Well-posedness and bang-bang principle

In this paper a property P ,that may be considered a generalization for some minimum problems of the bang-bang principle, is defined. It is proved that if a minimum problem satisfies property .P and is weakly well-posed then it is strongly well-posed in the sense of Tikhonov, The results are also applied to the time-optimal control problem.     

Equivalences between differential games and optimal controls

It is shown that linear differential pursuit games with linear targets, if player controls are required to be piecewise constant or if player controls areL ₁-functions (but pursuer control is bang-bang whenever quarry control is), are equivalent to a linear, autonomous control problem. As a byproduct, a sufficient condition for terminating the game, in Pontryagin's sense, is obtained.The present paper has been influenced by Prof. O. Hajek's work in differential games; the converse parts of the proofs presented here are very similar to those in Ref. 5. The author wishes to thank Dr. Hajek for his suggestions, comments, and critique. The Brasilian Government BNDE provided partial financial support.     

Optimizing system performance in the event of feedback failure

The problem of maintaining acceptable performance of a perturbed control system during a disruption of the feedback signal is addressed. The objective is to maximize the time during which performance remains within desirable bounds without feedback, given that the parameters of the controlled system are within a specified neighborhood of their nominal values. The existence of an optimal open-loop controller that achieves this objective is proved. It is also shown that a bang-bang input can approximate the performance of the optimal controller. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Identification problem for damped sine-Gordon equation with point sources

We establish the existence and uniqueness of solutions for sine-Gordon equations in a multidimensional setting. The equations contain a point-like source. Furthermore, the continuity and the Gâteaux differentiability of the solution map is established. An identification problem for parameters governing the equations is set, and is shown to have a solution. The objective function is proved to be Fréchet differentiable with respect to the parameters. An expression for the Fréchet derivative in terms of the solutions of the direct and the adjoint systems is presented. A criterion for optimal parameters is formulated as a bang-bang control principle. An application of these results to the one-dimensional sine-Gordon equation is considered.     

Limiting behavior of bang-bang controls for Sobolev problems

We consider the limiting behavior of optimal bang-bang controls as a family of Sobolev equations formally converges to a wave equation. The weak-starlimit of the sequence of bang-bang controls is an optimal control for the wave equation problem. The associated optimal states converge strongly and, for the optimal time problem, the optimal times converge to the optimal time for the wave equation.This work was supported in part by the National Science Foundation, Grant No. MCS-79-02037.     

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.     

The Markov power moment problem in problems of controllability and frequency extinguishing for the wave equation on a half-axis

In this paper necessary and sufficient conditions of null-controllability and approximate null-controllability are obtained for the wave equation on a half-axis. Controls solving these problems are found explicitly. Moreover, bang-bang controls solving the approximate null-controllability problem are constructed with the aid of solutions of a frequency extinguishing problem in the restricted band (−a,a) for this equation and the Markov power moment problem.     

On an optimal control problem related to A.D. Bazykin’s general predator-prey model

We consider a controlled analog of A.D. Bazykin’s predator-prey model and study the time optimization problem for this model. Under broad assumptions, we prove the bangbang property of the optimal control for the optimization problem in question and obtain an upper bound for the number of points of discontinuity of the bang-bang optimal control. We also analyze the time optimization problem for the controlled analog of the Lotka-Volterra predatorprey model.     

Dispatch planning using newsvendor dual problems and occupation times: Application to hydropower

We consider price-driven dispatch planning under price uncertainty: A storable commodity is optimally sold and purchased over time. First, we consider models where the storage level is constrained in expectation. The dual of the corresponding optimization problem is related to the newsvendor problem. Exact solutions of bang-bang type are given. The second methodology is for high-frequency dispatch decisions in multistage stochastic programming models: To overcome the curse of dimensionality, prices are modeled by occupation times at price levels. In a case study, we consider a pumped-storage hydropower plant: Numerical solutions are given, which have similar patterns as for the first, exactly solvable problems.     

On harvesting two competing populations

The problem of harvesting two competing populations is formulated in an optimal control setting. The maximum sustained rent (MSR) solution is introduced and is shown to be not only totally singular, but also to play a central role in solutions to the harvesting problem. It is further shown that nonsingular extremal subarcs must in general approach and leave the MSR along partially singular curves. A numerical example is introduced to demonstrate this phenomenon. In the case where the populations are driven onto the MSR in minimum time, however, the optimal control is shown to be bang-bang with at most one switch.The author is indebted to Professor D. H. Jacobson and Dr. D. H. Martin for helpful discussions during the preparation of this paper.     

