On a Class of Optimal Control Problems with State Jumps

In this paper, we consider a class of optimal control problems in which the dynamical system involves a finite number of switching times together with a state jump at each of these switching times. The locations of these switching times and a parameter vector representing the state jumps are taken as decision variables. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. Gradient formulas for the cost functional and the constraint functional are derived. On this basis, a computational algorithm is proposed. For illustration, a numerical example is included.     

Optimal Control of a Stochastic Hybrid System with Discounted Cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.     

一类机器人系统的最优控制

本文通过把结构阻尼系数当作控制变量来讨论一类弹性机器人系统的最优控制问题 ,并利用Banach空间几何性质证明了最优控制元的存在唯一性     

随机递归最优控制和混合最优控制问题

对随机递归最优控制问题即代价函数由特定倒向随机微分方程解来描述和递归混合最优控制问题即控制者还需 决定最优停止时刻, 得到了最优控制的存在性结果. 在一类等价概率测度集中,还给出了递归最优值函数的最小和最大数学期望.     

有限时区非线性系统的最优切换控制

This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity solution theory we show that the switching lower-value function is a viscosity solution of the appropriate systems of quasi-variational inequalities(the appropriate generalization of the Hamilton-Jacobi equation in this context) and that the minimal such switching-storage function is equal to the continuous switching lower-value for the game. With the lower value function a optimal switching control is designed for minimizing the cost of running the systems.     

由发展算子确定的具有控制不等式约束的LQCP的最优反馈控制

研究由发展算子定义的具有控制函数积分不等式约束的线性二次控制问题（LQCP）,借助无约束线性二次控制系统推导出了最优控制的反馈形式。     

Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching

A problem of robust guaranteed cost control of stochastic discrete-time systems with parametric uncertainties under Markovian switching is considered. The control is simultaneously applied to both the random and the deterministic components of the system. The noise (the random) term depends on both the states and the control input. The jump Markovian switching is modeled by a discrete-time Markov chain and the noise or stochastic environmental disturbance is modeled by a sequence of identically independently normally distributed random variables. Using linear matrix inequalities (LMIs) approach, the robust quadratic stochastic stability is obtained. The proposed control law for this quadratic stochastic stabilization result depended on the mode of the system. This control law is developed such that the closed-loop system with a cost function has an upper bound under all admissible parameter uncertainties. The upper bound for the cost function is obtained as a minimization problem. Two numerical examples are given to demonstrate the potential of the proposed techniques and obtained results.     

可修复人机储备系统最优控制

讨论了一个运行部件和一个储备部件组成的可修复系统的最优控制问题.     

Optimal Control of the Obstacle for a Parabolic Variational Inequality

An optimal control problem for a parabolic obstacle variational inequality is considered. The obstacle in L²(0, T; H²(Ω) ∩ H¹₀(Ω)) with ψ_t ∈ L²(Q) is taken as the control, and the solution to the obstacle problem is taken as the state. The goal is to find the optimal control so that the state is close to the desired profile while the norm of the obstacle is not too large. Existence and necessary conditions for the optimal control are established.     

带非局部低阶项非线性抛物型方程的时间最优控制

考虑一个带非局部低阶项非线性抛物型方程的时间最优控制问题．首先利用Schauder不动点定理证明了系统的适定性，然后利用Carleman不等式和Kakutani不动点定理证明了容许控制和最优控制的存在性，并且建立了时间最优控制的最大值原理．     

一类可修复计算机系统的最优控制问题

利用Banach空间的相关理论,讨论了一类可修复计算机系统稳态解的最优控制问题,并证明了最优控制元的存在性与唯一性.结果表明,计算机系统的稳态可用度在有限时间内总能到达其期望值.     

Stability Analysis of Optimal Control Systems via Liapunov Method

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具有热储备的并行可修系统的最优控制

研究了并行可修复系统,在Banach空间中正解的存在唯一性,并以范数指标函数衡量控制标量为标准的最优控制.     

一类带停时的最优控制策略研究

利用随机分析的知识及最优控制理论,讨论了一类带停时随机控制的折扣费用模型,将原模型中费用结构中的R-S积分的被积函数同上1推广为满足某些条件的一般函数,推广后的模型更具一般性.针对不同参数,证明了最佳控制的存在性,并刻划了不同初始状态下,最优控制策略的结构及最佳费用函数的形式.     

Optimal Control of a Stochastic Assembly Production Line

The system under consideration comprises n workstations in parallel and one assembly workstation. The workstations are either reliable or unreliable and the product demand is random. The n different type parts are processed first in the parallel workstations and then are joined in the assembly workstation. By minimizing the expected discounted cost, it is shown that the optimal control policy is of the bang–bang type and can be described by a set of switching manifolds. The structural properties of the optimal policy, such as monotonicity and asymptotic behavior, are investigated. These structural properties are very useful to find the optimal policy in large-size systems. Three numerical examples are given to demonstrate the results.     

一类弹性振动系统的控制问题

本文讨论具结构阻尼系数的细长体飞行器的弹性振动方程支配系统的最优控制问题 .本文将结构阻尼系数作为控制变量 ,以“范数最小”来衡量其最优性 .证明了弹性振动系统存在唯一的最优控制元     

Quantum Optimal Control Problems with a Sparsity Cost Functional

In this article, the investigation of a class of quantum optimal control problems with L¹ sparsity cost functionals is presented. The focus is on quantum systems modeled by Schrödinger-type equations with a bilinear control structure as it appears in many applications in nuclear magnetic resonance spectroscopy, quantum imaging, quantum computing, and in chemical and photochemical processes. In these problems, the choice of L¹ control spaces promotes sparse optimal control functions that are conveniently produced by laboratory pulse shapers. The characterization of L¹ quantum optimal controls and an efficient numerical semi-smooth Newton solution procedure are discussed.     

国民经济消费与积累的最优解研究

最优经济增长问题一直是经济控制论中讨论的主要问题，这方面已有不少献积累。本提出了一个新的最优控制充分性条件，从一个新的角度用一种新的方法对最优经济增长问题进行了研究分析。     

非定常经济系统控制模型的最优控制问题

利用Banach空间理论和Banach-Saks-Mazur定理,讨论了一类非定常经济系统中,资产相对折旧率的最优控制问题,给出了其最优解的存在唯一性.     

Optimal Control and Filtering of the Reproduction Law of a Branching Process

A finite horizon control problem for the reproduction law of a branching process is studied. Some examples with complete information are tackled via the Hamilton–Jacobi–Bellman equation. A partially observable control of the cardinality of the population using the information given by the splitting process is formulated. Though there is correlation between the state and the observations and the observation process has unbounded intensity, a Girsanov-type change of probability measure can be set and the filtering equation for the unnormalized conditional distribution (the Zakai equation) can be derived. Strong uniqueness for the Zakai equation and, as a consequence, also for the Kushner–Stratonovich equation is obtained. A separated control problem is introduced, in which the dynamics are represented by the splitting process and the unnormalized conditional distribution. By the strong uniqueness for the Zakai equation, equivalence between the partially observable control problem and the separated one is proved.