Optimal dynamic advertising policies for hereditary processes

In this paper, the Nerlove-Arrow model of optimal dynamic advertising policies is generalized by assuming a general probability distribution of the forgetting time, rather than the exponential one. A control problem with integrodifferential equations of motion is defined for which the transitory and steady-state properties of the optimal advertising policy are examined. The effects of assumptions like IHR-distributions and DHR-distributions, the existence of an upper bound for the forgetting time, etc., are explained. It is shown that there are two (in the case of an exponential distribution even three) different current-value adjoint functions associated with the problem, and relations between the two (three) are established. Also provided is a sensitivity analysis.Thanks are due to G. Feichtinger and S. Jorgensen for useful discussions.     

On the minimal time function for distributed control systems in Banach spaces

In this paper, it is shown that the minimal time function is locally Lipschitz continuous for the control systemx=Ax+u in a Banach spadeE, under either of two conditions:A is linear and generates aC ₀-semigroup of bounded linear operators; orA is nonlinear, possibly multivalued, and dissipative. The main tool used for the nonlinear case is a result of Barbu concerning the null controllability of the system.     

Direct transformation of variational problems into Cauchy systems. I. Scalar-quadratic case

This series of papers addresses three interrelated problems: the solution of a variational minimization problem, the solution of integral equations, and the solution of an initial-valued system of integro-differential equations. It will be shown that a large class of minimization problems requires the solution of linear Fredholm integral equations. It has also been shown that the solution of a linear Fredholm integral equation is identical to the solution of a Cauchy system. In this paper, we bypass the Fredholm integral equations and show that the minimization problem directly implies a solution of a Cauchy system. This first paper in the series looks only at quadratic functionals and scalar functions.This research was sponsored by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant No. AFOSR-77-3383.     

On the regulator problem for linear degenerate control systems

In this paper, we study the finite-time regulator problem for linear, autonomous, degenerate systems, i.e., systems described by the differential equation with det(K)=0. Two investigations of the regulator problem are presented, which depend on the quadratic cost associated with the differential equation.This work was performed under the auspices of the National Research Council of Italy, Gruppo Nazionale per l'Analisi Funzionale e le Sue Applicazioni, Rome, Italy.     

Conjugate-gradient method for computing the Moore-Penrose inverse and rank of a matrix

A conjugate-gradient method is developed for computing the Moore-Penrose generalized inverseA of a matrix and the associated projectors, by using the least-square characteristics of both the method and the inverseA . Two dual algorithms are introduced for computing the least-square and the minimum-norm generalized inverses, as well asA . It is shown that (i) these algorithms converge for any starting approximation; (ii) if they are started from the zero matrix, they converge toA ; and (iii) the trace of a sequence of approximations multiplied byA is a monotone increasing function converging to the rank ofA. A practical way of compensating the self-correcting feature in the computation ofA is devised by using the duality of the algorithms. Comparison with Ben-Israel's method is made through numerical examples. The conjugate-gradient method has an advantage over Ben-Israel's method.After having completed the present paper, the author received from Professor M. R. Hestenes his paper entitledPseudo Inverses and Conjugate Gradients. This paper treated the same subject and appeared in Communications of the ACM, Vol. 18, pp. 40–43, 1975.     

Theoretical treatment of first-order reversible reactions occurring in a chromatographic reactor, on the basis of consecutive reactions

Summary Analytical peak-shape equations were derived for first-order reversible reactions occurring in a chromatographic reactor by treating the reversible reactions as consecutive reactions with alternating products. The results of the analytical peak-shape equations were compared with those from a numerical solution of the partial differential equation system modeling the chromatographic reactor. For small to medium conversions the correspondence was found to be sufficiently close to enable substitution of the numerical solution in fitting procedures for the determination of rate constants. Presented at the 21^st ISC held in Stuttgart, Germany, 15^th–20^th September, 1996