An M/G/1 retrial queueing system with additional phase of service and possible preemptive resume service discipline is considered. For an arbitrarily distributed retrial time distribution, the necessary and sufficient condition for the system stability is obtained, assuming that only the customer at the head of the orbit has priority access to the server. The steady-state distributions of the server state and the number of customers in the orbit are obtained along with other performance measures. The effects of various parameters on the system performance are analysed numerically. A general decomposition law for this retrial queueing system is established. 相似文献
We investigate optimal harvesting control in a predator–prey model in which the prey population is represented by a first-order
partial differential equation with age-structure and the predator population is represented by an ordinary differential equation
in time. The controls are the proportions of the populations to be harvested, and the objective functional represents the
profit from harvesting. The existence and uniqueness of the optimal control pair are established. 相似文献
This work is concerned with Pontryagin's maximum principle of optimal control problems governed by some non-well-posed semilinear heat equations. A type of approach to the non-well-posed optimal control problem is given. 相似文献
We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions. 相似文献
Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N3. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction. 相似文献
Summary We consider the problem of maximizing the discounted net profit of a firm which purchases a quantity of some product at a
given time and afterwards advertises and sells the product progressively. We distinguish among the three possibilities of
assuming the final time to be either fixed, or bounded, or free. In all cases, after stating the problem in the optimal control
theory framework, we prove the existence of an optimal solution and characterize it using the Maximum Principle necessary
conditions. Furthermore, we prove that the convexity of the purchase cost function is a sufficient condition for the uniqueness
of the optimal solution.
Partially supported by MURST. 相似文献
Cancer immunotherapy aims at stimulating the immune system to react against cancer stealth capabilities. It consists of repeatedly injecting small doses of a tumor-associated molecule one wants the immune system to recognize, until a consistent immune response directed against the tumor cells is observed.
We have applied the theory of optimal control to the problem of finding the optimal schedule of injections of an immunotherapeutic agent against cancer. The method employed works for a general ODE system and can be applied to find the optimal protocol in a variety of clinical problems where the kinetics of the drug or treatment and its influence on the normal physiologic functions have been described by a mathematical model.
We show that the choice of the cost function has dramatic effects on the kind of solution the optimization algorithm is able to find. This provides evidence that a careful ODE model and optimization schema must be designed by mathematicians and clinicians using their proper different perspectives. 相似文献
We consider a Bolza optimal control problem with state constraints. It is well known that under some technical assumptions every strong local minimizer of this problem satisfies first order necessary optimality conditions in the form of a constrained maximum principle. In general, the maximum principle may be abnormal or even degenerate and so does not provide a sufficient information about optimal controls. In the recent literature some sufficient conditions were proposed to guarantee that at least one maximum principle is nondegenerate, cf. [A.V. Arutyanov, S.M. Aseev, Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints, SIAM J. Control Optim. 35 (1997) 930–952; F. Rampazzo, R.B. Vinter, A theorem on existence of neighbouring trajectories satisfying a state constraint, with applications to optimal control, IMA 16 (4) (1999) 335–351; F. Rampazzo, R.B. Vinter, Degenerate optimal control problems with state constraints, SIAM J. Control Optim. 39 (4) (2000) 989–1007]. Our aim is to show that actually conditions of a similar nature guarantee normality of every nondegenerate maximum principle. In particular we allow the initial condition to be fixed and the state constraints to be nonsmooth. To prove normality we use J. Yorke type linearization of control systems and show the existence of a solution to a linearized control system satisfying new state constraints defined, in turn, by linearization of the original set of constraints along an extremal trajectory. 相似文献