Optimal advertising policy with the contagion model

This paper considers an optimal control problem for the dynamics of a contagion model, the optimal control being the rate of advertising expenditure that maximizes the present value of net profit streams over an infinite horizon. By using a Green's theorem approach, it is shown that there are multiple optimal stationary equilibria and that the optimal path from any given initial condition is a nearest feasible path to one of these equilibria.This work was partially supported by the National Research Council of Canada, Grant No. A4619.     

Optimal production and abatement policies of a firm

A pollution control problem from the employment and environmental policy point of view for a profit maximizing firm is studied. Two versions of the model are considered: model A with emission certificates and model B with environmental standards. The nature of the optimal solution for both a static and a dynamic model is analyzed and an economic interpretation is given. Using the theory of optimal control it can be shown that along the optimal path the increasing expenditure in pollution control is accompanied by an increasing stock of employees. The saddle point property of the equilibrium is established and the relation between the level of pollution in the stationary state and the charge per unit of effluents is derived. A sensitivity analysis of equilibrium values with respect to the changes in the parameters of the model is presented.     

An applicable method for solving the shortest path problems

A theorem of Hardy, Littlewood, and Polya, first time is used to find the variational form of the well known shortest path problem, and as a consequence of that theorem, one can find the shortest path problem via quadratic programming. In this paper, we use measure theory to solve this problem. The shortest path problem can be written as an optimal control problem. Then the resulting distributed control problem is expressed in measure theoretical form, in fact an infinite dimensional linear programming problem. The optimal measure representing the shortest path problem is approximated by the solution of a finite dimensional linear programming problem.     

Optimal institutional advertising: Minimum-time problem

This paper considers the problem of optimizing the institutional advertising expenditure for a firm which produces two products. The problem is formulated as a minimum-time control problem for the dynamics of an extended Vidale-Wolfe advertising model, the optimal control being the rate of institutional advertising that minimizes the time to attain the specified target market shares for the two products. The attainable set and the optimal control are obtained by applying the recent theory developed by Hermes and Haynes extending the Green's theorem approach to higher dimensions. It is shown that the optimal control is a strict bang-bang control. An interesting side result is that the singular arc obtained by the Green's theorem application turns out to be a maximum-time solution over the set of all feasible controls. The result clarifies the connection between the Green's theorem approach and the maximum principle approach.     

On the low rank solution of the Q‐weighted nearest correlation matrix problem

The low rank solution of the Q‐weighted nearest correlation matrix problem is studied in this paper. Based on the property of Q‐weighted norm and the Gramian representation, we first reformulate the Q‐weighted nearest correlation matrix problem as a minimization problem of the trace function with quadratic constraints and then prove that the solution of the minimization problem the trace function is the stationary point of the original problem if it is rank‐deficient. Finally, the nonmonotone spectral projected gradient method is constructed to solve them. Numerical examples illustrate that the new method is feasible and effective. Copyright © 2015 John Wiley & Sons, Ltd.     

Extensions of the Petal Method for Vehicle Routeing

The petal method for vehicle routeing imposes special structure on the form of a feasible route. In this paper we show that by extending the definition of a petal route, more general forms of vehicle route can be generated without invalidating the important underlying property that optimal petal solutions can be produced very easily. It will also be shown that the optimal generalized petal solution can be produced efficiently by multiple applications of a shortest path algorithm.     

Statistical cluster points and turnpike *

In this paper we study an asymptotic behaviour of optimal paths of a difference inclusion. The turnpike property in some wording [5,8, and so on] provided that there is a certain stationary point and optimal paths converge to that point. In this case only a finite number terms of the path (sequence) remain on the outside of every neighbourhood of that point

In the present paper a statistical cluster point introduced in [1] instead of the usual concept of limit point is considered and tue turnpiKe tueorem is proved, Mere it is es-ablished that there exists a stationary point which is a statistical cluster point for the all optimal paths. In this case not only a finite number but also infinite number terms of the path may remain on the outside of every small neighbourhood of the stationary point, but the number of these terms in comparison with the number of terms in the neighbourhood is so small that we can say:the path “almost” remains in this neighbourhood

