Control of Cauchy system for an elliptic operator

The control of a Cauchy system for an elliptic operator seems to be globally an open problem. In this paper, we analyze this problem using a regularization method which consists in viewing a singular problem as a limit of a family of well-posed problems. Following this analysis and assuming that the interior of considered convex is non-empty, we obtain a singular optimality system （S.O.S.） for the considered control problem.     

Linearizability conditions of a time-reversible quartic-like system

In this paper we study the linearizability problem of polynomial-like complex differential systems. We give a reduction of linearizability problem of such non-polynomial systems to the problem of polynomial systems. Applying this reduction, we find some linearizability conditions for a time-reversible quartic-like complex system and derive from them conditions of isochronous center for the corresponding real system.     

Newton basis for multivariate Birkhoff interpolation

Multivariate Birkhoff interpolation is the most complex polynomial interpolation problem and people know little about it so far. In this paper, we introduce a special new type of multivariate Birkhoff interpolation and present a Newton paradigm for it. Using the algorithms proposed in this paper, we can construct a Hermite system for any interpolation problem of this type and then obtain a Newton basis for the problem w.r.t. the Hermite system.     

Markov Decision Processes with a Constraint on the Asymptotic Failure Rate

In this paper, we introduce a Markov decision model with absorbing states and a constraint on the asymptotic failure rate. The objective is to find a stationary policy which minimizes the infinite horizon expected average cost, given that the system never fails. Using Perron-Frobenius theory of non-negative matrices and spectral analysis, we show that the problem can be reduced to a linear programming problem. Finally, we apply this method to a real problem for an aeronautical system.     

Usability aware secret protection with minimum cost

In this paper we study a cybersecurity problem of protecting system’s secrets with multiple protections and a required security level, while minimizing the associated cost due to implementation/maintenance of these protections as well as the affected system usability. The target system is modeled as a discrete-event system (DES) in which there are a subset of marker states denoting the services/functions provided to regular users, a subset of secret states, and multiple subsets of protectable events with different security levels. We first introduce usability-aware cost levels for the protectable events, and then formulate the security problem as to ensure that every system trajectory that reaches a secret state contains a specified number of protectable events with at least a certain security level, and the highest usability-aware cost level of these events is minimum. We first provide a necessary and sufficient condition under which this security problem is solvable, and when this condition holds we propose an algorithm to solve the problem based on the supervisory control theory of DES. Moreover, we extend the problem to the case of heterogeneous secrets with different levels of importance, and develop an algorithm to solve this extended problem. Finally, we demonstrate the effectiveness of our solutions with a network security example.     

Probabilistic interpretation of a coupled system of Hamilton–Jacobi–Bellman equations

In this paper, we give a probabilistic interpretation for a coupled system of Hamilton–Jacobi–Bellman equations using the value function of a stochastic control problem. First we introduce this stochastic control problem. Then we prove that the value function of this problem is deterministic and satisfies a (strong) dynamic programming principle. And finally, the value function is shown to be the unique viscosity solution of the coupled system of Hamilton–Jacobi–Bellman equations.     

A primal–dual algorithm for minimizing a sum of Euclidean norms

We study the problem of minimizing a sum of Euclidean norms. This nonsmooth optimization problem arises in many different kinds of modern scientific applications. In this paper we first transform this problem and its dual problem into a system of strongly semismooth equations, and give some uniqueness theorems for this problem. We then present a primal–dual algorithm for this problem by solving this system of strongly semismooth equations. Preliminary numerical results are reported, which show that this primal–dual algorithm is very promising.     

General fractional variational problem depending on indefinite integrals

In this report, we consider two kind of general fractional variational problem depending on indefinite integrals include unconstrained problem and isoperimetric problem. These problems can have multiple dependent variables, multiorder fractional derivatives, multiorder integral derivatives and boundary conditions. For both problems, we obtain the Euler-Lagrange type necessary conditions which must be satisfied for the given functional to be extremum. Also, we apply the Rayleigh-Ritz method for solving the unconstrained general fractional variational problem depending on indefinite integrals. By this method, the given problem is reduced to the problem for solving a system of algebraic equations using shifted Legendre polynomials basis functions. An approximate solution for this problem is obtained by solving the system. We discuss the analytic convergence of this method and finally by some examples will be showing the accurately and applicability for this technique.     

Decoupling problems around a trajectory: from linearity to nonlinearity

Given a nonlinear control system for which an admissible statetrajectory is specified, we solve approximately the input outputdecoupling problem around this nominal trajectory. An approximatesolution for this problem is obtained by dealing with the linearizedsystem along this trajectory. An exact solution to the inputoutput decoupling problem for the linearization is shown tobe an approximate solution to the input output decoupling problemaround the nominal trajectory for the original nonlinear system.In a similar way, we provide an approximate solution to thedisturbance decoupling problem around a specified trajectoryof the nonlinear system. The nonlinear model of a two link robotmanipulator is used to illustrate the results on input outputdecoupling.     

