Maximum Principle of Optimal Controls

Author(s):  
Gengsheng Wang ◽  
Lijuan Wang ◽  
Yashan Xu ◽  
Yubiao Zhang
Author(s):  
H. O. Fattorini ◽  
S. S. Sritharan

A class of optimal control problems in viscous flow is studied. Main results are the Pontryagin maximum principle and the verification theorem for the Hamilton–Jacobi–Bellman equation characterising the feedback problem. The maximum principle is established by two quite different methods.


2019 ◽  
Vol 485 (2) ◽  
pp. 153-157
Author(s):  
A. I. Prilepko

For control and observation problems considered for operator equations of the first kind in Banach spaces, an controllability criterion is stated. In the case of reflexive strictly convex (B)-spaces, the BUME method and the method of monotone mappings are used to find optimal controls and an abstract maximum principle is formulated. The indicated problems for ODE systems in Rn are investigated as an example.


1964 ◽  
Vol 86 (1) ◽  
pp. 11-21 ◽  
Author(s):  
G. Boyadjieff ◽  
D. Eggleston ◽  
M. Jacques ◽  
H. Sutabutra ◽  
Y. Takahashi

The optimal controls for various types of performance criteria are investigated for second-order systems by means of the Pontryagin’s Maximum Principle. Optimal control solutions for several examples are shown. The results presented show widely different modes of control depending upon the performance criteria, and also indicate a possibility of closed loop control. The methods used in the various solutions may be extended to other performance criteria and systems.


Author(s):  
Peter Benner ◽  
Christoph Trautwein

AbstractWe analyze the control problem of the stochastic Navier–Stokes equations in multi-dimensional domains considered in Benner and Trautwein (Math Nachr 292(7):1444–1461, 2019) restricted to noise terms defined by a Q-Wiener process. The cost functional related to this control problem is nonconvex. Using a stochastic maximum principle, we derive a necessary optimality condition to obtain explicit formulas the optimal controls have to satisfy. Moreover, we show that the optimal controls satisfy a sufficient optimality condition. As a consequence, we are able to solve uniquely control problems constrained by the stochastic Navier–Stokes equations especially for two-dimensional as well as for three-dimensional domains.


2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
T. S. Faniran ◽  
E. A. Bakare ◽  
A. O. Falade

Novel coronavirus (COVID-19) has been spreading and wreaking havoc globally, despite massive efforts by the government and World Health Organization (WHO). Consideration of partially recovered carriers is hypothesized to play a leading role in the persistence of the disease and its introduction to new areas. A model for transmission of COVID-19 by symptomless partially recovered carriers is proposed and analysed. It is shown that key parameters can be identified such that below a threshold level, built on these parameters, the epidemic tends towards extinction, while above another threshold, it tends towards a nontrivial epidemic state. Moreover, optimal control analysis of the model, using Pontryagin’s maximum principle, is performed. The optimal controls are characterized in terms of the optimality system and solved numerically for several scenarios. Numerical simulations and sensitivity analysis of the basic reproduction number, R c , indicate that the disease is mainly driven by parameters involving the partially recovered carriers rather than symptomatic ones. Moreover, optimal control analysis of the model, using Pontryagin’s maximum principle, is performed. The optimal controls were characterized in terms of the optimality system and solved numerically for several scenarios. Numerical simulations were explored to illustrate our theoretical findings, scenarios were built, and the model predicted that social distancing and treatment of the symptomatic will slow down the epidemic curve and reduce mortality of COVID-19 given that there is an average adherence to social distancing and effective treatment are administered.


2021 ◽  
Vol 53 (3) ◽  
pp. 380-394
Author(s):  
Nur Ilmayasinta ◽  
Heri Purnawan

This paper presents a dynamic model of smoking with optimal control. The mathematical model is divided into 5 sub-classes, namely, non-smokers, occasional smokers, active smokers, individuals who have temporarily stopped smoking, and individuals who have stopped smoking permanently. Four optimal controls, i.e., anti-smoking education campaign, anti-smoking gum, anti-nicotine drug, and government prohibition of smoking in public spaces are considered in the model. The existence of the controls is also presented. The Pontryagin maximum principle (PMP) was used to solve the optimal control problem. The fourth-order Runge-Kutta was employed to gain the numerical solutions.


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