Minimum-fuel rocket trajectories involving intermediate-thrust arcs

The optimal trajectories in the neighborhood of an optimal intermediate-thrust arc are investigated for the minimumfuel orbit rendezvous problem with fixed specific impulse. Since such an arc is singular, the thrust acceleration magnitude being the singular control component, a second-variation analysis leads to the identification of a field of neighboring, singular arcs in a state space of dimension four rather than six, provided that a suitable Jacobi condition is met. A given neighboring initial six-dimensional state vector does not generally lie on a neighboring singular arc, and junction onto the appropriate singular arc must be accomplished by a short period of strong variations in the acceleration. This contributes an addition to the fuel expenditure which is of order 5/2 rather than 2 in the initial state displacement. The minimization of this higher-order cost, in the case of bounded acceleration, leads to an unsymmetrical version of Fuller's problem, whose solution requires an infinite number of switches between maximum and zero thrust during the short period. For unbounded thrust, the junction simplifies to either coast-impulse-singular trajectories or impulse-coast-impulse-singular trajectories. The neighboring singular arc meets the final condition in 4 dimensions, rather than 6 dimensions, and rendezvous must be completed by another, terminal short period of strong variations in the acceleration. Implications for midcourse guidance near a singular arc are discussed.     

Structural Stability Investigation of Bang-Singular-Bang Optimal Controls

The paper is devoted to parametric optimal control problems with a scalar, partially singular optimal control function. In contrast to the case of pure bang-bang behavior, the investigation of structural stability properties for partially singular controls so far has been rarely addressed in literature. The central result of the paper deals with the case of one first order singular arc under regular concatenation to bang-arcs. Conditions will be provided which ensure the Lipschitz stability of bang-singular junction times positions with respect to small parameter changes. Three examples illustrate the main theorem.     

Optimal control in a quantum cooling problem

The optimal control for cooling a quantum harmonic oscillator by controlling its frequency is considered. It is shown that this singular problem may be transformed with the proper choice of coordinates to an equivalent problem which is no longer singular. The coordinates used are sufficiently simple that a graphical solution is possible and eliminates the need to use a Weierstrass-like approach to show optimality. The optimal control of this problem is of significance in connection with cooling physical systems to low temperatures. It is also mathematically significant in showing the power and limitations of coordinate transformations for attacking apparently singular problems.     

A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL

A class of stationary models of singular stochastic control has been studied,in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions,and the structure of optimal control may be characterized.     

Optimal control for stochastic linear quadratic singular periodic neuro Takagi–Sugeno (T-S) fuzzy system with singular cost using ant colony programming

In this paper, optimal control for stochastic linear singular periodic neuro Takagi–Sugeno (T–S) fuzzy system with singular cost is obtained using ant colony programming (ACP). To obtain the optimal control, the solution of matrix Riccati differential equation (MRDE) is computed by solving differential algebraic equation (DAE) using a novel and nontraditional ACP approach. ACP solution is equivalent or very close to the exact solution of the problem. The ACP solution is compared with the solution of traditional Runge Kutta (RK) method. An illustrative numerical example is presented for the proposed method.     

Some results on pointwise second-order necessary conditions for stochastic optimal controls

The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control region is convex, a pointwise second-order necessary condition for stochastic singular optimal controls in the classical sense is established; while when the control region is allowed to be nonconvex, we obtain a pointwise second-order necessary condition for stochastic singular optimal controls in the sense of Pontryagin-type maximum principle. It is found that, quite different from the first-order necessary conditions, the correction part of the solution to the second-order adjoint equation appears in the pointwise second-order necessary conditions whenever the diffusion term depends on the control variable, even if the control region is convex.     

Approximate Penalty Method in Optimal Control Problems for Nonsmooth Singular Systems

We consider an abstract optimal control problem with additional constraints and nonsmooth terms, but without the requirement that both the state equation on the set of admissible controls and the extremum problem be solvable. We use the approximate penalty method proposed here to find an approximate (in the weak sense) solution of the problem. As an example, we consider the optimal control problem for a singular nonlinear elliptic type equation.     

