Time-Lag Optimal Control Problems

2021 ◽  
pp. 371-439
Author(s):  
Kok Lay Teo ◽  
Bin Li ◽  
Changjun Yu ◽  
Volker Rehbock
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Time Lag ◽  
Control Problems

scholarly journals A conditional gradient method for a class of time-lag optimal control problems

1984 ◽  
Vol 25 (4) ◽  
pp. 518-537 ◽  
Author(s):  
K. H. Wong ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Convergence Property ◽  
Time Lag ◽  
Control Problems ◽  
Bounded Control ◽  
Conditional Gradient Method ◽  
Gradient Technique ◽  
Delayed Arguments

AbstractIn this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

scholarly journals On a computational algorithm for time-laǵ optimal control problems with restricted phase coordinates

1980 ◽  
Vol 21 (4) ◽  
pp. 385-397 ◽  
Author(s):  
K. L. Teo ◽  
B. D. Craven
Keyword(s):  
Optimal Control ◽  
Computational Algorithm ◽  
Optimal Control Problems ◽  
Time Lag ◽  
Computational Method ◽  
Control Problems ◽  
Phase Coordinates

AbstractIn this paper we present a computational method for solving a class of time-lag optimal control problems with restricted phase coordinates.

scholarly journals On the computational algorithms for time-lag optimal control problems

1985 ◽  
Vol 32 (2) ◽  
pp. 309-311
Author(s):  
Kar Hung Wong
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Time Delays ◽  
Optimal Control Problems ◽  
Time Lag ◽  
Neumann Boundary ◽  
Parabolic Partial Differential Equations ◽  
Control Problems ◽  
Computational Algorithms ◽  
Delayed Arguments

In this thesis we study the following two types of hereditary optimal control problems: (i) problems governed by systems of ordinary differential equations with discrete time-delayed arguments appearing in both the state and the control variables; (ii) problems governed by parabolic partial differential equations with Neumann boundary conditions involving time-delays.

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

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