Note that the main results are obtained under certain assumptions which are essentially weaker than the usual convexity assumption. These assumptions first were introduced for continuous systems in [6]     

Stability analysis and optimization of an inventory system with bounded orders

This paper addresses the control of a one-item inventory system subject to random order lead time and random demand. The key parameter of the control policy is the objective inventory. In each period, the order to be placed brings the inventory position as close as possible to the objective inventory. The order of each period is kept between a lower bound and an upper bound. We show that the distribution of the inventory level converges to its stationary distribution provided that the lower bound is smaller than the average demand, the upper bound is greater than the average demand and some regularity conditions hold. The average inventory cost is shown to be a convex function of the objective inventory level. A simulation-based approach is proposed for the determination of the optimal objective inventory. A method of bisection with derivative is then used to determine the optimal objective inventory. The derivatives needed in various iterations of this method are estimated using a single sample path with respect to a given objective inventory. Numerical results are provided.     

基于近邻方法下分布参数的贝叶斯分析

本文基于近邻方法下,构造了连续型单参数指数族参数的经验Bayes(EB)检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的大样本性质.     

Feedback control systems governed by evolution equations

ABSTRACT

The goal of this paper is to provide systematic approaches to study the feedback control systems governed by evolution equations in separable reflexive Banach spaces. We firstly give some existence results of mild solutions for the equations by applying the Banach's fixed point theorem and the Leray–Schauder alternative fixed point theorem with Lipschitz conditions and some types of boundedness conditions. Next, by using the Filippove theorem and the Cesari property, a new set of sufficient assumptions are formulated to guarantee the existence of feasible pairs for the feedback control systems. Some existence results for an optimal control problem are given. Finally, we apply our main result to obtain a controllability result for semilinear evolution equations and existence results for a class of differential variational inequalities and Clarke's subdifferential inclusions.     

Optimal feedback control policies for stochastic,distributed-parameter systems

This paper considers optimal feedback control policies for a class of discrete stochastic distributed-parameter systems. The class under consideration has the property that the random variable in the dynamic systems depends only on the time and possesses the Markovian property with stationary transition probabilities. A necessary condition for optimality of a feedback control policy, which has form similar to the Hamiltonian form in the deterministic case, is derived via a dynamic programming approach.     

A heuristic approach to hard constrained shortest path problems

Constrained shortest path problems have many applications in areas like network routing, investments planning and project evaluation as well as in some classical combinatorial problems with high duality gaps where even obtaining feasible solutions is a difficult task in general.We present in this paper a systematic method for obtaining good feasible solutions to hard (doubly constrained) shortest path problems. The algorithm is based essentially on the concept of efficient solutions which can be obtained via parametric shortest path calculations. The computational results obtained show that the approach proposed here leads to optimal or very good near optimal solutions for all the problems studied.From a theoretical point of view, the most important contribution of the paper is the statement of a pseudopolynomial algorithm for generating the efficient solutions and, more generally, for solving the parametric shortest path problem.     

A Criterion for Stationary Solutions of Retarded Linear Equations with Additive Noise

In this work, we shall consider stationary (mild) solutions for a class of retarded functional linear differential equations with additive noise in Hilbert spaces. We first introduce a family of Green operators for the stochastic systems and establish stability results which will play an important role in the investigation of stationary solutions. A criterion imposed on the Green operators is presented to identify a unique stationary solution for the systems considered. Under strong quasi-Feller property, it is shown that this criterion is a sufficient and necessary condition to guarantee a unique stationary solution, based on a method having its origins in optimal control theory.     

Stationary points and equilibria

Almost all existence results in mathematical economics and game theory rely on some type of fixed point theorem. However, in many cases it is much easier to apply an equivalent stationary point theorem. In this survey paper we show for various general equilibrium and game-theoretical models the usefulness of the stationary point approach to prove existence of equilibrium. We also consider path following methods to find a stationary point and illustrate such methods by an example. Finally, we discuss some refinements of stationary points and their application to solve the problem of equilibrium selection.     