Analysis of an Optimal Control Problem Related to the Anaerobic Digestion Process

Our aim in this work is to synthesize optimal feeding strategies that maximize, over a time period, the biogas production in a continuously filled bioreactor controlled by its dilution rate. Such an anaerobic process is described by a four-dimensional dynamical system. Instead of modeling the optimization of the biogas production as a Lagrange-type optimal control problem, we propose a slightly different optimal control approach in this paper: We study the minimal time control problem to reach a target point, which is chosen in such a way that it maximizes the biogas production at steady state. Thanks to the Pontryagin maximum principle and the geometric control theory, we provide an optimal feedback control for the minimal time control problem, when the initial conditions are taken within the invariant and attractive manifold of the system. The optimal synthesis exhibits turnpike and anti-turnpike singular arcs and a cut locus.     

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 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.     

Abort landing in windshear: Optimal control problem with third-order state constraint and varied switching structure

Optimal abort landing trajectories of an aircraft under different windshear-downburst situations are computed and discussed. In order to avoid an airplane crash due to severe winds encountered by the aircraft during the landing approach, the minimum altitude obtained during the abort landing maneuver is to be maximized. This maneuver is mathematically described by a Chebyshev optimal control problem. By a transformation to an optimal control problem of Mayer type, an additional state variable inequality constraint for the altitude has to be taken into account; here, its order is three. Due to this altitude constraint, the optimal trajectories exhibit, depending on the windshear parameters, up to four touch points and also up to one boundary arc at the minimum altitude level. The control variable is the angle of attack time rate which enters the equations of motion linearly; therefore, the Hamiltonian of the problem is nonregular. The switching structures also includes up to three singular subarcs and up to two boundary subarcs of an angle of attack constraint of first order. This structure can be obtained by applying some advanced necessary conditions of optimal control theory in combination with the multiple-shooting method. The optimal solutions exhibit an oscillatory behavior, reaching the minimum altitude level several times. By the optimization, the maximum survival capability can also be determined; this is the maximum wind velocity difference for which recovery from windshear is just possible. The computed optimal trajectories may serve as benchmark trajectories, both for guidance laws that are desirable to approach in actual flight and for optimal trajectories may then serve as benchmark trajectories both for guidance schemes and also for numerical methods for problems of optimal control.This paper is dedicated to Professor George Leitmann on the occasion of his seventieth birthday.     

Generalization of Cauchy’s characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes

An approach to constructing optimal control synthesis, based on studying the allocation of characteristics to the Cauchy problem for the Hamilton-Jacobi-Bellman (HJB) equation (i.e., determining how the extended phase space is filled with these characteristics), is proposed. A method for finding a global solution to the Cauchy problem for the HJB equation by setting boundary conditions on the surface of singular characteristics corresponding to singular optimal controls is developed. Control is considered to be one-dimensional and linear within the system. In describing the method, it is assumed that this surface is unique, and that the switching of any admissible process satisfying Pontryagin’s maximum principle can occur only on it and not more than once. The corresponding sufficient conditions are obtained, and the smoothness of the cost function constructed in this way is verify. The resulting approach is demonstrated via the example of a mathematical model for the treatment of viral infections.     

Necessary optimality conditions for a singular surface in the form of synthesis

For a linear control problem using the traditional open-loop approach, a new representation for the singular control and generalized, invariant conditions for optimality are found. The phase portrait of a nonlinear control problem is considered in the neighborhood of singular trajectories. The singular paths form a hypersurface, approached by regular paths from both sides. The Bellman function for this problem is a classical (smooth) solution to a first-order PDE with nonsmooth Hamiltonian over two smooth (regular) branches, related to the halfneighborhoods of the surface. These solutions are at least twice differentiable and have first discontinuous derivatives of odd order. The invariant form for these necessary conditions is found in terms of Jacobi (Poisson) brackets, consisting of several equalities and inequalities. The latter relations guarantee the validity of the Kelley condition as well as the geometrical constraints for the singular control variables. Thus, the Kelley condition appears to be just a certain property of a smooth solution to a first-order PDE with nonsmooth Hamiltonian. All the relations, including the Hamiltonian equations of singular motion, do not use singular controls; they are based on regular Hamiltonians depending only upon the state vector and the gradient of the Bellman function (adjoint vector).This work was suported by Grant No. 93-013-16285 of the Russian Fund for Fundamental Research.     