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.     

Remarks on bang-bang control in a Hilbert space

The control of a linear system, whose performance index is the sum of a linear term and a quadratic term, is considered. A necessary and sufficient condition is given for the optimal control to be bang-bang, and this is used to extend and clarify the results of Refs. 1–2. As an illustration, an application to an elliptic boundary-value problem is given.This research was supported by the SFB 72 of the DFG, West Germany.     

A Steady Three-Dimensional Noncompact Free Boundary-Value Problem for the Navier-Stokes Equations

A steady three-dimensional flow of a viscous incompressible fluid with a noncompact free boundary above a fixed unbounded bottom is studied. It is assumed that the motion of the fluid is generated by sources and sinks situated in a bounded part of the bottom and having zero total flux. The existence of a unique solution to this problem with small data is proved and the asymptotic of the solution is constructed. Bibliography: 33 titles.This paper is dedicated to Prof. V. A. Solonnikov’s 70th birthday__________Published in Zapiski Nauchnykh Seminarov POMI, Vol. 306, 2003, pp. 134–164.     

Eisenstein series on the symplectic group

Analytic continuation is proved for certain Eisenstein series on the symplectic group which are associated with nonparabolic forms. In the case of the full modular group an explicit functional equation is obtained, and the singularities of the series are completely described.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 69, pp. 103–105, 1977.The author is grateful to Prof. A. N. Andrianov for posing the problem and for his constant attention to the work.     

Robust error estimates for the finite element approximation of elliptic optimal control problems

In this paper, we consider the finite element approximation of an elliptic optimal control problem. Based on an assumption on the adjoint state of the continuous problem with a small parameter, which represents a regularization of the bang-bang type control problem, we derive robust a priori error estimates for optimal control and state and a posteriori error estimate is also presented. Numerical experiments confirm our theoretical results.     

VARIATIONAL DISCRETIZATION OF A CONTROL-CONSTRAINED PARABOLIC BANG-BANG OPTIMAL CONTROL PROBLEM

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional.For the numerical treatment,we use variational discretization of its Tikhonov regularization:For the state and the adjoint equation,we apply Petrov-Galerkin schemes in time and usual conforming finite elements in space.We prove a-priori estimates for the error between the discretized regularized problem and the limit problem.Since these estimates are not robust if the regularization parameter tends to zero,we establish robust estimates,which--depending on the problem's regularity——enhance the previous ones.In the special case of bang-bang solutions,these estimates are further improved.A numerical example confirms our analytical findings.     

Remarks on bang-bang control in Hilbert space

In this note, a natural definition of bang-bang control in Hilbert space is given, and some of the theory of the authors' paper (Ref. 1) is rebuilt upon it. An elliptic boundary-value problem illustrating the theory is given. In the last part of this note, the results of Ref. 1 are extended to nonlinear perturbations of linear operators and to homogeneous nonlinear operators.Communicated by L. CesariThis research was supported by NRC Grant No. A-4047 and NSF Grant No. GP-7445.     

Optimal Bang-Bang Controls for a Two-Compartment Model in Cancer Chemotherapy

A class of mathematical models for cancer chemotherapy which have been described in the literature take the form of an optimal control problem over a finite horizon with control constraints and dynamics given by a bilinear system. In this paper, we analyze a two-dimensional model in which the cell cycle is broken into two compartments. The cytostatic agent used as control to kill the cancer cells is active only in the second compartment where cell division occurs and the cumulative effect of the drug is used to model the negative effect of the treatment on healthy cells. It is shown that singular controls are not optimal for this model and the optimality properties of bang-bang controls are established. Specifically, transversality conditions at the switching surfaces are derived. In a nondegenerate setting, these conditions guarantee the local optimality of the flow if satisfied, while trajectories will be no longer optimal if they are violated.     

A variety generated by a finite algebra with 2x 0 subvarieties

As was indicated to me by Prof. A. Wroński, the following problem was suggested by Prof. B. Jónsson: is every subvariety of the variety of a finite algebra generated by a finite algebra? In this paper we solve this problem in the negative by constructing a finite algebra that generates a variety having 2^x ₀ subvarieties.