scholarly journals A maximum principle for optimal control for a class of controlled systems

1996 ◽  
Vol 38 (2) ◽  
pp. 172-181
Author(s):  
Wensheng Xu
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Closed Loop ◽  
Point Boundary ◽  
Type Problem ◽  
Controlled Systems ◽  
Type Differential Equation ◽  
Special Case ◽  
Loop Form

AbstractApplying Ekeland's variational principle in this paper, we obtain a maximum principle for optimal control for a class of two-point boundary value controlled systems. The control domain need not be convex. For a special case, that is the so called LQ-type problem, we obtain the optimal control in the closed loop form and a corresponding Riccati type differential equation.

scholarly journals An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications

2020 ◽  
Vol 28 (1) ◽  
pp. 1-18
Author(s):  
Dahbia Hafayed ◽  
Adel Chala
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Control Problem ◽  
Stochastic Differential Equations ◽  
Doubly Stochastic ◽  
Risk Sensitive ◽  
Performance Functional

AbstractIn this paper, we are concerned with an optimal control problem where the system is driven by a backward doubly stochastic differential equation with risk-sensitive performance functional. We generalized the result of Chala [A. Chala, Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application, Bull. Braz. Math. Soc. (N. S.) 48 2017, 3, 399–411] to a backward doubly stochastic differential equation by using the same contribution of Djehiche, Tembine and Tempone in [B. Djehiche, H. Tembine and R. Tempone, A stochastic maximum principle for risk-sensitive mean-field type control, IEEE Trans. Automat. Control 60 2015, 10, 2640–2649]. We use the risk-neutral model for which an optimal solution exists as a preliminary step. This is an extension of an initial control system in this type of problem, where an admissible controls set is convex. We establish necessary as well as sufficient optimality conditions for the risk-sensitive performance functional control problem. We illustrate the paper by giving two different examples for a linear quadratic system, and a numerical application as second example.

scholarly journals The maximum principle for a type of hereditary semilinear differential equation

1994 ◽  
Vol 36 (2) ◽  
pp. 194-212
Author(s):  
Feiyue He
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Differential Equations ◽  
Optimal Control Problem ◽  
Control Problem ◽  
The Maximum Principle ◽  
Semilinear Differential Equation

AbstractAn optimal control problem governed by a class of delay semilinear differential equations is studied. The existence of an optimal control is proven, and the maximum principle and approximating schemes are found. As applications, three examples are discussed.

scholarly journals Pontryagin's maximum principle for optimal control of a non-well-posed parabolic differential equation involving a state constraint

2004 ◽  
Vol 46 (2) ◽  
pp. 171-184
Author(s):  
Mi Jin Lee ◽  
Jong Yeoul Park
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problems ◽  
Pontryagin’S Maximum Principle ◽  
State Constraint ◽  
Parabolic Differential Equation ◽  
Control Problems ◽  
Pontryagin's Maximum Principle ◽  
Well Posed

AbstractIn this paper, we study Pontryagin's maximum principle for some optimal control problems governed by a non-well-posed parabolic differential equation. A new penalty functional is applied to derive Pontryagin's maximum principle and an application for this system is given.

scholarly journals A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints

2012 ◽  
Vol 2012 ◽  
pp. 1-29 ◽  
Author(s):  
Shaolin Ji ◽  
Qingmeng Wei ◽  
Xiumin Zhang
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Stochastic Differential Equation ◽  
State Constraints ◽  
Terminal State ◽  
Necessary Condition ◽  
Variation Principle ◽  
Linear Quadratic ◽  
Doubly Stochastic

We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. Applying the terminal perturbation method and Ekeland’s variation principle, a necessary condition of the stochastic optimal control, that is, stochastic maximum principle, is derived. Applications to backward doubly stochastic linear-quadratic control models are investigated.

scholarly journals Banana Xanthomonas Wilt Infection: The Role of Debudding and Roguing as Control Options within a Mixed Cultivar Plantation

2017 ◽  
Vol 2017 ◽  
pp. 1-13 ◽  
Author(s):  
Juliet Nakakawa ◽  
Joseph Y. T. Mugisha ◽  
Michael W. Shaw ◽  
William Tinzaara ◽  
Eldad Karamura
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Control Strategies ◽  
Control Measures ◽  
Control Framework ◽  
Control Options ◽  
Planting Materials ◽  
Special Case ◽  
Banana Xanthomonas Wilt

An optimal control framework is designed in which the use of clean planting materials, debudding, disinfection of tools, and roguing are considered as control measures of Banana Xanthomonas Wilt (BXW) within a plantation of multiple cultivars. A model for a special case of two cultivars (AAA- and ABB-genome cultivars) was analyzed. By Pontryagin’s Maximum Principle, we characterized and discussed possible control strategies that substantially reduce the infection levels of BXW within a plantation of ABB- and AAA-genome cultivars. A combination of both prevention and containment controls yielded the greatest decline in the infection levels in both cultivars. Additionally, for effective BXW management, it is important to assess the endemic level of the plantation before application of controls, and once implemented, this should be maintained even when the disease is undetectable to eliminate possible resurgence.

scholarly journals On Optimal Control Problem for Backward Stochastic Doubly Systems

2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Adel Chala
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Diffusion Coefficient ◽  
Maximum Principle ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
State Equation ◽  
Control Problems ◽  
Sufficient Condition ◽  
Doubly Stochastic

We are going to study an approach of optimal control problems where the state equation is a backward doubly stochastic differential equation, and the set of strict (classical) controls need not be convex and the diffusion coefficient and the generator coefficient depend on the terms control. The main result is necessary conditions as well as a sufficient condition for optimality in the form of a relaxed maximum principle.

A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes

2019 ◽  
Vol 27 (1) ◽  
pp. 9-25 ◽  
Author(s):  
Dahbia Hafayed ◽  
Adel Chala
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Admissible Control ◽  
Mean Field ◽  
Sufficient Optimality Condition ◽  
Doubly Stochastic

Abstract In this paper, we deal with an optimal control, where the system is driven by a mean-field forward-backward doubly stochastic differential equation with jumps diffusion. We assume that the set of admissible control is convex, and we establish a necessary as well as a sufficient optimality condition for such system.

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