Control Problems Involving Mixed-Integer Decision MakingMulti-agent control problem

Author(s):  
Ionela Prodan ◽  
Florin Stoican ◽  
Sorin Olaru ◽  
Silviu-Iulian Niculescu
2012 ◽  
Vol 132 (11) ◽  
pp. 1819-1828
Author(s):  
Lutao Wang ◽  
Shingo Mabu ◽  
Kotaro Hirasawa

2014 ◽  
Vol 41 (4) ◽  
pp. 1663-1671
Author(s):  
Shingo Mabu ◽  
Kotaro Hirasawa ◽  
Masanao Obayashi ◽  
Takashi Kuremoto

1979 ◽  
Vol 20 (2) ◽  
pp. 301-312
Author(s):  
T.R. Jefferson ◽  
C.H. Scott

For convex optimal control problems without explicit pure state constraints, the structure of dual problems is now well known. However, when these constraints are present and active, the theory of duality is not highly developed. The major difficulty is that the dual variables are not absolutely continuous functions as a result of singularities when the state trajectory hits a state constraint. In this paper we recognize this difficulty by formulating the dual probram in the space of measurable functions. A strong duality theorem is derived. This pairs a primal, state constrained convex optimal control problem with a dual convex control problem that is unconstrained with respect to state constraints. In this sense, the dual problem is computationally more attractive than the primal.


1974 ◽  
Vol 96 (1) ◽  
pp. 19-24
Author(s):  
P. J. Starr

Dynamic Path Synthesis refers to a class of linkage synthesis problems in which constraint paths between specified positions are determined in such a way as to optimize some measure of the resulting dynamic behavior. These problems can be transformed into nonlinear optimal control problems which are generally non-autonomous. The physical nature of the system allows general comments to be made regarding uniqueness, controllability, and singular control. The ideas are developed in the context of a two-link device yielding a fourth order non-linear control problem, for which a numerical example is presented.


Author(s):  
Alekos Cecchin

We examine mean field control problems  on a finite state space, in continuous time and over a finite time horizon. We characterize the value function of the mean field control problem as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation in the simplex. In absence of any convexity assumption, we exploit this characterization to prove convergence, as $N$ grows, of the value functions of the centralized $N$-agent optimal control problem to the limit mean field control problem  value function, with a convergence rate of order $\frac{1}{\sqrt{N}}$. Then, assuming convexity, we show that the limit value function is smooth and establish propagation of chaos, i.e.  convergence of the $N$-agent optimal trajectories to the unique limiting optimal trajectory, with an explicit rate.


2017 ◽  
Vol 40 (6) ◽  
pp. 2054-2061 ◽  
Author(s):  
Ali Alizadeh ◽  
Sohrab Effati

In this study, we use the modified Adomian decomposition method to solve a class of fractional optimal control problems. The performance index of a fractional optimal control problem is considered as a function of both the state and the control variables, and the dynamical system is expressed in terms of a Caputo type fractional derivative. Some properties of fractional derivatives and integrals are used to obtain Euler–Lagrange equations for a linear tracking fractional control problem and then, the modified Adomian decomposition method is used to solve the resulting fractional differential equations. This technique rapidly provides convergent successive approximations of the exact solution to a linear tracking fractional optimal control problem. We compare the proposed technique with some numerical methods to demonstrate the accuracy and efficiency of the modified Adomian decomposition method by examining several illustrative test problems.


2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Fernando Saldaña ◽  
Andrei Korobeinikov ◽  
Ignacio Barradas

We investigate the optimal vaccination and screening strategies to minimize human papillomavirus (HPV) associated morbidity and the interventions cost. We propose a two-sex compartmental model of HPV-infection with time-dependent controls (vaccination of adolescents, adults, and screening) which can act simultaneously. We formulate optimal control problems complementing our model with two different objective functionals. The first functional corresponds to the protection of the vulnerable group and the control problem consists of minimizing the cumulative level of infected females over a fixed time interval. The second functional aims to eliminate the infection, and, thus, the control problem consists of minimizing the total prevalence at the end of the time interval. We prove the existence of solutions for the control problems, characterize the optimal controls, and carry out numerical simulations using various initial conditions. The results and properties and drawbacks of the model are discussed.


2019 ◽  
Vol 25 (1) ◽  
pp. 1 ◽  
Author(s):  
Carlos Campos ◽  
Cristiana J. Silva ◽  
Delfim F. M. Torres

We provide easy and readable GNU Octave/MATLAB code for the simulation of mathematical models described by ordinary differential equations and for the solution of optimal control problems through Pontryagin’s maximum principle. For that, we consider a normalized HIV/AIDS transmission dynamics model based on the one proposed in our recent contribution (Silva, C.J.; Torres, D.F.M. A SICA compartmental model in epidemiology with application to HIV/AIDS in Cape Verde. Ecol. Complex. 2017, 30, 70–75), given by a system of four ordinary differential equations. An HIV initial value problem is solved numerically using the ode45 GNU Octave function and three standard methods implemented by us in Octave/MATLAB: Euler method and second-order and fourth-order Runge–Kutta methods. Afterwards, a control function is introduced into the normalized HIV model and an optimal control problem is formulated, where the goal is to find the optimal HIV prevention strategy that maximizes the fraction of uninfected HIV individuals with the least HIV new infections and cost associated with the control measures. The optimal control problem is characterized analytically using the Pontryagin Maximum Principle, and the extremals are computed numerically by implementing a forward-backward fourth-order Runge–Kutta method. Complete algorithms, for both uncontrolled initial value and optimal control problems, developed under the free GNU Octave software and compatible with MATLAB are provided along the article.


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