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  • optimal control  (170)
  • convergence  (122)
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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 45-64 
    ISSN: 1572-9338
    Schlagwort(e): optimal control ; partial differential equations ; numerical methods ; transdermal systems ; acetylene reactors
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 65-87 
    ISSN: 1572-9338
    Schlagwort(e): train control ; optimal control ; discrete control ; optimal switching times
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 333-351 
    ISSN: 1572-9338
    Schlagwort(e): production planning ; stochastic dynamic programming ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider a production planning problem in a two-machine flowshop subject to breakdown and repair of machines and subject to nonnegativity and upper bound constraints on work-in-process. The objective is to choose machine production rates over time to minimize the long-run average inventory/backlog and production costs. For sufficiently large upper bound on the work-in-process, the problem is formulated as a stochastic dynamic program. We then establish a verification theorem and a partial characterization of the optimal control policy if it exists.
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Set-valued analysis 8 (2000), S. 31-50 
    ISSN: 1572-932X
    Schlagwort(e): stability in optimization ; generalized equations ; Lipschitz continuity ; mathematical programming ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We study two continuity concepts for set-valued maps that play central roles in quantitative stability analysis of optimization problems: Aubin continuity and Lipschitzian localization. We show that various inverse function theorems involving these concepts can be deduced from a single general result on existence of solutions to an inclusion in metric spaces. As applications, we analyze the stability with respect to canonical perturbations of a mathematical program in a Hilbert space and an optimal control problem with inequality control constraints. For stationary points of these problems, Aubin continuity and Lipschitzian localization coincide; moreover, both properties are equivalent to surjectivity of the map of the gradients of the active constraints combined with a strong second-order sufficient optimality condition.
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Set-valued analysis 8 (2000), S. 111-126 
    ISSN: 1572-932X
    Schlagwort(e): viability ; optimal control ; value function
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper we explain that various (possibly discontinuous) value functions for optimal control problem under state-constraints can be approached by a sequence of value functions for suitable discretized systems. The key-point of this approach is the characterization of epigraphs of the value functions as suitable viability kernels. We provide new results for estimation of the convergence rate of numerical schemes and discuss conditions for the convergence of discrete optimal controls to the optimal control for the initial problem.
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 19-44 
    ISSN: 1572-9338
    Schlagwort(e): optimal control ; nonlinear systems ; parabolic systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider first nonlinear systems of the form x=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    BIT 40 (2000), S. 611-639 
    ISSN: 1572-9125
    Schlagwort(e): Runge-Kutta methods ; stability ; convergence ; stiff problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper studies the stability and convergence properties of general Runge-Kutta methods when they are applied to stiff semilinear systems y′(t) = J(t)y(t) + g(t, y(t)) with the stiffness contained in the variable coefficient linear part. We consider two assumptions on the relative variation of the matrix J(t) and show that for each of them there is a family of implicit Runge-Kutta methods that is suitable for the numerical integration of the corresponding stiff semilinear systems, i.e. the methods of the family are stable, convergent and the stage equations possess a unique solution. The conditions on the coefficients of a method to belong to these families turn out to be essentially weaker than the usual algebraic stability condition which appears in connection with the B-stability and convergence for stiff nonlinear systems. Thus there are important RK methods which are not algebraically stable but, according to our theory, they are suitable for the numerical integration of semilinear problems. This paper also extends previous results of Burrage, Hundsdorfer and Verwer on the optimal convergence of implicit Runge-Kutta methods for stiff semilinear systems with a constant coefficients linear part.
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Southeast Asian bulletin of mathematics 24 (2000), S. 389-393 
    ISSN: 0219-175X
    Schlagwort(e): fuzzy matrix ; min-max composition ; convergence ; reflexive
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we study some of properties of the min-max compositions of fuzzy matrices and give out a dual theorem (to Theorem 3 of [4]) about the convergence of the power sequence of min-max compositions of fuzzy matrices.
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Journal of population economics 13 (2000), S. 403-424 
    ISSN: 1432-1475
    Schlagwort(e): JEL classification: O41 ; F22 ; Key words: Altruism ; education ; growth ; convergence ; capital mobility
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Sociologie , Wirtschaftswissenschaften
    Notizen: Abstract. The aim of this paper is to discuss the process of regional convergence within the framework of an overlapping generations model in which the engine of growth is the accumulation of human capital. In particular, we consider different education funding systems and compare their performance in terms of growth rates and pace of convergence between two heterogeneous regions. The analysis suggests that the choice of a particular education system incorporates a possible trade-off between long run growth rate and short run convergence. In such choice, the initial capital stock and the extent of regional human capital discrepancy appear as central variables.
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Acta applicandae mathematicae 61 (2000), S. 175-183 
    ISSN: 1572-9036
    Schlagwort(e): two-dimensional continued fraction ; majorant fraction ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract By the method of majorant fractions and equivalent transformations, the analogies of Śleszyński–Pringsheim criteria for two-dimensional continued fractions are obtained.
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Acta applicandae mathematicae 61 (2000), S. 185-206 
    ISSN: 1572-9036
    Schlagwort(e): continued fraction ; Padé approximation ; convergence ; general convergence ; convergence acceleration ; generalized iteration ; self-mappings
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This is a survey of some basic ideas in the convergence theory for continued fractions, in particular value sets, general convergence and the use of modified approximants to obtain convergence acceleration and analytic continuation. The purpose is to show how these ideas apply to some other areas of mathematics. In particular, we introduce {w k }-modifications and general convergence for sequences of Padé approximants.
