scholarly journals Stochastic recursive optimal control problem with time delay and applications

2015 ◽  
Vol 5 (4) ◽  
pp. 859-888 ◽  
Author(s):  
Jingtao Shi ◽  
◽  
Juanjuan Xu ◽  
Huanshui Zhang ◽  
2012 ◽  
Vol 53 (4) ◽  
pp. 292-307 ◽  
Author(s):  
K. H. WONG ◽  
W. M. TANG

AbstractWe develop a computational method for solving an optimal control problem governed by a switched impulsive dynamical system with time delay. At each time instant, only one subsystem is active. We propose a computational method for solving this optimal control problem where the time spent by the state in each subsystem is treated as a new parameter. These parameters and the jump strengths of the impulses are decision parameters to be optimized. The gradient formula of the cost function is derived in terms of solving a number of delay differential equations forward in time. Based on this, the optimal control problem can be solved as an optimization problem.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Yongsheng Yu

The main control goal in batch process is to get a high yield of products. In this paper, to maximize the yield of 1,3-propanediol (1,3-PD) in bioconversion of glycerol to 1,3-PD, we consider an optimal control problem involving a nonlinear time-delay system. The control variables in this problem include the initial concentrations of biomass and glycerol and the terminal time of the batch process. By a time-scaling transformation, we transcribe the optimal control problem into a new one with fixed terminal time, which yields a new nonlinear system with variable time-delay. The gradients of the cost and constraint functionals with respect to the control variables are derived using the costate method. Then, a gradient-based optimization method is developed to solve the optimal control problem. Numerical results show that the yield of 1,3-PD at the terminal time is increased considerably compared with the experimental data.


2015 ◽  
Vol 2015 ◽  
pp. 1-14 ◽  
Author(s):  
Wichai Witayakiattilerd

The existence and uniqueness of a mild solution to nonlinear fuzzy differential equation constrained by initial value were proven. Initial value constraint was then replaced by delay function constraint and the existence of a solution to this type of problem was also proven. Furthermore, the existence of a solution to optimal control problem of the latter type of equation was proven.


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