A numerical method for an optimal control problem with minimum sensitivity on coefficient variation

In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method.     

Maximum Principle of Optimal Control of the Primitive Equations of the Ocean with Two Point Boundary State Constraint

We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of combined optimal stochastic and impulse control of a fairly general class of diffusions with random coefficients. Unlike, in the Markovian framework, we cannot apply quasi-variational inequalities techniques. We rather derive the main results using techniques involving reflected BSDEs and the Snell envelope.     

Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

In this paper we study the existence of the optimal (minimizing) control for a tracking problem, as well as a quadratic cost problem subject to linear stochastic evolution equations with unbounded coefficients in the drift. The backward differential Riccati equation (BDRE) associated with these problems (see [2], for finite dimensional stochastic equations or [21], for infinite dimensional equations with bounded coefficients) is in general different from the conventional BDRE (see [10], [18]). Under stabilizability and uniform observability conditions and assuming that the control weight-costs are uniformly positive, we establish that BDRE has a unique, uniformly positive, bounded on ℝ ₊ and stabilizing solution. Using this result we find the optimal control and the optimal cost. It is known [18] that uniform observability does not imply detectability and consequently our results are different from those obtained under detectability conditions (see [10]).      

Finite Element Analysis of an Optimal Control Problem in the Coefficients of Time-Harmonic Eddy Current Equations

This paper is concerned with an optimal control problem governed by time-harmonic eddy current equations on a Lipschitz polyhedral domain. The controls are given by scalar functions entering in the coefficients of the curl-curl differential operator in the state equation. We present a mathematical analysis of the optimal control problem, including sensitivity analysis, regularity results, existence of an optimal control, and optimality conditions. Based on these results, we study the finite element analysis of the optimal control problem. Here, the state is discretized by the lowest order edge elements of Nédélec??s first family, and the control is discretized by continuous piecewise linear elements. Our main findings are convergence results of the finite element discretization (without a rate).     

Multiscale asymptotic method of optimal control on the boundary for heat equations of composite materials

In this paper, we study the optimal control on the boundary for parabolic equations with rapidly oscillating coefficients arising from the heat transfer problems and the optimal control on the boundary of composite materials or porous media. The multiscale asymptotic expansion of the solution for the problem in the case without any constraints is presented. We derive the proofs of all convergence results.     

On the optimal control of systems governed by quasilinear integro-partial differential equations of parabolic type

Recently, M. N. O?uztöreli presented certain results on the existence and uniqueness of solutions of systems governed by a linear integro-partial differential equation of parabolic type with delayed arguments. Since his results admit only smooth coefficients, they could not be used directly in the study of the optimal control problems with bounded measurable control variables appearing in the coefficients of the system equations. In this paper, we consider a class of systems described by second-order quasilinear parabolic integro-partial differential equations with all but the second-order coefficients assumed bounded measurable. Our principal results are: Theorem 3.5, which establishes the existence and uniqueness of solutions of this class of systems (with controls in the coefficients), and Theorem 4.4, which gives a necessary condition for optimality for the corresponding controlled system.     

Optimality necessary conditions in singular stochastic control problems with nonsmooth data

The present paper studies the stochastic maximum principle in singular optimal control, where the state is governed by a stochastic differential equation with nonsmooth coefficients, allowing both classical control and singular control. The proof of the main result is based on the approximation of the initial problem, by a sequence of control problems with smooth coefficients. We, then apply Ekeland's variational principle for this approximating sequence of control problems, in order to establish necessary conditions satisfied by a sequence of near optimal controls. Finally, we prove the convergence of the scheme, using Krylov's inequality in the nondegenerate case and the Bouleau-Hirsch flow property in the degenerate one. The adjoint process obtained is given by means of distributional derivatives of the coefficients.     

On the Existence of Solutions of Two Optimization Problems

In this paper, we prove the existence of solutions for the minimization problem of the shell weight for a given minimal frequency of the shell vibrations as well as for the maximization problem of the minimal frequency for a given shell weight. We consider an optimal control problem governed by an eigenvalue problem for a system of differential equations with variable coefficients. The form of the shell is considered as a control. Some of the coefficients are non-measurable. Earlier, we introduced certain special weighted functional spaces. By using these spaces, we establish the continuity of the considered minimal frequency functional and obtain the existence of solutions of both optimal control problems. At the end, we prove the Lipschitz continuity of the eigenvalue problem.     

Modelling and control in pseudoplate problem with discontinuous thickness

This paper concerns an obstacle control problem for an elastic (homogeneous) and isotropic) pseudoplate. The state problem is modelled by a coercive variational inequality, where control variable enters the coefficients of the linear operator. Here, the role of control variable is played by the thickness of the pseudoplate which need not belong to the set of continuous functions. Since in general problems of control in coefficients have no optimal solution, a class of the extended optimal control is introduced. Taking into account the results of G-convergence theory, we prove the existence of an optimal solution of extended control problem. Moreover, approximate optimization problem is introduced, making use of the finite element method. The solvability of the approximate problem is proved on the basis of a general theorem. When the mesh size tends to zero, a subsequence of any sequence of approximate solutions converges uniformly to a solution of the continuous problem.     

