On Optimal Control Problem for the Bundle of Trajectories of Uncertain System

Author(s):  
Mikhail I. Gusev
Author(s):  
Yun Sun ◽  
Yuanguo Zhu

Along with the development of the modern science and technology, people face a lot of data in different areas of production and life. In dealing with these data which include many indeterminant factors, we can use the multifactor uncertain system to describe a dynamical system with uncertain noises. Optimal control problem is an important research topic which aims at finding the optimal strategy in a dynamical system. In this paper, we consider the optimal control problem for the multifactor uncertain system with two evaluation criterions. Then a two person zero sum differential game model in a multifactor uncertain system is discussed. Finally, as an application, our result is used to solve an uncertain portfolio game model.


2020 ◽  
Vol 7 (3) ◽  
pp. 11-22
Author(s):  
VALERY ANDREEV ◽  
◽  
ALEXANDER POPOV

A reduced model has been developed to describe the time evolution of a discharge in an iron core tokamak, taking into account the nonlinear behavior of the ferromagnetic during the discharge. The calculation of the discharge scenario and program regime in the tokamak is formulated as an inverse problem - the optimal control problem. The methods for solving the problem are compared and the analysis of the correctness and stability of the control problem is carried out. A model of “quasi-optimal” control is proposed, which allows one to take into account real power sources. The discharge scenarios are calculated for the T-15 tokamak with an iron core.


Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 23
Author(s):  
Alexander Arguchintsev ◽  
Vasilisa Poplevko

This paper deals with an optimal control problem for a linear system of first-order hyperbolic equations with a function on the right-hand side determined from controlled bilinear ordinary differential equations. These ordinary differential equations are linear with respect to state functions with controlled coefficients. Such problems arise in the simulation of some processes of chemical technology and population dynamics. Normally, general optimal control methods are used for these problems because of bilinear ordinary differential equations. In this paper, the problem is reduced to an optimal control problem for a system of ordinary differential equations. The reduction is based on non-classic exact increment formulas for the cost-functional. This treatment allows to use a number of efficient optimal control methods for the problem. An example illustrates the approach.


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