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  • 12
    Digitale Medien
    Digitale Medien
    Springer
    Numerical algorithms 23 (2000), S. 263-279 
    ISSN: 1572-9265
    Schlagwort(e): scale transformations ; convergence ; finite elements ; approximation from rapidly varying data ; spline ; 41A35 ; 41A25 ; 65D10 ; 41A15
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Scale transformations are common in approximation. In surface approximation from rapidly varying data, one wants to suppress, or at least dampen the oscillations of the approximation near steep gradients implied by the data. In that case, scale transformations can be used to give some control over overshoot when the surface has large variations of its gradient. Conversely, in image analysis, scale transformations are used in preprocessing to enhance some features present on the image or to increase jumps of grey levels before segmentation of the image. In this paper, we establish the convergence of an approximation method which allows some control over the behavior of the approximation. More precisely, we study the convergence of an approximation from a data set $$\{ x_i ,f(x_i )\} $$ of $$\mathbb{R}^n \times \mathbb{R} $$ , while using scale transformations on the $$f(x_i ) $$ values before and after classical approximation. In addition, the construction of scale transformations is also given. The algorithm is presented with some numerical examples.
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Computational economics 16 (2000), S. 257-284 
    ISSN: 1572-9974
    Schlagwort(e): competitive equilibrium ; convergence ; zero-intelligence traders ; minimal rationality economics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Wirtschaftswissenschaften
    Notizen: Abstract Economics is the science of want and scarcity. Weshow that want and scarcity, operating within a simpleexchange institution (double auction), can besufficient for an economy consisting of multipleinter-related markets to attain competitiveequilibrium (CE). We generalize Gode and Sunder's(1993a,b) single-market finding to multi-marketeconomies, and explore the role of the scarcityconstraint in convergence of economies to CE. When thescarcity constraint is relaxed by allowingarbitrageurs in middle markets to enter speculativetrades, prices still converge to CE, but allocativeefficiency of the economy declines.Optimization by individual agents, often used toderive competitive equilibria, is unnecessary for anactual economy to approximately attain suchequilibria. From the failure of humans to optimize incomplex tasks, one need not conclude that theequilibria derived from the competitive model aredescriptively irrelevant. We show that even incomplex economic systems which are highly inefficient,such equilibria can be attained under a range ofsurprisingly weak assumptions about agent behavior.
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Journal of cultural economics 24 (2000), S. 1-26 
    ISSN: 1573-6997
    Schlagwort(e): concentration ; convergence ; cross-media ownership ; economies of scale ; media policy
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Kunstgeschichte , Wirtschaftswissenschaften
    Notizen: Abstract Since the early 1990s, regulators across the globehave faced increasing pressure from media firms toliberalise domestic media and cross-media ownershiprestrictions. Based on empirical research carried outin the U.K., this paper examines the ``economic'' case putforward in favour of deregulation. Findings suggestthat, although factors other than size will affectperformance, there is generally a strong and positivecorrelation between the market share and the operatingprofitability of firms involved in either televisionor radio broadcasting or newspaperpublishing. But, with regard to cross-media ownershipof television and newspapers, there is nocompelling evidence that diagonal integration bringsabout inherent synergies, economies of scope or othereconomic benefits. Thus, whereas a variety ofeconomic efficiency gains may be available to justifya relaxation of restrictions over monomedia expansion,few such benefits can be found in support ofderegulating cross-ownership of television andnewspapers.
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  • 15
    Digitale Medien
    Digitale Medien
    Springer
    Open economies review 11 (2000), S. 117-131 
    ISSN: 1573-708X
    Schlagwort(e): euro area ; European Union ; transition economies ; convergence ; international financial architecture
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract Over the past decade two transformations have changed the landscape of Europe: the European Union and the transition in East European countries. Countries like Estonia, Hungary, and Poland have become “converging” countries more than emerging countries. Their experience offers insight on aspects of policy design that helped proof them against turbulence in international markets. In a world of liberalized markets, the international financial architecture has to be strengthened by solving some problems like herding behavior and contagion, moral hazard, and information on markets. The International Monetary Fund has to play a big role in these innovations and challenges.
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  • 16
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 263-276 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; distributed-parameter systems ; Pontryagin maximum principle ; Ekeland variational principle ; unbounded controls
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We prove the maximum principle for an optimal control problem governed by the system $$y'(t) + A(t)y(t) = f(t,y(t),u(t)),{\text{ }}u(t) \in U(t), $$ with state constraint $$(y(0),y(T)) \in C \subset H \times H $$ , under three different hypotheses: (H1) C is a convex set with nonempty interior; (H2) $$C = \{ y_0 \} \times C_{0,} {\text{ with }}C_0 $$ a convex set with nonempty interior in H and the evolution system satisfying compactness hypotheses; (H3) the periodic case $$y(0) = y(T)$$ , with the evolution system satisfying compactness hypotheses. We do not assume the controls to be bounded. We give some examples for distributed control problems.
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  • 17
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 106 (2000), S. 297-307 
    ISSN: 1573-2878
    Schlagwort(e): optimization ; statistical models ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Algorithms based on statistical models compete favorably with other global optimization algorithms as shown by extensive testing results. A theoretical inadequacy of previously used statistical models for smooth objective functions was eliminated by the authors who, in a recent paper, have constructed a P-algorithm for a statistical model for smooth functions. In the present paper, a modification of that P-algorithm with an improved convergence rate is described.
