scholarly journals Optimal control theory with general constraints

1981 ◽  
Vol 23 (2) ◽  
pp. 115-126 ◽  
Author(s):  
John M. Blatt
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimal Control Theory ◽  
Time Dependent ◽  
Necessary Condition ◽  
Sufficient Condition ◽  
General Constraints ◽  
Elementary Methods ◽  
And Control

AbstractWe consider an optimal control problem with, possibly time-dependent, constraints on state and control variables, jointly. Using only elementary methods, we derive a sufficient condition for optimality. Although phrased in terms reminiscent of the necessary condition of Pontryagin, the sufficient condition is logically independent, as can be shown by a simple example.

Some Sufficiency Conditions for Pareto-Optimal Control

1973 ◽  
Vol 95 (4) ◽  
pp. 356-361 ◽  
Author(s):  
G. Leitmann ◽  
W. Schmitendorf
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Pareto Optimality ◽  
Optimal Control Theory ◽  
Cooperative Games ◽  
Sufficient Conditions ◽  
Pareto Optimal ◽  
Vector Valued ◽  
Sufficiency Conditions

We consider the optimal control problem with vector-valued criterion (including cooperative games) and seek Pareto-optimal (noninferior) solutions. Scalarization results, together with modified sufficiency theorems from optimal control theory, are used to deduce sufficient conditions for Pareto-optimality. The utilization of these conditions is illustrated by various examples.

scholarly journals The Time-Optimal Control Problem of a Kind of Petrowsky System

Mathematics ◽  
2019 ◽  
Vol 7 (4) ◽  
pp. 311
Author(s):  
Dongsheng Luo ◽  
Wei Wei ◽  
Hongyong Deng ◽  
Yumei Liao
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Null Controllability ◽  
Time Optimal Control ◽  
Necessary Condition ◽  
Vibration System ◽  
Time Optimal ◽  
Time Optimal Control Problem

In this paper, we consider the time-optimal control problem about a kind of Petrowsky system and its bang-bang property. To solve this problem, we first construct another control problem, whose null controllability is equivalent to the controllability of the time-optimal control problem of the Petrowsky system, and give the necessary condition for the null controllability. Then we show the existence of time-optimal control of the Petrowsky system through minimum sequences, for the null controllability of the constructed control problem is equivalent to the controllability of the time-optimal control of the Petrowsky system. At last, with the null controllability, we obtain the bang-bang property of the time-optimal control of the Petrowsky system by contradiction, moreover, we know the time-optimal control acts on one subset of the boundary of the vibration system.

scholarly journals An optimal control problem involving a class of linear time-lag systems

1986 ◽  
Vol 28 (1) ◽  
pp. 93-113 ◽  
Author(s):  
K. L. Teo ◽  
K. H. Wong ◽  
Z. S. Wu
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimal Control Problems ◽  
Linear Time ◽  
Convergence Property ◽  
Time Lag ◽  
Necessary Condition ◽  
Terminal Constraints ◽  
Linear Control Constraints

A class of convex optimal control problems involving linear hereditary systems with linear control constraints and nonlinear terminal constraints is considered. A result on the existence of an optimal control is proved and a necessary condition for optimality is given. An iterative algorithm is presented for solving the optimal control problem under consideration. The convergence property of the algorithm is also investigated. To test the algorithm, an example is solved.

scholarly journals Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

2012 ◽  
Vol 2012 ◽  
pp. 1-22 ◽  
Author(s):  
Li Chen ◽  
Zhen Wu ◽  
Zhiyong Yu
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Delay System ◽  
Linear Quadratic ◽  
Stochastic Linear System ◽  
And Control

We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations (FBSDEs) with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.

scholarly journals A global method for some class of optimization and control problems

2000 ◽  
Vol 23 (9) ◽  
pp. 605-616 ◽  
Author(s):  
R. Enkhbat
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Convex Function ◽  
Control Problem ◽  
Optimality Condition ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Global Method ◽  
Optimization And Control ◽  
And Control

The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well. We illustrate the method by describing some computational experiments performed on a few nonconvex optimal control problems.

scholarly journals CONSTRAINT ALGORITHM FOR EXTREMALS IN OPTIMAL CONTROL PROBLEMS

2009 ◽  
Vol 06 (07) ◽  
pp. 1221-1233 ◽  
Author(s):  
MARÍA BARBERO-LIÑÁN ◽  
MIGUEL C. MUÑOZ-LECANDA
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problem ◽  
Control Theory ◽  
Control Problem ◽  
Optimal Control Theory ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Control Problems ◽  
Affine System

A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum Principle. The algorithm must be run twice so as to obtain suitable sets that once projected must be compared. Apart from the design of this general algorithm useful for any optimal control problem, it is shown how to classify the set of extremals and, in particular, how to characterize the strict abnormality. An example of strict abnormal extremal for a particular control-affine system is also given.

Optimal Design and Control of a Rotating Flexible Arm With ACLD Treatment

Aerospace ◽  
2003 ◽  
Author(s):  
E. H. K. Fung ◽  
D. T. W. Yau
Keyword(s):  
Optimal Control ◽  
Optimal Design ◽  
Shear Modulus ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Performance Index ◽  
Flexible Arm ◽  
Design Variables ◽  
And Control ◽  
Optimal Design And Control

In this paper, the optimal design and control of a rotating clamped-free flexible arm with fully covered active constrained layer damping (ACLD) treatment are studied. The arm is rotating in a horizontal plane in which the gravitational effect and rotary inertia are neglected. The piezo-sensor voltage is fed back to the piezo-actuator via a PD controller. Finite element method (FEM) in conjunction with Hamilton’s principle is used to derive the governing equations of motion of the system which takes into account the effects of centrifugal stiffening due to the rotation of the beam. The damping behavior of the viscoelastic material (VEM) is modeled using the complex shear modulus method. The design optimization objective is to maximize the sum of the first three open-loop modal damping ratios divided by the weight of the damping treatment. A genetic algorithm, differential evolution (DE), combined with a gradient-based algorithm, sequential quadratic programming (SQP), is used to determine the optimal design variables such as the thickness and storage shear modulus of the VEM core. Next for the determined optimal design variables, the optimal control problem is performed to determine the optimal control gains which minimize a quadratic performance index. The control performance index is normalized with respect to the initial conditions and the optimal control problem is posed to solve a min-max optimization problem. The results of this study will be useful in the optimal design and control of adaptive and smart rotating structures such as rotorcraft blades or robotic arms.

scholarly journals THE OPTIMAL CONTROL PROBLEM FOR ONE-DIMENSIONAL NONLINEAR SHRODINGER EQUATIONS WITH A SPECIAL GRADIENT TERM

2019 ◽  
pp. 49-66
Author(s):  
G. Yagub ◽  
N. S. Ibrahimov ◽  
M. Zengin
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Quality Criterion ◽  
Necessary Condition ◽  
Gradient Term ◽  
Complex Coefficient ◽  
Existence And Uniqueness Theorem ◽  
One Dimensional ◽  
Nonlinear Part

In this paper we consider the optimal control problem for a one-dimensional nonlinear Schrodinger equation with a special gradient term and with a complex coefficient in the nonlinear part, when the quality criterion is a final functional and the controls are quadratically summable functions. In this case, the questions of the correctness of the formulation and the necessary condition for solving the optimal control problem under consideration are investigated. The existence and uniqueness theorem for the solution is proved and a necessary condition is established in the form of a variational inequality. Along with these, a formula is found for the gradient of the considered quality criterion.

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