New developments in the application of Pontryagin's Principle for the hydrothermal optimization

^** Email: bayon{at}uniovi.es In this paper we have developed a much simpler theory than previousones that resolves the problem of the optimization of hydrothermalsystems. The problem involves non-holonomic inequality constraints.In particular, we have established a necessary condition forthe stationary functions of the functional. We shall use Pontryagin'sMinimum Principle as the basis for proving this theorem, settingout our problem in terms of optimal control in continuous time,with the Lagrange-type functional. This theorem allows us toelaborate the optimization algorithm that leads to the determinationof the optimal solution of the hydrothermal system. We generalizethe problem, taking into account a cost associated with thewater, to then set out and solve the corresponding Bolza's problem.Finally, we present an example employing the algorithm developedfor this purpose with the ‘Mathematica’ package.     

Existence of the optimal measurable coupling and ergodicity for Markov processes

The existence theorem of the optimal measurable coupling of two probability kernels on a complete separable metric measurable space is proved. Then by this theorem, a general ergodicity theorem for Markov processes is obtained. And as an immediate application to particle systems the uniqueness theorem of the stationary distribution is supplemented, i.e. the uniqueness theorem also implies the existence of the stationary distribution.     

Neural firing rate model with a steep firing rate function

In this study we justify rigorously the approximation of the steep firing rate functions with a unit step function in a two-population neural firing rate model with steep firing rate functions. We do this justification by exploiting the theory of switching dynamical systems. It has been demonstrated that switching dynamics offer a possibility of simplifying the dynamical system and getting approximations of the solution of the system for any specific choice of parameters. In this approach the phase space of the system is divided into regular and singular domains, where the limit dynamics can be written down explicitly. The advantages of this method are illustrated by a number of numerical examples for different cases of the singular domains (i.e. for black, white and transparent walls) and for specific choices of the parameters involved. General conditions have been formulated on these parameters to give black, white and transparent walls. Further, the existence and stability of regular and singular stationary points have been investigated. It has been shown that the regular stationary points (i.e. stationary points inside the regular domains) are always stable and this property is preserved for smooth and sufficiently steep activation functions. In the most technical part of the paper we have provided conditions on the existence and stability of singular stationary points (i.e. those belonging to the singular domains). For the existence results, the implicit function theorem has been used, whereas the stability of singular stationary points is addressed by applying singular perturbation analysis and the Tikhonov theorem.     

On the Jacobi condition for optimizing an engineering problem

In this paper important properties of the conjugate points are discussed and illustrated for the problem of optimizing the control of a direct-current electric motor. These properties are shown to have significant implications for the optimization problems.The conjugate point nearest to the initial time determine the maximum duration of an optimal control for this process.In a previous study of this problem the conjugate points were not considered and the obtained trajectories were assumed to be optimal.     

营救设备数量受限的应急疏散模型和算法

考虑在实际中可能面临着某些救援活动,必须借助于营救设备或者依赖营救人员的引导才能得以完成．针对这种情况,给出了设备数量受限的应急疏散模型．由于目标函数是疏散时间最小化,在考虑路径容量限制时,首先通过优先饱和最短路径来确定可行路径集合,把可行路径集合中的k短路作为初始解,再以每条路径上流量与旅行时间的比值流速作为更新路径的准则,每步迭代通过保留流速较大的路径来保存当前疏散时间最小的路径集合,从而确定疏散方案．最后通过算例验证了该算法的有效性和可行性．     

Optimal feedback control for fractional neutral dynamical systems

In this paper, we consider feedback control systems governed by fractional neutral equations involving Riemann–Liouville derivatives. Firstly, we show the existence and uniqueness of solutions for the feedback control systems by applying Krasnoselskiis fixed point theorem. Then, we use Filippove theorem to obtain the existence of feasible pairs. Finally, an existence result of optimal control pairs for the Lagrange problem is proved.