分数阶抛物方程控制系统最优控制的稳定性（英文）

本文研究了一类分数阶抛物方程的最优控制问题,主要讨论了其最优控制与最优值的稳定性.利用了凸方法获得了获得了这类问题最优控制的稳定性结果,并且推广了在参考文献[3]中的最优控制稳定性结论.     

一类非线性时滞离散系统的渐近行为（英文）

本文研究了一类二维时滞非线性差分系统.利用稳定性理论和最优控制理论等方法,本文首先获得了保证正平衡点的存在唯一以及全局渐近稳定的充分条件;然后对消费函数的最大化的最优控制问题进行讨论,获得了最优解的存在性与稳定性条件;最后,通过数值模拟验证了结果的有效性.本文推广了一维时滞非线性差分系统中给出的相关结论.     

具有点态控制约束热方程的时间与范数最优控制问题的等价性

本文研究了具有点态控制热方程的等价性问题.利用变分法分析时间最优控制的唯一性,能控性以及范数最优控制的特征,获得了具有点态控制约束热方程的时间与范数最优控制问题之间的等价性,推广了现有文献的结果.     

随机广义耦合微分Riccati方程解的存在性（英文）

本文研究利用奇异值分解方法,获得了随机广义耦合微分Riccati方程解的存在性.另外,作为应用,我们将解的存在性结论应用到了,带马尔可夫跳的线性随机奇异系统最优控制问题,并得到有限时区上的最优控制问题中最优控制的显式表示形式.     

具有点态控制约束热方程的时间与范数最优控制问题的等价性（英文）

本文研究了具有点态控制热方程的等价性问题.利用变分法分析时间最优控制的唯一性,能控性以及范数最优控制的特征,获得了具有点态控制约束热方程的时间与范数最优控制问题之间的等价性,推广了现有文献的结果.     

具logistic增长的边界退化抛物系统的最优控制

本文研究具有logistic增长的边界退化抛物系统的最优控制问题.首先建立弱解的适定性,在此基础上得到目标泛函最优控制的存在性和稳定性;然后对最优系统进行刻画,把最优控制通过对偶系统的解表示出来.     

带有控制约束的不确定非线性系统的H_∞控制

研究了一类含有控制约束(饱和执行器)的不确定非线性系统的H_∞最优控制问题.首先,引入非二次型函数来解决控制受限的问题.然后借助二人零和微分对策理论研究H_∞最优控制问题,提出了模型自由的在线学习算法,仅仅通过在线获得的系统的状态信息而无需模型知识就能很好的解决H_∞控制问题.建立了执行网-评价网-扰动网三网络结构完成算法的在线实现.最后,利用李雅普诺夫(Lyapunov)稳定性理论给出了系统的稳定性分析,仿真算例验证了算法的有效性.     

基于非均匀参数化的自由终端时间最优控制问题求解

针对自由终端时间最优控制问题,提出了一种基于非均匀控制向量参数化的数值解法.将控制时域离散化为不同长度的时间段,各时间段长度作为新的控制变量.通过引入标准化的时间变量,原问题转化为均匀参数化的固定终端时间最优控制问题.建立目标和约束函数的Hamilton函数,通过求解伴随方程获得目标和约束函数的梯度,采用序列二次规划(SQP)获得数值解.针对两个经典的化工过程自由终端时间最优控制问题进行仿真研究,验证了所提出算法的可行性和有效性.     

常微分方程周期脉冲控制问题的均方turnpike性质

本文研究了一类常微分方程的最优控制问题,其中控制以脉冲的形式周期地施加到系统中.首先,给出了该问题及其参考控制问题的最大值原理.其次,在控制系统能控的假设条件下,证明了系统的能观性不等式.最后,利用最大值原理以及能观性不等式,获得了两个最优控制问题的最优状态和最优控制在时间足够长时的收敛关系—均方turnpike性质.     

基于隐式离散极大值原理的聚合物驱最优注入策略

为了获得聚合物驱油的最大利润,建立了确定最佳聚合物注入浓度的最优控制模型.利用全隐式差分格式将连续模型离散化得到离散系统的状态方程.通过隐含离散系统的极大值原理获得了该最优控制问题的必要条件.给出了基于梯度的数值求解方法,在求解状态方程的过程中直接构造了伴随问题的系数矩阵.通过一个三维聚合物驱模型的计算实例表明了所提出方法的可行性和有效性.     

