The construction of stable bridges in differential games with phase constraints

A differential approach-and-evasion game in a finite time interval is considered [1]. It is assumed that the positions of the game are constricted by certain constraints which represent a closed set in the space of the positions. In the case of the first player, it is necessary to ensure that the phase point falls into the terminal set at a finite instant of time and, in the case of the second player, that this terminal set is evaded at this instant [1]. A method is proposed for the approximate construction of the positional absorption set, that is, the set of all positions belonging to a constraint from which the problem of approach facing the first player is solvable. Relations are written out which determine the system of sets which approximates the positional absorption set. The main result is a proof of the convergence of the approximate system of sets to the positional absorption set and the construction of a computational procedure for constructing the approximate system of sets.     

Boundary control of a hyperbolic system with one space variable

We consider a mixed problem in a half-strip for a hyperbolic system with one space variable and with constant coefficients. The control problem is to find boundary conditions ensuring that the system has a given state vector at a given instant of time. We study whether the problem is asymptotically solvable, i.e., whether there exists a sequence of boundary conditions such that the corresponding sequence of final state vectors uniformly converges to the given vector. We reduce the construction of a family of such sequences of boundary conditions with a function parameter to the solution of a Fredholm integral equation of the second kind and prove a sufficient condition for its unique solvability in terms of the problem data.     

On procedures for constructing solutions in differential games on a finite interval of time

Many problems of conflict-control theory can be reduced to approach-avoidance games with a certain terminal set. One of the main approaches to solution of such problems is the approach suggested by N. N. Krasovskii, which is based on positional constructions. The basis of these constructions consists of the extremal aiming principle at stable bridges. In this connection, the problem of constructing the maximal stable bridge, the set of all positions from which the problem of approaching the terminal set (which is the main task of one of the problem) is solvable, is important. The paper considers the approach-avoidance game on a finite interval of time in which the first player must ensure the attainment by the state vector of the control system of the terminal set on this interval, and the second player must ensure the avoidance of the terminal set. The main subject of the study is the maximal stable bridge, which is the set of positional consumption in this game. The problem of exactly constructing the set of positional consumption is solvable only in simple cases, and it is more realistic to consider and solve the problem of approximate construction of this set. The paper proposes approaches to approximate construction of the set of positional consumption based on sampling the time interval of the game and the technique of backward constructions, which has been developed at the scientific school of N. N. Krasovskii since the 1980s. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 23, Optimal Control, 2005.     

Two evasion problems in a plane with separate controls and non-convex terminal sets

Two different pursuit-evasion games are considered from the evader's point of view. The phase space is a plane, each of the two players controlling the motion of a point only along its own coordinate. The terminal sets are not convex; in the first problem, the set is an arc of a circle, in the second, the union of tow segments. In both games evasion cannot the achieved by means of programmed controls, but it can be achieved using feedback control. However, the strategies, which are continuous functions of the phase vector, have different properties in each problem. In the first, they cannot guarantee evasion (which is typical for the linear-convex case as well), but in the second they can (which is impossible in linear-convex games with a fixed final time). Verification that evasion is unachievable using such strategies reduces here to proving the solvability of a certain initial-value problem for an advanced differential equation, to which the Schauder principle is applicable.     

First and second order sufficient conditions for strict minimality in nonsmooth vector optimization

In this paper we present first and second order sufficient conditions for strict local minima of orders 1 and 2 to vector optimization problems with an arbitrary feasible set and a twice directionally differentiable objective function. With this aim, the notion of support function to a vector problem is introduced, in such a way that the scalar case and the multiobjective case, in particular, are contained. The obtained results extend the multiobjective ones to this case. Moreover, specializing to a feasible set defined by equality, inequality, and set constraints, first and second order sufficient conditions by means of Lagrange multiplier rules are established.     