Asymptotic solution of a singularly perturbed set of functional-differential equations of Riccati type encountered in the optimal control theory

The boundary-value problem for the set of functional-differential equations with partial derivatives of Riccati type, associated with a singularly perturbed linear-quadratic optimal control problem with delay in state, is considered. The expression for a solution of the problem, which transforms it to the explicit singular perturbation form, is proposed. An asymptotic solution of this problem is constructed. Received August 7, 1997     

Geometry of neighborhoods of singular trajectories in problems with multidimensional control

It is shown that the order of a singular trajectory in problems with multidimensional control is described by a flag of linear subspaces in the control space. In terms of this flag, we construct necessary conditions for the junction of a nonsingular trajectory with a singular one in affine control systems. We also give examples of multidimensional problems in which the optimal control has the form of an irrational winding of a torus that is passed in finite time.     

Bio-economics of a renewable resource subjected to strong Allee effect

In this article bio-economics of a renewable resource that is subjected to strong Allee effect (multiplicative Allee effect) is investigated from sole owner perspective. The considered optimal harvesting problem has been solved using Pontryagin maximum principle. The control problem admits multiple singular equilibrium solutions in contrast to the case where the growth of the resource is of compensatory nature. Thus the choice of optimal singular solution and the nature of associated approach paths make the problem pertinent and interesting.     

Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with reflected BSDEs (RBSDEs). The financial position is given by an RCLL adapted process. We first state some properties of RBSDEs with jumps when the obstacle process is RCLL only. We then prove that the value function of the optimal stopping problem is characterized as the solution of an RBSDE. The existence of optimal stopping times is obtained when the obstacle is left-upper semi-continuous along stopping times. Finally, we investigate robust optimal stopping problems related to the case with model ambiguity and their links with mixed control/optimal stopping game problems. We prove that, under some hypothesis, the value function is equal to the solution of an RBSDE. We then study the existence of saddle points when the obstacle is left-upper semi-continuous along stopping times.     

Singular mean-field control games

This article studies singular mean field control problems and singular mean field two-players stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium are obtained. Under some assumptions the optimality conditions for singular mean-field control are reduced to a reflected Skorohod problem, whose solution is proved to exist uniquely. Motivations are given as optimal harvesting of stochastic mean-field systems, optimal irreversible investments under uncertainty and mean-field singular investment games. In particular, a simple singular mean-field investment game is studied, where the Nash equilibrium exists but is not unique.     

Optimal processes in smooth-convex minimization problems

The paper elaborates a general method for studying smooth-convex conditional minimization problems that allows one to obtain necessary conditions for solutions of these problems in the case where the image of the mapping corresponding to the constraints of the problem considered can be of infinite codimension. On the basis of the elaborated method, the author proves necessary optimality conditions in the form of an analog of the Pontryagin maximum principle in various classes of quasilinear optimal control problems with mixed constraints; moreover, the author succeeds in preserving a unified approach to obtaining necessary optimality conditions for control systems without delays, as well as for systems with incommensurable delays in state coordinates and control parameters. The obtained necessary optimality conditions are of a constructive character, which allows one to construct optimal processes in practical problems (from biology, economics, social sciences, electric technology, metallurgy, etc.), in which it is necessary to take into account an interrelation between the control parameters and the state coordinates of the control object considered. The result referring to systems with aftereffect allows one to successfully study many-branch product processes, in particular, processes with constraints of the “bottle-neck” type, which were considered by R. Bellman, and also those modern problems of flight dynamics, space navigation, building, etc. in which, along with mixed constraints, it is necessary to take into account the delay effect. The author suggests a general scheme for studying optimal process with free right endpoint based on the application of the obtained necessary optimality conditions, which allows one to find optimal processes in those control systems in which no singular cases arise. The author gives an effective procedure for studying the singular case (the procedure for calculating a singular control in quasilinear systems with mixed constraints. Using the obtained necessary optimality conditions, the author constructs optimal processes in concrete control systems. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 42, Optimal Control, 2006.     

A computational approach for understanding immune response to multiple epitopes based on optimal control formulation

The immune system does not response in equal probability to every epitope of an invader. We investigate the immune system’s decision making process using optimal control principles. Mathematically, this formulation requires the solution of a two-point boundary-value problem, which is a challenging task especially when the control variables are bounded. In this work, we develop a computational approach based on the shooting technique for bounded optimal control problems. We then utilize the computational approach to carry out extensive numerical studies on a simple immune response model of two competing controls. Numerical solutions demonstrate that the results of optimal control depend on the objective function, the limitations on control inputs, as well as the amounts of peptides. Moreover, the state space of peptides can be divided into different regions according the properties of the solutions. The developed algorithm not only provides a useful tool for understanding decision making strategies of the immune system but can also be utilized to solve other complex optimal control problems.