scholarly journals Analytical first derivatives of the direct Hermite-Simpson collocation formulation of optimal control problems

2021 ◽  
Vol 347 ◽  
pp. 00012
Author(s):  
Aravind Arunakirinathar ◽  
Jean-Francois de la Beaujardiere ◽  
Michael Brooks

In order to assess the capabilities of South Africa as a launch site for commercial satellites, an optimal control solver was developed. The developed solver makes use of direct Hermite-Simpson collocation methods, and can be applied to a general optimal control problem. Analytical first derivative information was obtained for direct Hermite-Simpson collocation methods. Typically, a numerical estimate of the derivative information is used. This paper will present the solver algorithm, and the formulation and derivation of the analytical first derivative information for this approach. A sample problem is provided as validation of the solver.

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Mohamed Abdelhakem ◽  
Doha Mahmoud ◽  
Dumitru Baleanu ◽  
Mamdouh El-kady

AbstractIn this work, a technique for finding approximate solutions for ordinary fraction differential equations (OFDEs) of any order has been proposed. The method is a hybrid between Galerkin and collocation methods. Also, this method can be extended to approximate fractional integro-differential equations (FIDEs) and fractional optimal control problems (FOCPs). The spatial approximations with their derivatives are based on shifted ultraspherical polynomials (SUPs). Modified Galerkin spectral method has been used to create direct approximate solutions of linear/nonlinear ordinary fractional differential equations, a system of ordinary fraction differential equations, fractional integro-differential equations, or fractional optimal control problems. The aim is to transform those problems into a system of algebraic equations. That system will be efficiently solved by any solver. Three spaces of collocation nodes have been used through that transformation. Finally, numerical examples show the accuracy and efficiency of the investigated method.


2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.


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