A Class of Solvable Impulse Control Problems

We consider a class of stochastic impulse control problems where the controlled process evolves according to a linear, regular, and time homogeneous diffusion. We state a set of easily verifiable sufficient conditions under which the problem is explicitly solvable. We also state an algebraic equation from which the optimal impulse boundary can be determined and, given this threshold, we present the value of the optimal policy in terms of the minimal increasing r-excessive mapping for the controlled diffusion. We also consider the comparative static properties of the optimal policy and state a set of typically satisfied conditions under which increased volatility unambiguously increases the value of the optimal policy and expands the continuation region where exercising the irreversible policy is suboptimal. We also illustrate our results explicitly in two models based on geometric Brownian motion.     

一类自治单种群模型及其最优捕获策略

用一种新的方法,讨论了单种群生物资源的捕获优化问题.分别以单位时间最大可持续捕获量和单位时间最大净利润为管理目标,得到一类自治单种群捕获模型的最优捕获策略,所得结果包括了文献中研究过的几乎所有自治单种群捕获模型的相应研究结果.     

一类基于时滞和年龄分布的种群控制问题

研究一类具有离散时滞和年龄结构的生物种群模型的最优收获策略,其状态方程由一阶偏泛函微分方程描述.运用极值化序列方法和Mazur定理证明了最优控制的存在性,借助非线性泛函分析中的切锥-法锥和共轭系统技巧导出了最优性条件.通过对共轭系统的细致分析,确立了最优控制的唯一性,给出了最优解的特征刻画.     

Existence of Neighboring Feasible Trajectories: Applications to Dynamic Programming for State-Constrained Optimal Control Problems

In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint.     

Control of the Burgers Equation by a Reduced-Order Approach Using Proper Orthogonal Decomposition

Proper orthogonal decomposition (POD) is a method to derive reduced-order models for dynamical systems. In this paper, POD is utilized to solve open-loop and closed-loop optimal control problems for the Burgers equation. The relative simplicity of the equation allows comparison of POD-based algorithms with numerical results obtained from finite-element discretization of the optimality system. For closed-loop control, suboptimal state feedback strategies are presented.     

Optimal Control Problems with State Constraint Governed by Magnetohydrodynamic Equations

This work deals with the existence of optimal solution and the maximum principle for optimal control problem governed by MHD equations with state constraint of pointwise type in three-dimension. Strong results in two-dimension also are given.     

Robust designs for Haar wavelet approximation models

In this paper, we discuss the construction of robust designs for heteroscedastic wavelet regression models when the assumed models are possibly contaminated over two different neighbourhoods: G ₁ and G ₂ . Our main findings are: (1) A recursive formula for constructing D‐optimal designs under G ₁ ; (2) Equivalency of Q‐optimal and A‐optimal designs under both G ₁ and G ₂ ; (3) D‐optimal robust designs under G ₂ ; and (4) Analytic forms for A‐ and Q‐optimal robust design densities under G ₂ . Several examples are given for the comparison, and the results demonstrate that our designs are efficient. Copyright © 2010 John Wiley & Sons, Ltd.     

Optimal Conditional Estimation: Average Case Setting

We consider an estimation problem which appears in the identification of systems by means of restricted complexity models: find the optimal approximation to an element of a linear normed space (a system) based on noisy information, subject to the restriction that approximations (models) can be selected from a prescribed subspace M of the problem element space. In contrast to the worst-case optimization criterion, which may be pessimistic, in this paper the quality of an identification algorithm is measured by its local average performance. Two types of local average errors are considered: for a given information (measurement) y and for a given unknown element x, the latter in two versions. For a wide spectrum of norms in the measurement space, we define an optimal algorithm and give expressions for its average errors which show the dependence on information, information errors, unmodelled dynamics, and norm in the measurement space.     

A numerical method for solving optimal control problems using state parametrization

A numerical method for solving a special class of optimal control problems is given. The solution is based on state parametrization as a polynomial with unknown coefficients. This converts the problem to a non-linear optimization problem. To facilitate the computation of optimal coefficients, an improved iterative method is suggested. Convergence of this iterative method and its implementation for numerical examples are also given.     

Existence and approximation of nonlocal optimal design problems driven by parabolic equations

This work is a follow‐up to a series of articles by the authors where the same topic for the elliptic case is analyzed. In this article, a class of nonlocal optimal design problem driven by parabolic equations is examined. After a review of results concerning existence and uniqueness for the state equation, a detailed formulation of the nonlocal optimal design is given. The state equation is of nonlocal parabolic type, and the associated cost functional belongs to a broad class of nonlocal integrals. In the first part of the work, a general result on the existence of nonlocal optimal design is proved. The second part is devoted to analyzing the convergence of nonlocal optimal design problems toward the corresponding classical problem of optimal design. After a slight modification of the problem, either on the cost functional or by considering a new set of admissibility, the G‐convergence for the state equation and, consequently, the convergence of the nonlocal optimal design problem are proved.     

JOINT MODEL AND CRITERION OPTIMAL EXPERIMENT DESIGN

In this paper,a new optimal design criterion--joint model and criterion optimal de-sign criterioon is put forward. The design that is subject to this criterion satisfies many kinds of lin-ear optimal criterion and D-optimal criterion on several experiment models at the same time. Theequivalent condition of this optimal design is given. Its iterative algorithm and the algorithm cover-genee are stated.     