The time-optimal transfer of a perturbed dynamical object to a given position

The problem of transferring a dynamical object (a point mass) of arbitrary dimensional to a required position in a time-optimal manner by means of a force of limited modulus is solved. The velocity of the object at the final instant is not specified. It is assumed that an arbitrary known perturbation, with a magnitude strictly less than that of the control, acts on the controlled system. For clarity when analysing the optimal controlled motion, considerable attention is paid to the case of a steady perturbation. A constructive procedure for finding the optimal response time and the control is developed for arbitrary permissible values of the governing parameters. The Bellman function and the feedback control are constructed over the whole of the phase space. The structural properties of the solution are established and an asymptotic analysis is carried out by small-parameter methods. The extremal directions of the perturbation vector and the corresponding response time and optimal control are found. A modification of the time-optimal problem to the case of a non-stationary perturbation is presented and the basic properties of the optimal solution are investigated.     

On the construction of solutions of terminal problems for multidimensional affine systems in quasicanonical form

We consider the construction of solutions of terminal problems for multidimensional affine systems. We show that the terminal problem for a regular system in quasicanonical form can be reduced to a boundary value problem for a system of ordinary differential equations of lower order with right-hand side depending on a vector parameter. We prove a sufficient condition for the existence of a solution of the above-mentioned boundary value problem. A method for constructing a numerical solution is developed.     

Numerical Solution of the Retrospective Inverse Problem of Heat Conduction with the Help of the Poisson Integral

We consider the retrospective inverse problem that consists in determining the initial solution of the one-dimensional heat conduction equation with a given condition at the final instant of time. The solution of the problem is given in the form of the Poisson integral and is numerically realized by means of a quadrature formula leading to a system of linear algebraic equations with dense matrix. The results of numerical experiments are presented and show the efficiency of the numerical method including the case of the final condition with random errors.     

Evasion with a single measurement of the state vector

We consider a plant whose dynamics is described by a system of linear ordinary differential equations with an unknown noise. The considered differential game has fixed terminal time. The players’ control parameters are subjected to geometric constraints in the form of closed balls. The aim of the control is to evade zero. The problem is solved with the use of control laws with a single measurement of the state vector. We present necessary conditions and a construction algorithm for the optimal measurement instant. The results are illustrated by some control systems of a special form. In particular, we consider an example in which one measurement can guarantee the result not worse than that for a refined grid of measurement points. We discuss whether this situation is typical. We also consider an example with infinitely many points at which the unique measurement can be performed.     

The existence of smooth solutions in a problem of the optimal control of the rotation of an axisymmetric rigid body

The problem of the existence of a solution in the problem of the optimal control of the rotation of an axisymmetric rigid body for the arbitrary case of angular velocity boundary conditions is studied. A square integrable functional, which is consistent with the symmetry of the rotating body and characterizes the power consumption, is chosen as the criterion. The principal moment of the applied external forces serves as the control and the time of termination of a manoeuvre can be both specified as well as free. In the case of a specified termination time, it is shown that the solution (control) belongs to the class of infinitely-differentiable functions of time. The reasoning is based on the use of the singularities of the structure of the differential equations and the possibility of reducing the initial problem to two successive variational problems. The existence of a solution of the first of these problems in the class of square integrable functions is proved using the Cauchy–Bunyakovskii inequality. The second problem reduces to a search for the minimum of a functional which is weakly lower semi-continuous on a weakly compact set and the existence of its solution in the same class of functions follows from the Weierstrass theorem. The required conclusion concerning the smoothness of the solution of the optimal control problem is obtained from the necessary conditions of Pontryagin's maximum principle. In the case of a free termination time, one of the minimizing sequence can be constructed and it can be shown that, in the general case, there is no solution in the class of measurable controls.     

An algorithm to solve polyhedral convex set optimization problems

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain satisfying two conditions: the attainment of the infimum and minimality with respect to a set relation. In the first phase of the algorithm, a linear vector optimization problem, called the vectorial relaxation, is solved. The resulting pre-solution yields the attainment of the infimum but, in general, not minimality. In the second phase of the algorithm, minimality is established by solving certain linear programs in combination with vertex enumeration of some values of the objective map.     