The existence results for optimal control problems governed by a variational inequality

In this paper, we establish the existence of the optimal control for an optimal control problem where the state of the system is defined by a variational inequality problem with monotone type mappings. Moreover, as an application, we get several existence results of an optimal control for the optimal control problem where the system is defined by a quasilinear elliptic variational inequality problem with an obstacle.     

Robust suboptimal control of nonlinear systems

In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system’s performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3.     

Problem of small and normal oscillations of a rotating elastic body filled with an ideal barotropic liquid

An evolutionary problem of small motions of an ideal barotropic liquid filling a rotating isotropic elastic body is studied in the paper. Moreover, the corresponding spectral problem arising in the study of normal motions of the mentioned system is considered. First, we state the evolutionary problem, then we pass to a second-ordered differential equation in some Hilbert space. Based on this equation, we prove the uniqueness theorem for the strong solvability of the corresponding mixed problem. The spectral problem is studied in the second part of the paper. A quadratic spectral sheaf corresponding to the spectral problem was derived and studied. Problems of localization, discreteness, and asymptotic form of the spectrum are considered for this sheaf. The statement of double completeness with a defect for a system of eigenelements and adjoint elements and the statement of essential spectrum of the problem are proved.     

Canonical systems

In this paper, we study canonical systems and pose the problem of constructing a quasihomogeneous canonical system, i.e., the canonical system whose spectral problem has the same solution as that of the spectral problem of some homogeneous canonical system. We present a rational algorithm for constructing a quasihomogeneous canonical systems.     

Exact controllability of thermoelastic plate equation with memory

In this paper, we consider exact control problem for a coupled system of plate with Gurtin‐Pipkin equation. Using duality arguments, the problem is reduced to the obtention of suitable observability estimates for the dual system. Firstly, we obtain the observability inequality of the dual system by means of multiplier method. Then, we prove that the system is exactly controllable based on the Hilbert Unique Method.     

Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements

In this paper, we consider a parameter identification problem involving a time-delay dynamical system, in which the measured data are stochastic variable. However, the probability distribution of this stochastic variable is not available and the only information we have is its first moment. This problem is formulated as a distributionally robust parameter identification problem governed by a time-delay dynamical system. Using duality theory of linear optimization in a probability space, the distributionally robust parameter identification problem, which is a bi-level optimization problem, is transformed into a single-level optimization problem with a semi-infinite constraint. By applying problem transformation and smoothing techniques, the semi-infinite constraint is approximated by a smooth constraint and the convergence of the smooth approximation method is established. Then, the gradients of the cost and constraint functions with respect to time-delay and parameters are derived. On this basis, a gradient-based optimization method for solving the transformed problem is developed. Finally, we present an example, arising in practical fermentation process, to illustrate the applicability of the proposed method.     

Optimal patient and personnel scheduling policies for care-at-home service facilities

In this paper we study the problem of personnel planning in care-at-home facilities. We model the system as a Markov decision process, which leads to a high-dimensional control problem. We study monotonicity properties of the system and derive structural results for the optimal policy. Based on these insights, we propose a trunk reservation heuristic to control the system. We provide numerical evidence that the heuristic yields close to optimal performance, and scales well for large problem instances.     

On a Generalized System for Relaxed Cocoercive Variational Inequalities and Projection Methods

Verma introduced a system of nonlinear variational inequalities and proposed projection methods to solve it. This system reduces to a variational inequality problem under certain conditions. So, at least in form, it can be regarded as a extension of a variational inequality problem. In this note, we show that solving this system coincides exactly with solving a variational inequality problem. Therefore, we conclude that it suffices to study the corresponding variational inequalities.This work was supported by the National Natural Science Foundation of China, Grant 10571134.Communicated by M. J. Balas     

Meyer wavelets with least uncertainty constant

In the present paper, we construct a system of Meyer wavelets with least possible uncertainty constant. The uncertainty constant minimization problem is reduced to a convex variational problem whose solution satisfies a second-order nonlinear differential equation. Solving this equation numerically, we obtain the desired system of wavelets.     

Problem on small motions and normal oscillations of capillary viscous liquids in rotating vessels

The new recent results of the author are applied to study the problem. We begin from the problem posing. Then we consider the problem as a system of operator equations in a Hilbert space. Further, the initial-boundary value problem is reduced to the Cauchy problem for the abstract parabolic equation; this allows us to prove the unique solvability theorem. Then we study normal oscillations of the hydraulic system under the assumption of static stability with respect to the linear approximation. We prove results about the spectrum of the problem and prove that the system of root functions (eigenfunctions and associated functions) form a basis. Also, we prove that if the static stability assumption is not satisfied, then the inversion of Lagrange’s theorem on the stability is valid.     

A computational method for a class of non-standard time optimal control problems involving multiple time horizons

In this paper, we consider a class of non-standard time optimal control problems involving a dynamical system consisting of multiple subsystems evolving over different time horizons. Different subsystems are required to reach their respective target sets at different termination times. The goal is to minimize the maximum of these termination times. By introducing a discrete variable to represent the system termination ordering, we reformulate this problem as a discrete optimization problem. A discrete filled function method is developed to solve this discrete optimization problem. For illustration, a numerical example is solved.