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  • 18
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 106 (2000), S. 231-264 
    ISSN: 1573-2878
    Schlagwort(e): hierarchical control ; manufacturing systems ; stochastic dynamic programming ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a production planning problem for a dynamic jobshop producing a number of products and subject to breakdown and repair of machines. The machine capacities are assumed to be finite-state Markov chains. As the rates of change of the machine states approach infinity, an asymptotic analysis of this stochastic manufacturing systems is given. The analysis results in a limiting problem in which the stochastic machine availability is replaced by its equilibrium mean availability. The long-run average cost for the original problem is shown to converge to the long-run average cost of the limiting problem. The convergence rate of the long-run average cost for the original problem to that of the limiting problem together with an error estimate for the constructed asymptotic optimal control is established.
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  • 19
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 69-79 
    ISSN: 1573-2878
    Schlagwort(e): concave minimization ; ω-subdivisions ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The problem of minimizing a concave function over a polytope is considered. The simplicial branch-and-bound approach is presented and theoretical studies about the convergence of these algorithms are carried on. In particular, the convergence of the algorithm based on so-called ω-subdivisions is proved, which had been an open question for a long time.
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  • 20
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 106 (2000), S. 627-655 
    ISSN: 1573-2878
    Schlagwort(e): variational inequalities ; optimal control ; state constraint ; maximum principle
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This work deals with the necessary conditions of optimality for some optimal control problems governed by elliptic variational inequalities. Boundary control and state constrained problems are considered. The techniques used are based on those in Ref. 1 and a new penalty functional is defined in this paper.
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  • 21
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 275-286 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; thresholds ; multiple equilibria ; instability ; concavity
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract An important and numerous literature argues that nonconcavity (often convexity with respect to the state) of the Hamiltonian leads to multiple steady states, instability, and a threshold. This threshold property provides a powerful paradigm to explain history dependency and hysteresis. This paper shows that economically relevant properties (in particular, multiple steady states and thresholds) are possible in strict concave models too. Two corresponding necessary conditions with intuitive economic interpretation are derived.
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  • 22
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics and mechanics 21 (2000), S. 1161-1168 
    ISSN: 1573-2754
    Schlagwort(e): space manipulator ; motion planning ; optimal control ; wavelet analysis ; TP241
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract The optimal control problem of nonholonomic motion planning of space manipulator was discussed. Utilizing the method of wavelet analysis, the discrete orthogonal wavelets were introduced to solve the optimal control problem, the classical Fourier basic functions were replaced by the wavelet expansion approximation. A numerical algorithm of optimal control was proposed based on wavelet analysis. The numerical simulation shows, the method is effective for nonholonomic motion planning of space manitulator.
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  • 23
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics and mechanics 21 (2000), S. 237-242 
    ISSN: 1573-2754
    Schlagwort(e): system identification ; damped least square ; recursive algorithm ; convergence ; stability ; O231 ; O241
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract The recursive least square is widely used in parameter identification. But it is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed. This is done by normalizing the measurement vector entering into the identification algorithm. It is shown that the parametric distance converges to a zero mean random variable. It is also shown that under persistent excitation condition, the condition number of the adaptation gain matrix is bounded, and the variance of the parametric distance is bounded.
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  • 24
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 55-72 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; bilinear systems ; nilpotent Lie algebra ; products of exponentials
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper derives some optimization results for bilinear systems using a higher-order method by characterizing them over matrix Lie groups. In the derivation of the results, first a bilinear system is transformed to a left-invariant system on matrix Lie groups. Then, the product of exponential representation is used to express this system in canonical form. Next, the conditions for optimality are obtained by the principles of variational calculus. It is demonstrated that closed-form analytical solutions exist for classes of bilinear systems whose Lie algebra are nilpotent.
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  • 25
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    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 441-455 
    ISSN: 1573-2878
    Schlagwort(e): expenditure patterns ; research and development ; optimal control ; calculus of variations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal expenditure pattern for a double-path engineering project, i.e., a project composed of a nonroutine risky R&D path and a routine nonrisky preparatory path, manufacturing related or marketing related, is studied via the calculus of variations to derive a set of twin second-order nonlinear differential equations whose solution yields the optimal joint expenditure. Assuming independence between the risky and nonrisky paths, a constant return per unit time, a gamma-type unimodal conditional-completion density function for the R&D activity, and the principle of diminishing returns on the effort, we find an interesting interplay between the two paths for the peak position and termination of the expenditures. Counterintuitively, we find that the peak expenditure of the R&D path does not necessarily precede that of the preparatory path, although both path expenditure peaks obey the well-known Kamien–Schwartz theorem. That is, for both paths, the expenditure peak positions precede always the peak of the conditional-completion density function of the R&D path.
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  • 26
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 89-122 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; differential games ; Euler polygonal arcs ; nonsmooth analysis ; proximal aiming ; infinitesimal decrease ; discontinuous universal near-optimal feedback
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract For a general fixed-duration optimal control problem, the proximal aiming technique of nonsmooth analysis is employed in order to construct a discontinuous feedback law, whose Euler solutions are all optimal to within a prescribed tolerance, universally for all initial data in a prescribed bounded set. The technique is adapted in order to construct universal near-saddle points for two-player fixed-duration differential games of the Krasovskii–Subbotin type.
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  • 27
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 105 (2000), S. 477-489 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; polynomial systems ; quasilinearization ; successive approximation ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract It is shown in this paper that the finite-time optimal control of polynomial systems can be obtained by solving a sequence of optimal control problems for the linearized problem. The paper provides proof of convergence as well as illustration of the procedure by two examples.
