Continuous Dependence of Solutions of a Differential Inclusion on the Right Hand Side with Applications to Stability of Optimal Control Problems

1979 ◽  
Vol 17 (3) ◽  
pp. 432-449 ◽  
Author(s):  
G. I. Stassinopoulos ◽  
R. B. Vinter
Keyword(s):  
Optimal Control ◽  
Differential Inclusion ◽  
Continuous Dependence ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Right Hand ◽  
The Right ◽  
Continuous Dependence Of Solutions

scholarly journals Stability Analysis of Optimal Trajectory for Nonlinear Optimal Control Problems

2020 ◽  
Vol 2020 ◽  
pp. 1-5
Author(s):  
Hongyong Deng ◽  
Wei Zhang ◽  
Changchun Shen
Keyword(s):  
Optimal Control ◽  
Optimal Trajectory ◽  
Optimal Control Problems ◽  
Baire Category ◽  
The State ◽  
Optimal Trajectories ◽  
Control Problems ◽  
State Equations ◽  
Right Hand ◽  
The Right

Due to the need for numerical calculation and mathematical modelling, this paper focuses on the stability of optimal trajectories for optimal control problems. The basic ideas and techniques are based on the compactness of the optimal trajectory set and set-valued mapping theorem. Through lack of optimal control stability, the result of generic stability for optimal trajectories is obtained under the perturbations of the right-hand side functions of the state equations; in the sense of Baire category, the right-hand side functions of the state equations of optimal control can be approximated by other functions.

scholarly journals Analysis of one class of optimal control problems for distributed-parameter systems

2021 ◽  
Vol 5 (4 (113)) ◽  
pp. 26-33
Author(s):  
Kamil Mamtiyev ◽  
Tarana Aliyeva ◽  
Ulviyya Rzayeva
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Optimal Control ◽  
Approximate Solution ◽  
Boundary Conditions ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Method Of Straight Lines ◽  
The Right ◽  
Straight Lines

In the paper, the method of straight lines approximately solves one class of optimal control problems for systems, the behavior of which is described by a nonlinear equation of parabolic type and a set of ordinary differential equations. Control is carried out using distributed and lumped parameters. Distributed control is included in the partial differential equation, and lumped controls are contained both in the boundary conditions and in the right-hand side of the ordinary differential equation. The convergence of the solutions of the approximating boundary value problem to the solution of the original one is proved when the step of the grid of straight lines tends to zero, and on the basis of this fact, the convergence of the approximate solution of the approximating optimal problem with respect to the functional is established. A constructive scheme for constructing an optimal control by a minimizing sequence of controls is proposed. The control of the process in the approximate solution of a class of optimization problems is carried out on the basis of the Pontryagin maximum principle using the method of straight lines. For the numerical solution of the problem, a gradient projection scheme with a special choice of step is used, this gives a converging sequence in the control space. The numerical solution of one variational problem of the mentioned type related to a one-dimensional heat conduction equation with boundary conditions of the second kind is presented. An inequality-type constraint is imposed on the control function entering the right-hand side of the ordinary differential equation. The numerical results obtained on the basis of the compiled computer program are presented in the form of tables and figures. The described numerical method gives a sufficiently accurate solution in a short time and does not show a tendency to «dispersion». With an increase in the number of iterations, the value of the functional monotonically tends to zero

On the Iterative Solution Methods for Finite-Dimensional Inclusions with Applications to Optimal Control Problems

2010 ◽  
Vol 10 (3) ◽  
pp. 283-301 ◽  
Author(s):  
E. Laitinen ◽  
A. Lapin ◽  
S. Lapin
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Function ◽  
Elliptic Boundary ◽  
Iterative Algorithms ◽  
Iterative Solution ◽  
Control Problems ◽  
Constrained Optimal Control ◽  
Finite Dimensional ◽  
The Right

AbstractIterative methods for finite-dimensional inclusions which arise in applying a finite-element or a finite-difference method to approximate state-constrained optimal control problems have been investigated. Specifically, problems of control on the right- hand side of linear elliptic boundary value problems and observation in the entire domain have been considered. The convergence and the rate of convergence for the iterative algorithms based on the finding of the control function or Lagrange multipliers are proved.

Numerical Method for Solving Fractional Optimal Control Problems

2009 ◽  
Author(s):  
Raj Kumar Biswas ◽  
Siddhartha Sen
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Numerical Technique ◽  
Control Problems ◽  
Caputo Fractional Derivatives ◽  
Fractional Optimal Control ◽  
Liouville Derivative ◽  
Fractional Differential ◽  
Fractional Optimal Control Problems ◽  
The Right

A numerical technique for the solution of a class of fractional optimal control problems has been proposed in this paper. The technique can used for problems defined both in terms of Riemann-Liouville and Caputo fractional derivatives. In this technique a Reflection Operator is used to convert the right Riemann-Liouville derivative into an equivalent left Riemann-Liouville derivative, and then the two point boundary value problem is solved numerically. The proposed method is straightforward and it uses an available numerical technique to solve fractional differential equations resulting from the formulation. Examples considered here show that the numerical results obtained using this and other techniques agree very well.

COMPARISON PRINCIPLES FOR HADAMARD-TYPE FRACTIONAL DIFFERENTIAL EQUATIONS

Fractals ◽  
2018 ◽  
Vol 26 (04) ◽  
pp. 1850056 ◽  
Author(s):  
CHUNTAO YIN ◽  
LI MA ◽  
CHANGPIN LI
Keyword(s):  
Differential Equations ◽  
Fractional Differential Equations ◽  
Continuous Dependence ◽  
Fractional Derivatives ◽  
Comparison Principles ◽  
Right Hand ◽  
Fractional Differential ◽  
The Right ◽  
Continuous Dependence Of Solutions

The aim of this paper is to establish the comparison principles for differential equations involving Hadamard-type fractional derivatives. First, the continuous dependence of solutions on the right-hand side functions of Hadamard-type fractional differential equations (HTFDEs) is proposed. Then, we state and prove the first and second comparison principles for HTFDEs, respectively. The corresponding examples are provided as well.

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