Necessary conditions for optimality for a distributed optimal control problem

Author(s):  
Greg Foderaro ◽  
Silvia Ferrari
1974 ◽  
Vol 11 (2) ◽  
pp. 302-309 ◽  
Author(s):  
N. U. Ahmed ◽  
K. L. Teo

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.


1974 ◽  
Vol 11 (02) ◽  
pp. 302-309
Author(s):  
N. U. Ahmed ◽  
K. L. Teo

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.


Analysis ◽  
2020 ◽  
Vol 40 (3) ◽  
pp. 127-150
Author(s):  
Tania Biswas ◽  
Sheetal Dharmatti ◽  
Manil T. Mohan

AbstractIn this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two-dimensional bounded domain. The distributed optimal control problem is framed as the minimization of a suitable cost functional subject to the controlled nonlocal Cahn–Hilliard–Navier–Stokes equations. We describe the first order necessary conditions of optimality via the Pontryagin minimum principle and prove second order necessary and sufficient conditions of optimality for the problem.


2016 ◽  
Vol 24 (11) ◽  
pp. 2149-2164 ◽  
Author(s):  
Majid Darehmiraki ◽  
Mohammad Hadi Farahi ◽  
Sohrab Effati

We use a hybrid local meshless method to solve the distributed optimal control problem of a system governed by parabolic partial differential equations with Caputo fractional time derivatives of order α ∈ (0, 1]. The presented meshless method is based on the linear combination of moving least squares and radial basis functions in the same compact support, this method will change between interpolation and approximation. The aim of this paper is to solve the system of coupled fractional partial differential equations, with necessary and sufficient conditions, for fractional distributed optimal control problems using a combination of moving least squares and radial basis functions. To keep matters simple, the problem has been considered in the one-dimensional case, however the techniques can be employed for both the two- and three-dimensional cases. Several test problems are employed and results of numerical experiments are presented. The obtained results confirm the acceptable accuracy of the proposed method.


2009 ◽  
Vol 06 (07) ◽  
pp. 1221-1233 ◽  
Author(s):  
MARÍA BARBERO-LIÑÁN ◽  
MIGUEL C. MUÑOZ-LECANDA

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.


2014 ◽  
Vol 69 (5-6) ◽  
pp. 225-231 ◽  
Author(s):  
Anwar Zeb ◽  
Gul Zaman ◽  
Il Hyo Jung ◽  
Madad Khan

This paper deals with the optimal control problem in the giving up smoking model of fractional order. For the eradication of smoking in a community, we introduce three control variables in the form of education campaign, anti-smoking gum, and anti-nicotive drugs/medicine in the proposed fractional order model. We discuss the necessary conditions for the optimality of a general fractional optimal control problem whose fractional derivative is described in the Caputo sense. In order to do this, we minimize the number of potential and occasional smokers and maximize the number of ex-smokers. We use Pontryagin’s maximum principle to characterize the optimal levels of the three controls. The resulting optimality system is solved numerically by MATLAB.


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