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  • 28
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 543-565 
    ISSN: 1573-2878
    Schlagwort(e): stochastic games ; dynamic programming ; optimal control ; regularity theory ; Nash point
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The objective of this paper is to present a useful application of the theory of regularity of systems of nonlinear partial differential equations to the solution of stochastic differential games with N players. It is particularly interesting to notice that the structure of games fits perfectly with what is requested to prove the regularity property which is needed.
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  • 29
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 104 (2000), S. 20-40 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; state constraints ; dynamic programming ; Hamilton-Jacobi equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint.
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  • 30
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    Journal of optimization theory and applications 105 (2000), S. 347-369 
    ISSN: 1573-2878
    Schlagwort(e): random matrix products ; Lyapunov exponents ; Markov processes ; decision models ; optimal policy ; optimal control ; system spectrum
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the optimal control problem for the Lyapunov exponents of stochastic matrix products when these matrices depend on a controlled Markov process with values in a finite or countable set. Under some hypotheses, the reduced process satisfies the Doeblin condition and the existence of an optimal control is proved. Furthermore, with this optimal control, the spectrum of the system consists of only one element.
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  • 31
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    Journal of optimization theory and applications 105 (2000), S. 621-637 
    ISSN: 1573-2878
    Schlagwort(e): bilinear systems ; optimal control ; controllability ; stabilization ; electric power
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The purpose of this paper is an integrated overview of bilinear systems (BLS) research which has evolved over the past few decades, and a new result on control of flexible a.c. transmission systems (FACTS) is presented. BLS may be derived in many cases from principles of physics, chemistry, biology, socioeconomics, and engineering. In other cases, BLS are more accurate approximations to nonlinear systems than are traditional linear systems, as shown for example by the added bilinear terms (in state and control) for the Taylor series. While an appropriately designed linear control system may be optimum relative to some quadratic performance index without added constraints, bilinear or parametric control can be designed to improve more global performance and indeed to increase the region of attainable states. Such controllability and stabilization of BLS and of a series line-capacitor controlled FACTS is presented.
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  • 32
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    Environmental and resource economics 16 (2000), S. 93-104 
    ISSN: 1573-1502
    Schlagwort(e): endogenous growth ; irreversibility ; optimal control ; pollution accumulation ; sustainable growth
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Energietechnik , Wirtschaftswissenschaften
    Notizen: Abstract This paper presents an optimal endogenous growth model with pollutionaccumulation and abatement activities which analyzes the implications ofpollution accumulation irreversibility on the existence of sustainablegrowth paths. This model studies different pollution-decay functions whichpresent, among others, the feature that a sufficiently high pollution stocklevel can reduce the rate of decay to zero. This study shows that this newfeature, which gains support for the biological literature, significantlyalters the traditional results on the properties of sustainable endogenousgrowth by reducing the field of existence and strengthening the role ofindividual preferences.
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  • 33
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    Nonlinear dynamics 23 (2000), S. 391-403 
    ISSN: 1573-269X
    Schlagwort(e): optimal control ; cell mapping method ; dynamic programing ; parametric control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A strategy is proposed to solve the fixed final state optimalcontrol problem using the simple cell mapping method. A non-uniform timestep simple cell mapping is developed to create a general database fromwhich solutions of various optimal control problems can be obtained. Atwo-stage backward search algorithm is proposed to eliminate degeneratedpaths often associated with the simple cell mapping. The proposed methodcan accurately delineate the switching curves and eliminate false limitcycles in the solution. The method is applied to two optimal controlproblems with bang-bang control. The well-known minimum time controlproblem of moving a point mass from any initial condition to the originof the phase plane is studied first. This example has exact solutionsavailable which provide a yardstick to examine the accuracy of themethod. The cell size dependence of the solution accuracy is studiednumerically. The second example is a variable stiffness feedback controlproblem with tuning range saturation. The strategy proposed is able toprovide the switching curves in the phase plane. This result has notbeen obtained before.
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  • 34
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    Empirical economics 24 (1999), S. 23-44 
    ISSN: 1435-8921
    Schlagwort(e): Key words: Cointegration ; convergence ; growth ; Kalman filter ; JEL classifications: C22 ; O47 ; O57
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract. Augmented Dickey Fuller (ADF) and Kalman filter convergence tests are applied to annual GDPs per head to 16 industrialised countries from 1890 to 1989. Results favour convergence towards the US with a structural break following the Second World War. Estimates suggest that steady-states were higher after the war and that speeds of convergence are different across countries. The Kalman filter method dismissed the no convergence hypothesis more often than its ADF counterpart. This could explain the apparent contradiction in earlier empirical work on similar data sets (cross-section methods tended to favour convergence while time series methods were unable to dismiss the no convergence hypothesis.)
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  • 35
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    Acta applicandae mathematicae 57 (1999), S. 287-338 
    ISSN: 1572-9036
    Schlagwort(e): sub-Riemannian geometry ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is a continuation of a series of papers, dealing with contact sub-Riemannian metrics on R3. We study the special case of contact metrics that correspond to isoperimetric problems on the plane. The purpose is to understand the nature of the corresponding optimal synthesis, at least locally. It is equivalent to studying the associated sub-Riemannian spheres of small radius. It appears that the case of generic isoperimetric problems falls down in the category of generic sub-Riemannian metrics that we studied in our previous papers (although, there is a certain symmetry). Thanks to the classification of spheres, conjugate-loci and cut-loci, done in those papers, we conclude immediately. On the contrary, for the Dido problem on a 2-d Riemannian manifold (i.e. the problem of minimizing length, for a prescribed area), these results do not apply. Therefore, we study in details this special case, for which we solve the problem generically (again, for generic cases, we compute the conjugate loci, cut loci, and the shape of small sub-Riemannian spheres, with their singularities). In an addendum, we say a few words about: (1) the singularities that can appear in general for the Dido problem, and (2) the motion of particles in a nonvanishing constant magnetic field.
