scholarly journals Value Function and Optimal Control of Differential Inclusions

2015 ◽  
Vol 61 (1) ◽  
pp. 181-193 ◽  
Author(s):  
Tzanko Donchev ◽  
Ammara Nosheen
Keyword(s):  
Optimal Control ◽  
Control System ◽  
Unique Solution ◽  
Differential Inclusion ◽  
Differential Inclusions ◽  
Value Function ◽  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Finite Dimensional ◽  
The Value Function

Abstract Optimal control system described by differential inclusion with continuous and one sided Perron right-hand side in a finite dimensional space is studied in the paper. We prove that the value function is the unique solution of a proximal Hamilton-Jacobi inequalities.

scholarly journals THE THEOREM OF AVERAGING IN THE CONDITION OF UNLIMETED SPEED FOR ALMOST-PERIODIC FUNCTIONS

2017 ◽  
Vol 19 (3) ◽  
pp. 53-57
Author(s):  
O.P. Filatov
Keyword(s):  
Differential Inclusion ◽  
Initial Conditions ◽  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Almost Periodic ◽  
Independent Variables ◽  
Finite Dimensional ◽  
All Solutions ◽  
Independent Variable ◽  
The Right

It is proved that the limit of maximal mean is an independent variable of initial conditions if an axis exists from the convex hull of a set of permitted speeds out of a finite-dimensional space and the components of direction vector of the axis are the independent variables with respect to a spectrum of almost-periodic function. The set of permitted speeds is the right hand of differential inclusion. The limit of maximal mean is taken over all solutions of the Couchy problem for the differential inclusion.

scholarly journals THE THEOREM OF AVERAGING FOR THE ALMOST-PERIODIC FUNCTIONS

2017 ◽  
Vol 18 (6) ◽  
pp. 100-112
Author(s):  
O.P. Filatov
Keyword(s):  
Differential Inclusion ◽  
Initial Conditions ◽  
Dimensional Space ◽  
Compact Set ◽  
Finite Dimensional Space ◽  
Almost Periodic ◽  
Finite Dimensional ◽  
All Solutions ◽  
Independent Variable ◽  
The Right

It is proved that the limit of maximal mean is an independent variable of initial conditions if a vector exists from the convex hull of a compact set out of a finite-dimensional space and the components of vector are independent variables with respect to the spectrum of almost-periodic function. The compact set is the right hand of differential inclusion. The limit of maximal mean is taken over all solutions of the Couchy problem for the differential inclusion.

scholarly journals Well-posed control problems related to second-order differential inclusions

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Doria Affane ◽  
Mustapha Fateh Yarou
Keyword(s):  
Differential Inclusions ◽  
Optimal Control Problems ◽  
Dimensional Space ◽  
Maximal Monotone ◽  
Second Order ◽  
Control Problems ◽  
Finite Dimensional Space ◽  
Finite Dimensional ◽  
Quadratic Optimal Control ◽  
Well Posed

<p style='text-indent:20px;'>The paper deals with quadratic optimal control problems, we study the equivalence between well-posed problems and affinity on the control for a second-order differential inclusions with two-points conditions, governed by a maximal monotone operator in a finite dimensional space.</p>

Optimal control of higher order differential inclusions with functional constraints

2020 ◽  
Vol 26 ◽  
pp. 37 ◽  
Author(s):  
Elimhan N. Mahmudov
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Differential Inclusion ◽  
Differential Inclusions ◽  
Higher Order ◽  
Second Order ◽  
Sufficient Optimality Conditions ◽  
Functional Constraints ◽  
Complementary Slackness ◽  
Complementary Slackness Conditions

The present paper studies the Mayer problem with higher order evolution differential inclusions and functional constraints of optimal control theory (PFC); to this end first we use an interesting auxiliary problem with second order discrete-time and discrete approximate inclusions (PFD). Are proved necessary and sufficient conditions incorporating the Euler–Lagrange inclusion, the Hamiltonian inclusion, the transversality and complementary slackness conditions. The basic concept of obtaining optimal conditions is locally adjoint mappings and equivalence results. Then combining these results and passing to the limit in the discrete approximations we establish new sufficient optimality conditions for second order continuous-time evolution inclusions. This approach and results make a bridge between optimal control problem with higher order differential inclusion (PFC) and constrained mathematical programming problems in finite-dimensional spaces. Formulation of the transversality and complementary slackness conditions for second order differential inclusions play a substantial role in the next investigations without which it is hardly ever possible to get any optimality conditions; consequently, these results are generalized to the problem with an arbitrary higher order differential inclusion. Furthermore, application of these results is demonstrated by solving some semilinear problem with second and third order differential inclusions.

DUAL FORMULATION OF OPTIMAL PROBLEM FOR CONTINUOUS-TIME SYSTEMS

2005 ◽  
Vol 02 (03) ◽  
pp. 251-258
Author(s):  
HANLIN HE ◽  
QIAN WANG ◽  
XIAOXIN LIAO
Keyword(s):  
Objective Function ◽  
Continuous Time ◽  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Error Response ◽  
Infinite Dimensional ◽  
Dual Formulation ◽  
Finite Dimensional ◽  
Continuous Time Systems ◽  
Time Systems

The dual formulation of the maximal-minimal problem for an objective function of the error response to a fixed input in the continuous-time systems is given by a result of Fenchel dual. This formulation probably changes the original problem in the infinite dimensional space into the maximal problem with some restrained conditions in the finite dimensional space, which can be researched by finite dimensional space theory. When the objective function is given by the norm of the error response, the maximum of the error response or minimum of the error response, the dual formulation for the problems of L1-optimal control, the minimum of maximal error response, and the minimal overshoot etc. can be obtained, which gives a method for studying these problems.

Estimation of the Hankel Singular Values of Fractional-Order Systems

2009 ◽  
Author(s):  
Jay L. Adams ◽  
Robert J. Veillette ◽  
Tom T. Hartley
Keyword(s):  
Fractional Order ◽  
Dimensional Space ◽  
Ritz Method ◽  
Singular Values ◽  
Finite Dimensional Space ◽  
Fractional Order Systems ◽  
Norm Estimates ◽  
Finite Dimensional ◽  
Hankel Singular Values ◽  
Hankel Norm

This paper applies the Rayleigh-Ritz method to approximating the Hankel singular values of fractional-order systems. The algorithm is presented, and estimates of the first ten Hankel singular values of G(s) = 1/(sq+1) for several values of q ∈ (0, 1] are given. The estimates are computed by restricting the operator domain to a finite-dimensional space. The Hankel-norm estimates are found to be within 15% of the actual values for all q ∈ (0, 1].

Series in a Finite-Dimensional Space

1997 ◽  
pp. 13-27
Author(s):  
Mikhail I. Kadets ◽  
Vladimir M. Kadets
Keyword(s):  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Finite Dimensional

Alternating projections and interpolation of stationary processes

1992 ◽  
Vol 29 (4) ◽  
pp. 921-931 ◽  
Author(s):  
Mohsen Pourahmadi
Keyword(s):  
Missing Values ◽  
Stationary Process ◽  
Dimensional Space ◽  
Stationary Processes ◽  
Finite Dimensional Space ◽  
Alternating Projections ◽  
Von Neumann ◽  
Finite Dimensional ◽  
Explicit Formulae ◽  
Linear Interpolator

By using the alternating projection theorem of J. von Neumann, we obtain explicit formulae for the best linear interpolator and interpolation error of missing values of a stationary process. These are expressed in terms of multistep predictors and autoregressive parameters of the process. The key idea is to approximate the future by a finite-dimensional space.

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