Tracking within a time interval on the basis of data supplied by finite observers

We solve the tracking control problem, in which one should bring a trajectory of a system of linear ordinary differential equations into a neighborhood of a trajectory of another system within a given time interval. After getting into this neighborhood, one should keep the trajectory of the first subsystem in it for a time interval of given duration. For the control synthesis, we use incomplete and imprecise information on the online deviation of one trajectory from the other, which is obtained in real time from linear equations of observation. We consider distinct structures of observers, which substantially affect the solution of control problems for such systems. The equations of dynamics and admissible measurements contain uncertainty for which one knows only some hard pointwise constraints. To solve the main problem, we use an approach that can be reduced to the construction of auxiliary information sets and weakly invariant sets with a subsequent “aiming” of one set at a tube. We suggest an efficient method for an approximate solution on the basis of ellipsoidal calculus techniques. The results of the algorithm operation are illustrated by an example of the solution of a tracking control problem for two fourth-order subsystems.     

Self-similar time-varying flows of an ideal gas with a change in the adiabatic exponent in a “reflected” shock wave

Self-similar one-dimensional time-varying problems are considered under the assumption that there is a change in the adiabatic exponent in a shock wave (SW) running (“reflected”) from a centre or axis of symmetry (later from a centre of symmetry, CS) or from a plane. The medium is an ideal (inviscid and non-heat-conducting) perfect gas with constant heat capacities. In problems with strong SW, the change in the adiabatic exponent in a gas approximately simulates physicochemical processes such as dissociation and ionization and, in the problem of the collapse of a spherical cavity in a liquid, the conversion of liquid into vapour. In both cases, the adiabatic exponent decreases on passing across a reflected SW. Problems of the collapse of a spherical cavity, the reflection of a strong SW from a centre of symmetry and a simpler problem with a self-similarity index of one are examined. When it is assumed that there is an increase in the adiabatic exponent, the self-similar solutions of the first two problems are rejected due to the decrease in entropy from the instant when the SW is reflected. When it is assumed that there is a decrease in the adiabatic exponent, the solutions of these problems only become unsuitable after a finite time has elapsed for the same reason. Up to this time when the decrease in the adiabatic exponent has not reached a certain threshold, the structure of the self-similar solution does not undergo qualitative changes. When the above-mentioned threshold is exceeded, a self-similar solution is possible if a cylindrical or spherical piston expands according to a special law from the instant of SW reflection from the CS. When there is no piston, the flow behind the reflected wave becomes non-self- similar. In the case of the deceleration of a plane flow, conditions are possible with the joining of SW from different sides to a centred rarefaction wave.     

Sufficiency theorems for target capture

A dynamical system is assumed to be governed by a set of ordinary differential equations subject to control. The set of points in state space from which there exist permissible controls that can transfer these points to a prescribed target set in a finite time interval is called a capture set. The task of determining the capture set is studied in two contexts. first, in the case of the system subject to a single control vector; and second, in the case of the system subject to two control vectors each operated independently. In the latter case, it is assumed that one controller's aim is to cause the system to attain the target, and the other's is to prevent that from occurring.Sufficient conditions are developed that, when satisfied everywhere on the interior of some subset of the state space, ensure that this subset is truly a capture set. A candidate capture set is assumed to have already been predetermined by independent methods. The sufficient conditions developed herein require the use of an auxiliary scalar function of the state, similar to a Lyapunov function.To ensure capture, five conditions must be satisfied. Four of these constrain the auxiliary state function. Basically, these four conditions require that the boundary of the controllable set be an envelope of the auxiliary state function and that that function be positive inside the capture set, approaching zero value as the target set is approached. The final condition tests the inner product of the gradient of the auxiliary state function with the system state velocity vector. If the sign of that inner product can be made negative everywhere within the test subset, then that subset is a capture set.Dedicated to Professor A. BusemannThe authors are indebted to Professors G. Leitmann and J. M. Skowronskii for their useful comments and discussion.     