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  • 36
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    Czechoslovak mathematical journal 49 (1999), S. 767-777 
    ISSN: 1572-9141
    Schlagwort(e): variational inclusion ; fuzzy mapping ; algorithm ; existence ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we introduce and study a new class of completely generalized nonlinear variational inclusions for fuzzy mappings and construct some new iterative algorithms. We prove the existence of solutions for this kind of completely generalized nonlinear variational inclusions and the convergence of iterative sequences generated by the algorithms.
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  • 37
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    Extremes 2 (1999), S. 295-307 
    ISSN: 1572-915X
    Schlagwort(e): Shock ; intershock time ; stopped random walk ; renewal theory ; first passage times ; moments ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The standard assumptions in shock models are that the failure (of the system) is related either to the cumulative effect of a (large) number of shocks or that failure is caused by a shock which is larger than a certain critical level. The present paper is devoted to the second kind. Here the standard setting is that the shocks Xk, k ≥ 1, and the times between the shocks Yk, k ≥ 1, are independent, identically distributed random vectors (Xk, Yk), k ≥ 1. In particular, Xk and Yk may well be dependent (the typical case). The main object of interest is the time to failure, Tτ(t), where Tn = ∑k≤n Yk and τ(t) is the first exceedance time, viz. the first time that Xk 〉 t. We derive moment relations and asymptotic distributions of Tτ(t) as t increases in such a way that P{X1} 〉 t} tends to 0. A final section discusses some extensions; more general events of failure, the non-i.i.d. case, and point process convergence for a particular case.
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  • 38
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    Environmental and resource economics 14 (1999), S. 19-31 
    ISSN: 1573-1502
    Schlagwort(e): greenhouse gas mitigation ; activities implemented jointly ; clean development mechanism ; international cooperation ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Energietechnik , Wirtschaftswissenschaften
    Notizen: Abstract Joint Implementation (JI) calls for cooperation between industrialized and developing countries in the mitigation of greenhouse gas (GHG) emissions. However, a major concern of potential host countries is that, if they utilize their low-cost options for JI now, they will be left with only high cost options in the future, thereby penalizing them at a time when they may be obligated to mitigate GHGs themselves. This paper formalizes this hypothesis by utilizing an optimal control framework analogous to the Hotelling model of non-renewable resource extraction. The results are that cumulative abatement effects can impose costs on the future, but that they can be offset by technological change, market power, or compensation.
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  • 39
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    Numerical algorithms 20 (1999), S. 63-73 
    ISSN: 1572-9265
    Schlagwort(e): bracketing methods ; bisection ; convergence ; 65H05
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The computational cost of a bracketing algorithm in the bit model of computation is analyzed, when working with a finite arithmetic of unbounded accuracy. The complexity measure used here is the number of bit operations, seen as a function of the required absolute error of the result. In this model the convergence of the classical bisection method (as well as that of any bracketing method which requires the function sign) is not ensured when no information on the behaviour of the function is available. A modified bisection algorithm with guaranteed convergence is proposed and an upper bound to its computational cost is given.
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  • 40
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    Lithuanian mathematical journal 39 (1999), S. 20-32 
    ISSN: 1573-8825
    Schlagwort(e): Schrödinger equation ; explicit finite-difference schemes ; stability ; energy conservation ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider three-level explicit schemes for solving the nonlinear variable coefficient Schrödinger-type equation. Using spectral and energy methods we establish the stability and convergence of these schemes. The existence of discrete conservation laws is investigated. General results are applied for the DuFort-Frankel and leap-frog diffenrence schemes.
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  • 41
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    Journal of economic growth 4 (1999), S. 413-428 
    ISSN: 1573-7020
    Schlagwort(e): nonscale growth ; convergence ; capital ; technology
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract Much of the convergence debate has focused solely on output. Recent empirical evidence suggests that crucial inputs, such as technology and capital, may exhibit markedly distinct convergence patterns. We examine the convergence characteristics of a two-sector nonscale model of growth that features population growth and endogenous technology. The model replicates key economic ratios and speeds of convergence with relative ease. Most important, however, is that capital and technology differ strikingly in their convergence paths and speeds. The nonconstancy of the convergence rates and the nonproportionality of the endogenous variables during transition suggests further refinements for the empirical tests of convergence.
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  • 42
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    Environmental and resource economics 14 (1999), S. 191-215 
    ISSN: 1573-1502
    Schlagwort(e): optimal control ; policy design ; public choice
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Energietechnik , Wirtschaftswissenschaften
    Notizen: Abstract The standard assumption in bioeconomic resource models is that optimal policies maximize the present value of economic surplus to society. This assumption implies that regulatory agencies should not be concerned with the distributional consequences of management strategies. Both contemporary welfare-theoretic and rent-seeking approaches suggests distributional issues are important in designing resource management policies. This paper explores resource management when the managing agency has preferences defined over the economic welfare of various groups with a direct economic interest in the use of resources. Policy schemes consistent with this approach are derived and compared with standard results.
