of a magnetic field into a substance is studied. First type initial-boundary value problem is investigated. The convergence of the finite element scheme is proved. The rate of convergence is given too. The decay of the numerical solution is compared with the analytical results.     

A maximum principle for optimal control problems with mixed constraints

Necessary conditions in the form of maximum principles are derivedfor optimal control problems with mixed control and state constraints.Traditionally, necessary condtions for problems with mixed constraintshave been proved under hypothesis which include the requirementthat the Jacobian of the mixed constraint functional, with respectto the control variable, have full rank. We show that it canbe replaced by a weaker ‘interiority’ hypothesis.This refinement broadens the scope of the optimality conditions,to cover some optimal control problems involving differentialalgebraic constraints, with index greater than unity.     

Maximum principle for the optimal control of a hyperbolic equation in one space dimension,part 1: Theory

A maximum principle is developed for a class of problems involving the optimal control of a damped-parameter system governed by a linear hyperbolic equation in one space dimension that is not necessarily separable. A convex index of performance is formulated, which consists of functionals of the state variable, its first- and second-order space derivatives, its first-order time derivative, and a penalty functional involving the open-loop control force. The solution of the optimal control problem is shown to be unique. The adjoint operator is determined, and a maximum principle relating the control function to the adjoint variable is stated. The proof of the maximum principle is given with the help of convexity arguments. The maximum principle can be used to compute the optimal control function and is particularly suitable for problems involving the active control of structural elements for vibration suppression.     

Existence theorems for systems of nonlinear integro-differential equations

The existence of solutions for many systems of integro-differential equations discovered and generalized in the process of applying the Galerkin method for some initial-boundary value problems will be investigated in this paper. U. V. Le is currently supported by the Academy of Finland and the Emil Aaltonen Foundation.