On the optimal control of the growth of a forest in a special case

In Ref. 1, the author considered the following large-scale forest management problem. There is a system consisting of several factories which all use, as raw material, wood obtained from a large forest region. This forest is divided into a large number of subforests, each of which is felled after it has reached a given age, after which a new forest is immediately planted. The instants in time at which each subforest is felled are assumed to form a stationary point process. In Ref. 1, it was demonstrated how the parameters of the system must be chosen in order to achieve a flow of raw material such that the probability that a shortage will occur is less than a preset value. In the present paper, we consider the problem of maximizing the yield of a single subforest.     

On the optimal control of a single-server queueing system: Comment

In a recent paper by Scott and Jefferson, the optimal control of the service rate for a single-server queue with limited waiting space is treated by the maximum principle. We show that their control policies are necessarily suboptimal. Characterizations for optimal control are derived and used to obtain corresponding optimal trajectories in both nonsingular and singular regions.     

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).     

Continuous dependence of the controllability set of a nonlinear control system on a parameter

In this note, we consider the mapping which associates a controllability set to each value of the parameter of a system. Sufficient conditions for the existence of breaks of this mapping are obtained. They show that nearly all such mappings have a finite number of breaks.This note was written during the author's stay at the University of Hamburg. He expresses his gratitude to the Institut für Angewandte Mathematik for its warm hospitality.     

An applied cell mapping method for optimal control problems

From the application point of view, a series of modifications are proposed for the cell mapping method discussed in Ref. 1 for the optimal control analysis of dynamical systems. The cell order around the target set is rearranged. A set of common discriminate principles is used for the selection of the optimal one among competing control strategies of the same cost. Inequality constraints of the system are taken into account. The number of elements in the set of allowable time intervals is not prescribed, but left open. These modifications seem to make the cell mapping method more efficient for analyzing feedback systems and for obtaining their global optimal control information. The algorithms presented in this paper could broaden the application of the cell mapping approach of Ref. 1 to a wider class of engineering problems.     

Maximum principle for optimal control of distributed-parameter systems with singular mass matrix

A maximum principle for the open-loop optimal control of a vibrating system relative to a given convex index of performance is investigated. Though maximum principles have been studied by many people (see, e.g., Refs. 1–5), the principle derived in this paper is of particular use for control problems involving mechanical structures. The state variable satisfies general initial conditions as well as a self-adjoint system of partial differential equations together with a homogeneous system of boundary conditions. The mass matrix is diagonal, constant, and singular, and the viscous damping matrix is diagonal. The maximum principle relates the optimal control with the solution of the homogeneous adjoint equation in which terminal conditions are prescribed in terms of the terminal values of the optimal state variable. An application of this theory to a structural vibrating system is given in a companion paper (Ref. 6).     

一类概率约束规划逼近最优解集的上半收敛性

对一类概率约束规划逼近最优解集的上半收敛性进行了研究.利用概率测度弱收敛的特征,给出了概率约束规划可行集的收敛性条件,得到了概率约束规划逼近最优解集的上半收敛性.     

Non-causal models in long term planning via set contractive optimal control methods

The notion of consistency for optimal plans introduced in [F.E. Kydland, E.C. Prescott, Rules rather than decisions: The inconsistency of optimal plans, J. Polit. Econ. 85 (3) (1977) 473–491] is studied in relation to dynamic programming and to multi-objective optimal control. It is demonstrated that the consistency condition for an optimal sequence of n policies for periods from 1 to n corresponding to a sequence of n economic agents’ decisions that together constitute an optimal plan for an agreed-upon social objective function is equivalent to a multi-objective problem with n+1 criteria. An optimal plan is consistent if and only if the corresponding (n+1)-criteria problem is balanced, and consistent optimal plans do exist in such economic situations. Otherwise, the consistency requirement generates the balance set and a set of Pareto solutions, and both can be computed as illustrated in the inflation–unemployment example extended for two periods with three objectives to optimize. The procedure of “consistent planning for the infinite horizon” considered in [F.E. Kydland, E.C. Prescott, Rules rather than decisions: The inconsistency of optimal plans, J. Polit. Econ. 85 (3) (1977) 473–491] is shown to concur with Bellman’s principle of optimality that may be invalid in many practical cases including the case considered in [F.E. Kydland, E.C. Prescott, Rules rather than decisions: The inconsistency of optimal plans, J. Polit. Econ. 85 (3) (1977) 473–491]. Finitely causal and non-causal models are introduced for long term planning in a multi-objective (Pareto) framework, and it is demonstrated how to deal with non-causal models using new set-contractive methods for multi-objective global optimization. The results are illustrated by examples.     

