scholarly journals NUMERICAL ALGORITHM OF COMPUTATIONAL EXPERIMENT OF THE APPLIED OPTIMAL CONTROL PROBLEM IN SYSTEMS WITH DISTRIBUTED PARAMETERS

Stages of computing experiment of the developed algorithm by means of the final and differential scheme for the solution of applied problems of optimum control of the processes described by the solutions of elliptic type are given n article.

2021 ◽  
Vol 8 (1) ◽  
pp. 004-012
Author(s):  
Y. R. Ashrafova ◽  
◽  
S. R. Rasulova ◽  
◽  

The solution to the optimal control problem by power of external and internal sources acting on the multilink system in nonlocal boundary conditions is investigated. Each arc of the system is an object with distributed parameters, described by a differential equation of hyperbolic type and related only by boundary values, and in an arbitrary way. Due to the long duration of the object's functioning, the exact values of the initial conditions are not known, but a set of their possible values is given. Based on the results of additional measurements of the state of the process at the input or output ends of the arcs (which are not internal vertices), a target functional is constructed, for which minimization a formula for its gradient is obtained.


2019 ◽  
Vol 25 ◽  
pp. 31 ◽  
Author(s):  
Fulvia Confortola ◽  
Andrea Cosso ◽  
Marco Fuhrman

We study an optimal control problem on infinite horizon for a controlled stochastic differential equation driven by Brownian motion, with a discounted reward functional. The equation may have memory or delay effects in the coefficients, both with respect to state and control, and the noise can be degenerate. We prove that the value, i.e. the supremum of the reward functional over all admissible controls, can be represented by the solution of an associated backward stochastic differential equation (BSDE) driven by the Brownian motion and an auxiliary independent Poisson process and having a sign constraint on jumps. In the Markovian case when the coefficients depend only on the present values of the state and the control, we prove that the BSDE can be used to construct the solution, in the sense of viscosity theory, to the corresponding Hamilton-Jacobi-Bellman partial differential equation of elliptic type on the whole space, so that it provides us with a Feynman-Kac representation in this fully nonlinear context. The method of proof consists in showing that the value of the original problem is the same as the value of an auxiliary optimal control problem (called randomized), where the control process is replaced by a fixed pure jump process and maximization is taken over a class of absolutely continuous changes of measures which affect the stochastic intensity of the jump process but leave the law of the driving Brownian motion unchanged.


Author(s):  
Shahla Rasulzade ◽  
◽  

One specific optimal control problem with distributed parameters of the Moskalenko type with a multipoint quality functional is considered. To date, the theory of necessary first-order optimality conditions such as the Pontryagin maximum principle or its consequences has been sufficiently developed for various optimal control problems described by ordinary differential equations, i.e. for optimal control problems with lumped parameters. Many controlled processes are described by various partial differential equations (processes with distributed parameters). Some features are inherent in optimal control problems with distributed parameters, and therefore, when studying the optimal control problem with distributed parameters, in particular, when deriving various necessary optimality conditions, non-trivial difficulties arise. In particular, in the study of cases of degeneracy of the established necessary optimality conditions, fundamental difficulties arise. In the present work, we study one optimal control problem described by a system of first-order partial differential equations with a controlled initial condition under the assumption that the initial function is a solution to the Cauchy problem for ordinary differential equations. The objective function (quality criterion) is multi-point. Therefore, it becomes necessary to introduce an unconventional conjugate equation, not in differential (classical), but in integral form. In the work, using one version of the increment method, using the explicit linearization method of the original system, the necessary optimality condition is proved in the form of an analog of the maximum principle of L.S. Pontryagin. It is known that the maximum principle of L.S. Pontryagin for various optimal control problems is the strongest necessary condition for optimality. But the principle of a maximum of L.S. Pontryagin, being a necessary condition of the first order, often degenerates. Such cases are called special, and the corresponding management, special management. Based on these considerations, in the considered problem, we study the case of degeneration of the maximum principle of L.S. Pontryagin for the problem under consideration. For this purpose, a formula for incrementing the quality functional of the second order is constructed. By introducing auxiliary matrix functions, it was possible to obtain a second-order increment formula that is constructive in nature. The necessary optimality condition for special controls in the sense of the maximum principle of L.S. Pontryagin is proved. The proved necessary optimality conditions are explicit.


2020 ◽  
Vol 7 (3) ◽  
pp. 11-22
Author(s):  
VALERY ANDREEV ◽  
◽  
ALEXANDER POPOV

A reduced model has been developed to describe the time evolution of a discharge in an iron core tokamak, taking into account the nonlinear behavior of the ferromagnetic during the discharge. The calculation of the discharge scenario and program regime in the tokamak is formulated as an inverse problem - the optimal control problem. The methods for solving the problem are compared and the analysis of the correctness and stability of the control problem is carried out. A model of “quasi-optimal” control is proposed, which allows one to take into account real power sources. The discharge scenarios are calculated for the T-15 tokamak with an iron core.


Sign in / Sign up

Export Citation Format

Share Document