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  • 43
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    Environmental and resource economics 14 (1999), S. 413-430 
    ISSN: 1573-1502
    Schlagwort(e): climate measures ; global warming ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Energietechnik , Wirtschaftswissenschaften
    Notizen: Abstract This paper studies how inclusion of many sources, sinks and reservoirs -- a comprehensive approach -- affects climate policy, compared with a control merely of CO2. Two questions of particular importance arise in such an analysis. One is how to aggregate the emissions of different climate gases, and the other is how to include all relevant measures in the analysis. To aggregate gases properly, an intertemporal analysis should be carried out. To assure that all relevant measures are included, we suggest that certain measures to reduce emissions of greenhouse gases are specified explicitly and evaluated together with indirect measures, such as carbon charges. A numerical analysis based on an optimal control model indicates that direct measures may play an important role in the design of climate policy, especially for the control of the emissions of greenhouse gases other than CO2. Similar to other studies of the time-path for abatement efforts, the bulk of abatement should be taken by the end of the planning period. This result is significantly strengthened if gases with short life-times in the atmosphere, such as methane, are subject to control.
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  • 44
    ISSN: 1573-2754
    Schlagwort(e): dynamic system ; parameters identification ; optimal control ; HJB equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract Based on the contents of part (I) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (I), then the procedure of establishing Hamilton-Jacobi-Bellman (HJB) equations of parameters identification problem is presented. And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.
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  • 45
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    Journal of optimization theory and applications 102 (1999), S. 15-36 
    ISSN: 1573-2878
    Schlagwort(e): Domain decomposition ; partial differential equations ; Riccati equation ; optimal control ; feedback law ; synthesis ; wave equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.
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  • 46
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    Journal of optimization theory and applications 102 (1999), S. 299-313 
    ISSN: 1573-2878
    Schlagwort(e): Comparison of methods ; optimal control ; sensitivity ; shooting methods ; stability
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A new method for solving optimal control problems, here called multiple NOC shooting, is presented. It is developed from NOC shooting. It has some advantages over its parent and over multiple shooting, which are both successful, high-accuracy methods for optimal control. A comparison of the three methods is given, incorporating two examples.
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  • 47
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    Journal of optimization theory and applications 100 (1999), S. 599-622 
    ISSN: 1573-2878
    Schlagwort(e): Discrete event dynamic systems ; optimal control ; calculus of variations ; polling problems ; transportation systems ; performance optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We explore an approach involving the use of calculus of variations techniques for discrete event dynamic system (DEDS) performance optimization problems. The approach is motivated by the observation that such problems can be described by separable cost functions and recursive dynamics of the same form as that used to describe conventional discrete-time continuous-variable optimal control problems. Three important difficulties are that DEDS are generally stochastic, their dynamics typically involve max and min operations, which are not everywhere differentiable, and the state variables are often discrete. We demonstrate how to overcome these difficulties by applying the approach to a transportation problem, modeled as a polling system, where we are able to derive an explicit and intuitive analytic expression for an optimal control policy.
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  • 48
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    Journal of optimization theory and applications 101 (1999), S. 307-328 
    ISSN: 1573-2878
    Schlagwort(e): Approximate controllability ; exact finite-dimensional controllability ; semilinear heat equation ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the approximate controllability of the semilinear heat equation, when the nonlinear term depends on both the state y and its spatial gradient ∇y and the control acts on any nonempty open subset of the domain. Our proof relies on the fact that the nonlinearity is globally Lipschitz with respect to (y, ∇y). The approximate controllability is viewed as the limit of a sequence of optimal control problems. Another key ingredient is a unique continuation property proved by Fabre (Ref. 1) in the context of linear heat equations. Finally, we prove that approximate controllability can be obtained simultaneously with exact controllability over finite-dimensional subspaces.
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  • 49
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    Journal of optimization theory and applications 101 (1999), S. 329-354 
    ISSN: 1573-2878
    Schlagwort(e): Algebraic Riccati equations ; parabolic equations ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider an optimal control problem with indefinite cost for an abstract model, which covers, in particular, parabolic systems in a general bounded domain. Necessary and sufficient conditions are given for the synthesis of the optimal control, which is given in terms of the Riccati operator arising from a nonstandard Riccati equation. The theory extends also a finite-dimensional frequency theorem to the infinite-dimensional setting. Applications include the heat equation with Dirichlet and Neumann controls, as well as the strongly damped Euler–Bernoulli and Kirchhoff equations with the control in various boundary conditions.
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  • 50
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    Journal of optimization theory and applications 101 (1999), S. 375-402 
    ISSN: 1573-2878
    Schlagwort(e): Time-optimal problems ; optimal control ; semilinear parabolic equations ; state constraints ; Pontryagin's minimum principle ; unbounded controls
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider time-optimal control problems for semilinear parabolic equations with pointwise state constraints and unbounded controls. A Pontryagin's principle is obtained in nonqualified form without any qualification condition. The terminal time, which is a control variable, satisfies an optimality condition, which seems to be new in the context of control problems for partial differential equations.
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  • 51
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    Journal of optimization theory and applications 102 (1999), S. 1-14 
    ISSN: 1573-2878
    Schlagwort(e): Partial differential equations ; optimal control ; population dynamics ; age-structured population models
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The present paper is concerned with the optimal control problem for a Gurtin–MacCamy type system describing the evolution of an age-structured population. Necessary optimality conditions are established in the form of an Euler–Lagrange system and existence of an optimal control is proved using the Ekeland principle.