A global superconvergent $L^{\infty}$-error estimate of mixed finite element methods for semilinear elliptic optimal control problems

In this paper, we discuss the superconvergence of mixed finite element methods for a semilinear elliptic control problem with an integral constraint. The state and costate are approximated by the order $k=1$ Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. Approximation of the optimal control of the continuous optimal control problem will be constructed by a projection of the discrete adjoint state. It is proved that this approximation has convergence order $h^{2}$ in $L^{\infty}$-norm. Finally, a numerical example is given to demonstrate the theoretical results.     

Optimal fishery with coastal catch

In many spatial resource models, it is assumed that an agent is able to harvest the resource over the complete spatial domain. However, agents frequently only have access to a resource at particular locations at which a moving biomass, such as fish or game, may be caught or hunted. Here, we analyze an infinite time‐horizon optimal control problem with boundary harvesting and (systems of) parabolic partial differential equations as state dynamics. We formally derive the associated canonical system, consisting of a forward–backward diffusion system with boundary controls, and numerically compute the canonical steady states and the optimal time‐dependent paths, and their dependence on parameters. We start with some one‐species fishing models, and then extend the analysis to a predator–prey model of the Lotka–Volterra type. The models are rather generic, and our methods are quite general, and thus should be applicable to large classes of structurally similar bioeconomic problems with boundary controls. Recommedations for Resource Managers

• Just like ordinary differential equation‐constrained (optimal) control problems and distributed partial differential equation (PDE) constrained control problems, boundary control problems with PDE state dynamics may be formally treated by the Pontryagin's maximum principle or canonical system formalism (state and adjoint PDEs).
• These problems may have multiple (locally) optimal solutions; a first overview of suitable choices can be obtained by identifying canonical steady states.
• The computation of canonical paths toward some optimal steady state yields temporal information about the optimal harvesting, possibly including waiting time behavior for the stock to recover from a low‐stock initial state, and nonmonotonic (in time) harvesting efforts.
• Multispecies fishery models may lead to asymmetric effects; for instance, it may be optimal to capture a predator species to protect the prey, even for high costs and low market values of the predators.

     

一类对称正交反对称矩阵反问题的最佳逼近

讨论了一类对称正交反对称反问题的最佳逼近.利用对称正交反对称矩阵的特殊性质,给出了矩阵方程AX=B有对称正交反对称解的充要条件以及解的一般表达式;证明最佳逼近解的存在惟一性并给出其表达式;最后给出计算任意矩阵的最佳逼近解的数值方法及算例.     

关于运输问题最优解的进一步讨论

首先给出了运输问题最优解的相关概念,将最优解扩展到广义范畴,提出狭义多重最优解和广义多重最优解的概念及其区别.然后给出了惟一最优解、多重最优解、广义有限多重最优解、广义无限多重最优解的判定定理及其证明过程.最后推导出了狭义有限多重最优解个数下限和广义有限多重最优解个数上限的计算公式,并举例验证了结论的正确性.     

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).     

跳扩散最优控制的随机最大值原理及在金融中的应用

讨论了由金融市场中投资组合和消费选择问题引出的一类最优控制问题,投资者的期望效用是常数相对风险厌恶(CRRA)情形.在跳扩散框架下,利用古典变分法得到了一个局部随机最大值原理.结果应用到最优投资组合和消费选择策略问题,得到了状态反馈形式的显式最优解.     

Markov ratio decision processes

A finite-state Markov decision process, in which, associated with each action in each state, there are two rewards, is considered. The objective is to optimize the ratio of the two rewards over an infinite horizon. In the discounted version of this decision problem, it is shown that the optimal value is unique and the optimal strategy is pure and stationary; however, they are dependent on the starting state. Also, a finite algorithm for computing the solution is given.     

最优传输理论在图像处理中的应用

最优传输问题是寻找概率测度间的最优传输变换的一类特殊的优化问题,近年来在众多领域得到了广泛的关注.针对传统最优传输问题存在的计算量过大、正则性缺失等问题,学者们提出了多种改进的最优传输模型和算法,用于处理实际中的各种问题.简述最优传输问题的基本理论和方法,介绍Wasserstein距离的概念及其衍生出的Wasserstein重心,探讨离散化最优传输模型及其在正则化等方面的改进,讨论求解最优传输问题的算法进展,综述Wasserstein距离在图像处理领域的简单应用,并展望有待进一步研究的工作.     

Output controllability and optimal output control of positive fractional order linear discrete system with multiple delays in state, input and output

The article concerns output controllability and optimal output control of positive fractional order discrete linear systems with multiple delays in state, input and output. Necessary and sufficient conditions for output reachability (output controllability from zero initial conditions) and null output controllability (output controllability to zero final output) are given and proven. We also prove that the positive system is output controllable if it is output reachable and null output controllable with the output reachability index is equal or less than the null output controllability index. Sufficient conditions for the solvability of the optimal output control problem are given. Numerical examples are presented to illustrate the theoretical results.