Simultaneous Optimal Controls for Non-Stationary Stokes Systems

This paper deal with optimal control problems for a non-stationary Stokes system. We study a simultaneous distributed-boundary optimal control problem with distributed observation. We prove the existence and uniqueness of a simultaneous optimal control and we give the first order optimality condition for this problem. We also consider a distributed optimal control problem and a boundary optimal control problem and we obtain estimations between the simultaneous optimal control and the optimal controls of these last ones. Finally, some regularity results are presented.     

Strong controllability and optimal control of the heat equation with a thermal source

In this paper we consider an optimal control system described byn-dimensional heat equation with a thermal source. Thus problem is to find an optimal control which puts the system in a finite time T, into a stationary regime and to minimize a general objective function. Here we assume there is no constraints on control. This problem is reduced to a moment problem.We modify the moment problem into one consisting of the minimization of a positive linear functional over a set of Radon measures and we show that there is an optimal measure corresponding to the optimal control. The above optimal measure approximated by a finite combination of atomic measures. This construction gives rise to a finite dimensional linear programming problem, where its solution can be used to determine the optimal combination of atomic measures. Then by using the solution of the above linear programming problem we find a piecewise-constant optimal control function which is an approximate control for the original optimal control problem. Finally we obtain piecewise-constant optimal control for two examples of heat equations with a thermal source in one-dimensional.     

Time optimal sampled-data controls for the heat equation

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls.The study of such a time optimal sampled-data control problem is not easy, because it may have infinitely many optimal controls. We find connections among this problem, a minimal norm sampled-data control problem and a minimization problem, and obtain some properties on these problems. Based on these, we not only build up error estimates for optimal time and optimal controls between the time optimal sampled-data control problem and the time optimal distributed control problem, in terms of the sampling period, but we also prove that such estimates are optimal in some sense.     

OPTIMAL CONTROL OF FINANCIAL MANAGEMENT SYSTEMS WIITH DELAY

Recentlymoderncontroltheoryhasbeenwidelyusedineconomymanagementsystems.Particularlythetheoryofoptimalcontrolisusedinfinancialmanagementsystemswithgreatsuccess.Butwenoticethatfinancialmanagementsystemsaregenerallycontrolsystemswithdelay.Theoptimizationofth…     

Optimal harvesting for nonlinear age-dependent population dynamics

In this paper, we investigate an optimal harvesting problem for nonlinear age-dependent population dynamics. Using the concept of the normal cone, we also obtain the necessary conditions for optimality for the optimal control problem. Using Ekeland’s variational principle, we demonstrate the existence and uniqueness of solutions for the optimal control problem. Finally, we give the synthesis of the optimal feedback law.     

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.     

Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation

In this paper, we propose a new deterministic global optimization method for solving nonlinear optimal control problems in which the constraint conditions of differential equations and the performance index are expressed as polynomials of the state and control functions. The nonlinear optimal control problem is transformed into a relaxed optimal control problem with linear constraint conditions of differential equations, a linear performance index, and a matrix inequality condition with semidefinite programming relaxation. In the process of introducing the relaxed optimal control problem, we discuss the duality theory of optimal control problems, polynomial expression of the approximated value function, and sum-of-squares representation of a non-negative polynomial. By solving the relaxed optimal control problem, we can obtain the approximated global optimal solutions of the control and state functions based on the degree of relaxation. Finally, the proposed global optimization method is explained, and its efficacy is proved using an example of its application.     

The Optimal Control of a Train

We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.     

A non-linear parabolic control problem with non-homogeneous boundary condition—convergence of Galerkin approximation

The paper is concerned with optimal control problem for a non-linear parabolic equation with non-homogenous boundary condition and quadratic cost. The control is acting in a nonlinear equation. We derive some results on the existence of optimal controls. Then we treat optimal control problem by Galerkin method and we prove the convergence of optimal values for approximated control problems to the one for the original problem. Finally, we apply the results to give a simple example. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

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.