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  • 52
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    Journal of optimization theory and applications 103 (1999), S. 603-622 
    ISSN: 1573-2878
    Schlagwort(e): Monotone variational inequalities ; decomposition methods ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In the solution of the monotone variational inequality problem VI(Ω, F), with $$u = \left[ {\begin{array}{*{20}c} x \\ y \\ \end{array} } \right],Fu = \left[ {\begin{array}{*{20}c} {fx - ATy} \\ {Ax - b} \\ \end{array} } \right],\Omega = \mathcal{X} \times \mathcal{Y},$$ the augmented Lagrangian method (a decomposition method) is advantageous and effective when $$\mathcal{X} = \mathcal{R}^m$$ . For some problems of interest, where both the constraint sets $$\mathcal{X}$$ and $$\mathcal{Y}$$ are proper subsets in $$\mathcal{R}^n$$ and $$\mathcal{R}^m$$ , the original augmented Lagrangian method is no longer applicable. For this class of variational inequality problems, we introduce a decomposition method and prove its convergence. Promising numerical results are presented, indicating the effectiveness of the proposed method.
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  • 53
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    Journal of optimization theory and applications 100 (1999), S. 389-395 
    ISSN: 1573-2878
    Schlagwort(e): Complementarity problems ; change of variables ; algorithms ; fixed points ; convergence ; Wiener–Hopf equations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we establish an equivalence between the generalized complementarity problems and the Wiener–Hopf equations by using a change of variables technique. This equivalence is used to suggest and analyze a number of iterative algorithms for solving the generalized complementarity problems.
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  • 54
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    Journal of optimization theory and applications 101 (1999), S. 557-580 
    ISSN: 1573-2878
    Schlagwort(e): Hybrid systems ; switching diffusions ; autonomous jumps ; impulsive jumps ; discounted cost ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.
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  • 55
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    Discrete event dynamic systems 9 (1999), S. 241-260 
    ISSN: 1573-7594
    Schlagwort(e): flexible manufacturing ; production scheduling ; optimal control ; necessary optimality conditions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The problem of detailed scheduling of complex flexible manufacturing systems is addressed by optimal flow control. A model problem of scheduling parallel machines is considered to obtain necessary setup conditions. Studying the conditions results in a new solution approach that takes advantage of a juggling analogy of the production/setup scheduling. This analogy is used in the paper to direct construction of a solution method. The method searches for a globally optimal schedule by means of both a juggling strategy and a method of global optimization. The results obtained for a model problem are then generalized to systems with complex production and setup operations. Computational examples demonstrate the validity of the approach.
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  • 56
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    Monatshefte für Mathematik 125 (1998), S. 1-14 
    ISSN: 1436-5081
    Schlagwort(e): 11J70 ; 11K50 ; 28D05 ; Continued fractions ; expansion ; generators ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The concept of convergence of continued fraction type algorithms has been defined a number of times in the literature. We investigate the relation between these definitions, and show that they do not always coincide. We relate the definitions to the question whether or not the natural partition of the underlying dynamical system is a generator. It turns out that the ‘right’ definition of convergence is equivalent to this partition being a generator. The second definition of convergence is shown to be equivalent only under extra conditions on the transformation. These extra conditions are typically found to be satisfied when the second definition is used in the literature.
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    Czechoslovak mathematical journal 48 (1998), S. 291-312 
    ISSN: 1572-9141
    Schlagwort(e): evolution triple ; optimal control ; monotone operator ; hemicontinuous operator ; parabolic system ; property (Q)
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.
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    Applied mathematics and mechanics 19 (1998), S. 1211-1216 
    ISSN: 1573-2754
    Schlagwort(e): finite element ; nonconforming element ; axisymmetric ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract A class of modified Wilson arbitrary quadrilateral nonconforming elements for an axisymmetric problem is proposed. Their convergence is proven by means of the strong patch test. The structure of this finite element class is investigated. Thus a general method of axisymmetric nonconforming elements with convergence properties is presented.
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    Discrete event dynamic systems 8 (1998), S. 353-364 
    ISSN: 1573-7594
    Schlagwort(e): scheduling ; optimal control ; time-decomposition methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper discusses dynamic methods for solving a class of multi-project scheduling problems in which rates of job performances are controllable and resources such as money, energy or manpower per time unit, are renewable and continuously divisible. The objective is to complete the projects as close to the common due date as possible. Two different ways of imposing sequential precedence relations between project jobs are explored by formulating two dynamic models and studying their relationships on the optimal solution. Efficient time-decomposition algorithms for finding either globally optimal schedules or lower bound guided near-optimal solutions are suggested and computationally tested.
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  • 60
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    Discrete event dynamic systems 8 (1998), S. 175-201 
    ISSN: 1573-7594
    Schlagwort(e): hybrid systems ; optimal control ; calculus of variations ; manufacturing systems ; queueing systems ; nonsmooth optimization ; two point boundary value problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We propose a modeling framework for a class of hybrid systems which arise in many manufacturing environments and study related optimal control problems. In this framework, discrete entities have a state characterized by a temporal component whose evolution is described by event-driven dynamics, and a physical component whose evolution is described by time-driven dynamics. As a first step towards developing an optimal control theory for such hybrid systems, we formulate a problem consisting of a single-stage manufacturing process and use calculus of variations techniques to obtain structural properties and an explicit algorithm for deriving optimal policies.
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  • 61
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    Discrete event dynamic systems 8 (1998), S. 37-54 
    ISSN: 1573-7594
    Schlagwort(e): Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the problem of production planning in a flexible manufacturing system consisting of a single or parallel failure-prone machines producing a number of different products. The objective is to choose the rates of production of the various products over time in order to meet their demands at the minimum long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach for the average cost problem that the Hamilton-Jacobi-Bellman equation in terms of directional derivatives has a solution consisting of the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem, and in specifying an optimal control policy in terms of the potential function. The results settle a hitherto open problem as well as generalize known results.