The quickest transfer of a multidimensional dynamic object onto the surface of an ellipsoid

The time-optimal control of motion of a multidimensional dynamic object is investigated. Both open-loop and feedback controls are considered. It is assumed that the force vector is constrained by a non-degenerate ellipsoid. The terminal set is described by the surface of an ellipsoid that allows degeneracy, and the terminal velocity is not fixed. The initial position of the object can be either outside or inside the ellipsoid. Using the maximum principle, the necessary and sufficient conditions for the optimality of the control are established in the form of a system of polynomial equations, the orders of which depend on the dimension of the problem and the degree of degeneracy of the terminal ellipsoid. Iterative procedures and a technique for continuation with respect to the parameters of the approximating ellipsoid in the admissable region of change of the phase vector are proposed. Control problems for the limiting shapes of the terminal ellipsoid are investigated. The qualitative effect of the discontinuity of the functional and the control defined as functions of the phase vector is established.     

An exact method for scheduling a yard crane

This paper studies an operational problem arising at a container terminal, consisting of scheduling a yard crane to carry out a set of container storage and retrieval requests in a single container block. The objective is to minimize the total travel time of the crane to carry out all requests. The block has multiple input and output (I/O) points located at both the seaside and the landside. The crane must move retrieval containers from the block to the I/O points, and must move storage containers from the I/O points to the block. The problem is modeled as a continuous time integer programming model and the complexity is proven. We use intrinsic properties of the problem to propose a two-phase solution method to optimally solve the problem. In the first phase, we develop a merging algorithm which tries to patch subtours of an optimal solution of an assignment problem relaxation of the problem and obtain a complete crane tour without adding extra travel time to the optimal objective value of the relaxed problem. The algorithm requires common I/O points to patch subtours. This is efficient and often results in obtaining an optimal solution of the problem. If an optimal solution has not been obtained, the solution of the first phase is embedded in the second phase where a branch-and-bound algorithm is used to find an optimal solution. The numerical results show that the proposed method can quickly obtain an optimal solution of the problem. Compared to the random and Nearest Neighbor heuristics, the total travel time is on average reduced by more than 30% and 14%, respectively. We also validate the solution method at a terminal.     

Robust Transferable Sets of Linear Transferring Strategies

The problem of transferring a controlled linear system with a disturbance to a prescribed target set (a hyperplane at a prescribed time instant) is considered. The control and disturbance are subject to geometrical constraints. The original transfer problem is reduced to a scalar one. Then, for a given transferring linear feedback strategy, the respective transferable set is studied, i.e. the set of all the initial positions in the time/state plane, from which the target set is reached, respecting the control constraints, against any admissible disturbance. Necessary and sufficient conditions for the existence of the transferable set are derived, its set-theoretical properties are established, the algorithm of its boundary construction is proposed, the boundary smoothness is studied. Illustrative examples are presented.     

One-phase inverse Stefan problems with unknown nonlinear sources

We consider quasilinear models of inverse problems with phase transitions in a domain whose external boundary is a phase front with an unknown dependence on time. Additional information for finding the sources is given in the form of final overdetermination for the solution of the direct Stefan problem. On the basis of the duality principle, we obtain sufficient conditions for the uniqueness of the solution in Hölder classes for the considered inverse Stefan problems. We present examples in which the uniqueness property is lost when extending the set of admissible solutions.     

具强制条件的向量均衡问题

研究锥伪单调、锥拟凸和上锥连续映射在某种强制性条件下的向量均衡问题解集的特征,建立强制性条件与向量均衡问题解集的关系,得到对偶向量均衡问题局部解集含于向量均衡问题解集的性质和向量均衡问题解集的非空性条件,给出在锥伪单调、锥拟凸和上锥连续映射条件下向量均衡问题解集的非空有界性与强制性条件的等价性．