Periodic optimal control for parabolic Volterra-Lotka type equations

This paper considers the optimal harvesting control of a biological species, whose growth is governed by the parabolic diffusive Volterra-Lotka equation. We prove that such equation with L^∞ periodic coefficients has an unique positive periodic solution. We show the existence and uniqueness of an optimal control, and under certain conditions, we characterize the optimal control in terms of a parabolic optimality system. A monotone sequence which converges to the optimal control is constructed.     

Optimal control in coefficients for weak variational problems in Hilbert space

In this paper we give sufficient conditions for the existence of solutions of a problem of parametric optimization. We use continuity with respect to a functional parameter of weak solutions of a variational problem in a Hilbert space.We consider a problem of optimization with the control in coefficients of linear parabolic equation as an example. Using results of Spagnolo we characterize the closure of the reachable set. Finally, we construct an example of an optimization problem with the control in coefficients of a parabolic equation which does not have an optimal solution.     

Optimal <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-Control in Coefficients for Dirichlet Elliptic Problems: <Emphasis Type="Italic">W</Emphasis>-Optimal Solutions

In this paper, we study a Dirichlet optimal control problem associated with a linear elliptic equation the coefficients of which we take as controls in the class of integrable functions. The coefficients may degenerate and, therefore, the problems may exhibit the so-called Lavrentieff phenomenon and non-uniqueness of weak solutions. We consider the solvability of this problem in the class of W-variational solutions. Using a concept of variational convergence of constrained minimization problems in variable spaces, we prove the existence of W-solutions to the optimal control problem and provide the way for their approximation. We emphasize that control problems of this type are important in material and topology optimization as well as in damage or life-cycle optimization.     

Optimization by the Homogenization Method for Nonlinear Elliptic Dirichlet Systems

We study the existence of solutions of control problems relative to a nonlinear elliptic system with Dirichlet boundary conditions. In this problem, the control variables are the coefficients of the equations and the open set where they are posed. It is known that this class of problems has no solution in general, but using homogenization results about elliptic systems we show the existence of solutions when the controls are searched in a bigger set. These results are related to the selection of optimal materials and shapes.     

Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications

In this paper, we study a class of Hilbert space-valued forward-backward stochastic differential equations (FBSDEs) with bounded random terminal times; more precisely, the FBSDEs are driven by a cylindrical Brownian motion on a separable Hilbert space and a Poisson random measure. In the case where the coefficients are continuous but not Lipschitz continuous, we prove the existence and uniqueness of adapted solutions to such FBSDEs under assumptions of weak monotonicity and linear growth on the coefficients. Existence is shown by applying a finite-dimensional approximation technique and the weak convergence theory. We also use these results to solve some special types of optimal stochastic control problems.     

An optimal control problem for two-dimensional Schrödinger equation

In this paper we consider an optimal control problem controlled by three functions which are in the coefficients of a two-dimensional Schrödinger equation. After proving the existence and uniqueness of the optimal solution, we get the Frechet differentiability of the cost functional using Hamilton-Pontryagin function. Then we state a necessary condition to an optimal solution in the variational inequality form using the gradient.     

Variational characterization of the uniqueness of the optimal state for the minimal-time problem

In this paper, we give a variational characterization of the uniqueness of the optimal state in a proper linear control process for the time-optimal problem; we extend to control processes with time-variable coefficients a characterization of normality given by Hajek in Ref. 1.This work was supported by CNR-GNAFA, Rome, Italy.     

Computing eigenvalues of Sturm-Liouville problems via optimal control theory

In this paper, we shall address three problems arising in the computation of eigenvalues of Sturm-Liouville boundary value problems. We first consider a well-posed Sturm-Liouville problem with discrete and distinct spectrum. For this problem, we shall show that the eigenvalues can be computed by solving for the zeros of the boundary condition at the terminal point as a function of the eigenvalue. In the second problem, we shall consider the case where some coefficients and parameters in the differential equation are continuously adjustable. For this, the eigenvalues can be optimized with respect to these adjustable coefficients and parameters by reformulating the problem as a combined optimal control and optimal parameter selection problem. Subsequently, these optimized eigenvalues can be computed by using an existing optimal control software, MISER. The last problem extends the first to nonstandard boundary conditions such as periodic or interrelated boundary conditions. To illustrate the efficiency and the versatility of the proposed methods, several non-trivial numerical examples are included.     

Inverse problem for the reaction diffusion system by optimization method

In this paper, we study an inverse problem of reconstructing two time independent coefficients in the reaction diffusion system from the final measurement. First the given problem is transformed into an optimization problem by using optimal control framework and the existence of the minimizer for the control functional is established. Then we prove the stability estimate for two coefficients with the upper bound given by some Sobolev norms of the final measurement.     

An existence and uniqueness theorem for one optimal control problem

In this paper we investigate the existence and uniqueness for an optimal control problem with processes described by a quasilinear parabolic equation with controls in coefficients and the right side of this equation.     

An adaptive parameter approach for an approximate solution of optimal control problems

In this paper, we consider a class of nonlinear optimal control problems (Bolza-problems) with constraints of the control vector, initial and boundary conditions of the state vectors. The time interval is fixed. Our approach to parametrize both the state functions and the control functions is described by general piecewise polynomials with unknown coefficients (parameters), where a fixed partition of the time interval is used. Here each of these functions in a suitable way individually will be approximated by such polynomials. The optimal control problem thus is reduced to a mathematical programming problem for these parameters. The existence of an optimal solution is assumed. Convergence properties of this method are not considered in this paper.