关于一类连续最优控制问题的一种可实现的离散方法

本文对具有状态终端约束、控制受限的非线性连续最优控制问题给出一种新的可实现的离散方法，此方法通过求解非线最小二乘问题避免这类问题离散后出现的不可行现象，文中给出这种做法的理论证明和实现方案。     

Characterization of limits of Bayes procedures

For the problem of estimating the natural parameter of a p-dimensional exponential family, a characterization of regular limits of Bayes procedures is obtained which generalizes results of Sacks [14], Brown [3], and Berger and Srinivasan [1]. The form is deduced under regularity conditions for the loss function which are more general than squared error. As a corollary it is then stated that the class of procedures with this form is a complete class. The parameter space may be open, and when it is closed, the limits of Bayes procedures are generalized Bayes.     

Optimum load scheduling of nuclear-hydro-thermal power systems

This paper considers the problem of short-term optimal operation of nuclear-hydro-thermal electric power systems. The solution is obtained by use of a functional analytic optimization technique that employs the minimum norm formulation.A power system with an arbitrary number of generating stations is considered. The limited flexibility exhibited by the thermal nuclear reactors, when operating in a load-following mode, is accounted for by means of a model of the xenon concentration in their cores. The nonlinear effects induced by trapezoidal water reservoirs and the time delay of the water flow between upstream and downstream hydroplants is taken into consideration as well.A two-level iterative scheme of the feasible type is proposed for implementing the optimal solution.This work was supported in part by the National Research Council of Canada, Grant No. A-4146.     

Coexistence of phases in Ising ferromagnets

We derive a new inequality for ferromagnetic Ising spin systems and then use it to obtain information about the number of phases which can coexist in such systems. We show in particular that for even interactions only two phases (up and down magnetization) can coexist below the critical temperature at zero magnetic field (h=0) whenever the energy is a continuous function of the temperature. We also prove that the derivatives with respect toh ath=0 of the odd correlation functions (triplet,...) diverge like the susceptibility in the vicinity of the critical temperature (at least for pair interactions). Our results also apply to higher order Ising spins (not just spin 1/2).Research supported in part by NSF Grant #MPS 75-20638 and USAFOR Grant #73-2430D.John Simon Guggenheim Fellow.     

Reduction of delayed optimal control problems to nondelayed problems

A method is exhibited which transforms a large class of optimal control problems with fixed delays to nondelayed problems, thus permitting classical results to be used in their analysis.     

Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance

The condition on the offspring distribution in the critical multitype Bienaymé-Galton-Watson process without variance, which was previously shown to be sufficient for the existence of the analogue of the exponential limit law, is now shown also to be necessary. This completely extends previous one-type work of R. S. Slack.     

Asymptotically decoupled systems

In this paper, two linear-quadratic systems are shown to be asymptotically decoupled. We obtain the steady-state term and the first-order transient term of optimal controls. We also obtain an estimate of the rate at which the first-order transient term diminishes and approaches zero.     

Optimal control of systems with multiple criteria when disturbances are present

Optimal control problems with a vector performance index and uncertainty in the state equations are investigated. Nature chooses the uncertainty, subject to magnitude bounds. For these problems, a definition of optimality is presented. This definition reduces to that of a minimax control in the case of a scalar cost and to Pareto optimality when there is no uncertainty or disturbance present. Sufficient conditions for a control to satisfy this definition of optimality are derived. These conditions are in terms of a related two-player zero-sum differential game and suggest a technique for determining the optimal control. The results are illustrated with an example.This research was supported by AFOSR under Grant No. 76-2923.