scholarly journals Existence of Solutions for Optimal Control Problems on Time Scales whose States are Absolutely Continuous

2016 ◽  
Vol 17 (1) ◽  
pp. 81
Author(s):  
Iguer L D Santos
Keyword(s):  
Optimal Control ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Existence Of Solutions ◽  
Sufficient Conditions ◽  
Dynamic Equations ◽  
Control Problems ◽  
Optimal Controls ◽  
Absolutely Continuous

This paper considers a class of optimal control problems on time scales described by dynamic equations on time scales. We have established sufficient conditions for theexistence of optimal controls.

Sufficiency and sensitivity for nonlinear optimal control problems on time scales via coercivity

2018 ◽  
Vol 24 (4) ◽  
pp. 1705-1734 ◽  
Author(s):  
Roman Šimon Hilscher ◽  
Vera Zeidan
Keyword(s):  
Optimal Control ◽  
Time Scales ◽  
Shooting Method ◽  
Optimal Control Problems ◽  
Sufficient Conditions ◽  
Nonlinear Optimal Control ◽  
Control Problems ◽  
Local Minimality ◽  
The Second Variation ◽  
Accessory Problem

The main focus of this paper is to develop a sufficiency criterion for optimality in nonlinear optimal control problems defined on time scales. In particular, it is shown that the coercivity of the second variation together with the controllability of the linearized dynamic system are sufficient for the weak local minimality. The method employed is based on a direct approach using the structure of this optimal control problem. The second aim pertains to the sensitivity analysis for parametric control problems defined on time scales with separately varying state endpoints. Assuming a slight strengthening of the sufficiency criterion at a base value of the parameter, the perturbed problem is shown to have a weak local minimum and the corresponding multipliers are shown to be continuously differentiable with respect to the parameter. A link is established between (i) a modification of the shooting method for solving the associated boundary value problem, and (ii) the sufficient conditions involving the coercivity of the accessory problem, as opposed to the Riccati equation, which is also used for this task. This link is new even for the continuous time setting.

scholarly journals Sufficiency for Purely Essentially Bounded Optimal Controls

Symmetry ◽  
2020 ◽  
Vol 12 (2) ◽  
pp. 238
Author(s):  
Gerardo Sánchez Licea
Keyword(s):  
Nonlinear Dynamics ◽  
Optimal Control ◽  
Optimal Control Problems ◽  
Sufficient Conditions ◽  
Control Problems ◽  
Optimal Controls ◽  
Embedding Theorems ◽  
State Control ◽  
Discontinuous Solutions ◽  
Piecewise Continuous

For optimal control problems of Bolza with variable and free end-points, nonlinear dynamics, nonlinear isoperimetric inequality and equality restrictions, and nonlinear pointwise mixed time-state-control inequality and equality constraints, sufficient conditions for strong minima are derived. The algorithm used to prove the main theorem of the paper includes a crucial symmetric inequality, making this technique an independent self-contained method of classical concepts such as embedding theorems from ordinary differential equations, Mayer fields, Riccati equations, or Hamilton–Jacobi theory. Moreover, the sufficiency theory given in this article is able to detect discontinuous solutions, that is, solutions which need to be neither continuous nor piecewise continuous but only essentially bounded.

scholarly journals Maximum Principle for Optimal Control Problems of Forward-Backward Regime-Switching Systems Involving Impulse Controls

2015 ◽  
Vol 2015 ◽  
pp. 1-13 ◽  
Author(s):  
Shujun Wang ◽  
Zhen Wu
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Markov Chains ◽  
Regime Switching ◽  
Optimal Control Problems ◽  
Sufficient Conditions ◽  
Control Problems ◽  
Optimal Controls ◽  
Switching Systems ◽  
Impulse Controls

This paper is concerned with optimal control problems of forward-backward Markovian regime-switching systems involving impulse controls. Here the Markov chains are continuous-time and finite-state. We derive the stochastic maximum principle for this kind of systems. Besides the Markov chains, the most distinguishing features of our problem are that the control variables consist of regular and impulsive controls, and that the domain of regular control is not necessarily convex. We obtain the necessary and sufficient conditions for optimal controls. Thereafter, we apply the theoretical results to a financial problem and get the optimal consumption strategies.

scholarly journals OPTIMAL CONTROL PROBLEMS ON TIME SCALES DESCRIBED BY VOLTERRA INTEGRAL EQUATIONS ON TIME SCALES

2016 ◽  
Vol 38 (2) ◽  
pp. 740
Author(s):  
Iguer Santos
Keyword(s):  
Optimal Control ◽  
Integral Equations ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Existence Of Solutions ◽  
Volterra Integral Equations ◽  
Control Problems

In this work we consider two class of optimal control problems on time scales described by Volterra integral equations on time scales. We have established the existence of solutions for these two class of optimal control problems.

scholarly journals Vartiational Optimal-Control Problems with Delayed Arguments on Time Scales

2009 ◽  
Vol 2009 ◽  
pp. 1-15 ◽  
Author(s):  
Thabet Abdeljawad (Maraaba) ◽  
Fahd Jarad ◽  
Dumitru Baleanu
Keyword(s):  
Optimal Control ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Delayed Arguments
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