A maximum principle for smooth optimal impulsive control problems with multipoint state constraints

A nonlinear optimal impulsive control problem with trajectories of bounded variation subject to intermediate state constraints at a finite number on nonfixed instants of time is considered. Features of this problem are discussed from the viewpoint of the extension of the classical optimal control problem with the corresponding state constraints. A necessary optimality condition is formulated in the form of a smooth maximum principle; thorough comments are given, a short proof is presented, and examples are discussed.     

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.     

Maximum principle and second-order conditions for minimax problems of optimal control

In this paper, we study the optimal control problem of minimizing the functionalJ(x, u)=max_t1tt2(x(t),t). We formulate and prove necessary optimality conditions for this problem. We establish the equivalence between the initial minimax problem and a problem involving a terminal functional and phase constraints.     

Impulsive optimal control with finite or infinite time horizon

We consider a dynamical system subjected to feedback optimal control in such a way that the evolution of the state exhibits both sudden jumps and continuous changes. Previously obtained necessary conditions (Ref. 1) for such impulsive optimal feedback controls are generalized to admit the case of infinite time horizon; this generalization permits application to a wider class of problems. The results are illustrated by application to a version of the innkeeper's problem.Dedicated to G. Leitmann     

Exact minimum-time control of a distributed system using a traveling wave formulation

In this paper, the minimum-time control problem for rest-to-rest translation of a one-dimensional second-order distributed parameter system by means of two bounded control inputs at the ends is solved. A traveling wave formulation allows the problem to be solved exactly, i.e., without modal truncation. It is found that the minimum-time control is not bang-bang, as it is for systems with a finite number of degrees of freedom. Rather, it is bang-off-bang, where a period of control inactivity in the middle of the control time interval is required for synchronization with waves propagated through the system.This research was supported in part by AFOSR Grant No. AFOSR-90-0297. The helpful suggestions of the referees are gratefully acknowledged.     

Maximum principle of optimal control for functional differential systems

We show that the maximum principle holds for optimal periodic control problems governed by functional differential equations under a Lipschitz condition on the value functional. Generalizations to other boundary conditions are also considered.This research was partially supported by NSF Grant No. DMS-84-01719.The first author was partially supported by the Science Fund of the Chinese Academy of Sciences, Beijing, China.     

Algorithm for determining the reachability set of a linear control system

We present in this paper algorithms for calculating the reachability set of a linear control system with a bounded closed control set and a finite time interval. We also present algorithms for the time-optimal problem of the linear control that yields an approximation to the optimal time and the corresponding control function. We give numerical examples of the computer implementation of these algorithms.This research was supported by the National Science Foundation of China.The authors are grateful to an anonymous referee for constructive suggestions that greatly helped to improve the presentation.     

Second-order optimality principle for singular optimal control problems

A new necessary condition for singular optimal control problems is presented in this paper. The condition is simpler to apply than existing conditions and is easily derived from a Taylor series expansion of the performance index.     

Spatiotemporal dynamics and feedforward control of an infinite-dimensional,time-variant,thermal-coating process

In this contribution, a model for the spatiotemporal dynamics of a thermal-coating process is derived from first principles (the conservation of energy). The model is a dynamical system consisting of a system of hyperbolic, partial differential equations (PDEs), describing the evolution of the temperature distribution of the substrate. By studying the C ₀- semigroup generated by the system operator we find that in discrete time the infinite-dimensional plant may conveniently be represented by finite-dimensional operators defined on appropriately chosen Euclidean spaces. This representation provides the basis for numerical efficient solution of several optimal feedforward control problems associated with set point changes and launching of the process. Numerical and experimental studies highlight the value of this approach.     

A note of fuzzy programming and the pareto optimal set

We indicate some errors made in Buckley's paper on fuzzy programming and the Pareto optimal set [1].     

The lagrange multiplier rule for multi-dimensional problems of optimal control

In this paper a modified form of Pontryagin's maximum principle is developed, which also holds for problems of optimal control with respect to functions of several independent variables.