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  • 62
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    Mathematical notes 63 (1998), S. 271-272 
    ISSN: 1573-8876
    Schlagwort(e): parabola method ; roots of complex polynomials ; convergence ; iterations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
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  • 63
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    Mathematical notes 63 (1998), S. 631-637 
    ISSN: 1573-8876
    Schlagwort(e): orthonormal system ; Fourier series ; convergence ; divergence ; separation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract There exist two orthonormal systems such that the Fourier series of each functionƒ ∈ L[0, 1],ƒ ≠ 0, with respect to at least one of these systems diverges on a set of positive measure.
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  • 64
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    Journal of economics 68 (1998), S. 93-110 
    ISSN: 1617-7134
    Schlagwort(e): optimal control ; Maastricht criteria ; C61 ; E62
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract The reduction of government debt to 60% of the GDP in order to satisfy the requirements of the Maastricht Treaty for participation in the European Monetary Union is one of the primary economic-policy goals for most of the European Union countries. The first aim of the present paper is to characterize the optimal path of the primary surplus that leads to the achievement of this Maastricht target. Using optimal-control theory we are able to determine an upper bound of the public-debt-to-GDP ratio above which no retrenchment policy becomes effective. The second issue taken up is that of the sensitivity analysis with respect to the initial level of the debt-to-GDP ratio, the growth rate of the economy, the interest rate, the inflation rate, and the inverse of the velocity of the monetary base circulation.
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  • 65
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    Journal of economic growth 3 (1998), S. 5-28 
    ISSN: 1573-7020
    Schlagwort(e): convergence ; growth ; complementarity ; adjustment ; young workers ; old workers ; age
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract The human capital of young and old workers are imperfect substitutes both in production and in providing on-the-job training. This helps explain why capital does not flow from rich to poor countries, causing instantaneous convergence of per capita output. If each generation chooses its human capital optimally, given that of the preceding and succeeding generations, human capital follows a unique rational-expectations path. For moderate substitutability, human capital within each sector oscillates relative to that in other sectors, but aggregate human capital converges to the steady state monotonically.
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  • 66
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    Journal of economic growth 3 (1998), S. 143-170 
    ISSN: 1573-7020
    Schlagwort(e): growth ; convergence ; trade ; liberalization ; knowledge diffusion
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract Can trade liberalization have a permanent affect on output levels, and more important, does it have an impact on steady-state growth rates? The model emphasizes the role that knowledge spillovers emanating from heightened trade can have on income convergence and growth rates during transition and over the long run. Among the results of the model, unilateral liberalization by one country reduces the income gap between the liberalizing country and other, wealthier countries. From the long-run growth perspective, unilateral (and multilateral) liberalization generates a positive impact on the steady-state growth of all the trading countries.
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  • 67
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    Open economies review 9 (1998), S. 85-105 
    ISSN: 1573-708X
    Schlagwort(e): convergence ; technology transfer ; neoclassical growth model ; globalization ; income divergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract The hypothesis that per capita output converges across economies over time represents one of the oldest controversies in economics. This essay surveys the history and development of the hypothesis, focusing particularly on its vast literature since the mid-1980s. A summary of empirical analyses, econometric issues, and various tests of the convergence hypothesis are also presented. Moreover, the essay analyzes the implications of the hypothesis for economic growth, especially as it relates to underdeveloped economies.
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  • 68
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    Journal of optimization theory and applications 96 (1998), S. 589-626 
    ISSN: 1573-2878
    Schlagwort(e): Nonlinear control ; optimal control ; Hamilton–Jacobi–Bellman equation ; feedback synthesis ; successive approximation ; Galerkin approximation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.
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  • 69
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    Journal of optimization theory and applications 98 (1998), S. 161-173 
    ISSN: 1573-2878
    Schlagwort(e): Robust stabilization ; optimal control ; time-delay systems ; Razumikhin-type approach
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, using a Razumikhin-type approach, the stabilization of a class of uncertain nonlinear systems with time-varying delay is considered. The proposed controller is based on a specific optimal control problem. Global asymptotic stability is guaranteed for the proposed control if some algebraic condition is met. An example illustrates the use of the main result.
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  • 70
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    Journal of optimization theory and applications 96 (1998), S. 507-532 
    ISSN: 1573-2878
    Schlagwort(e): Rigid bodies ; Hamilton–Jacobi equation ; Riccati equation ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we consider the problem of obtaining optimal controllers which minimize a quadratic cost function for the rotational motion of a rigid body. We are not concerned with the attitude of the body and consider only the evolution of the angular velocity as described by the Euler equations. We obtain conditions which guarantee the existence of linear stabilizing optimal and suboptimal controllers. These controllers have a very simple structure.
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  • 71
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    Journal of optimization theory and applications 96 (1998), S. 575-588 
    ISSN: 1573-2878
    Schlagwort(e): Global optimization ; convergence ; stochastic algorithms ; deterministic algorithms
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract There are many global optimization algorithms which do not use global information. We broaden previous results, showing limitations on such algorithms, even if allowed to run forever. We show that deterministic algorithms must sample a dense set to find the global optimum value and can never be guaranteed to converge only to global optimizers. Further, analogous results show that introducing a stochastic element does not overcome these limitations. An example is simulated annealing in practice. Our results show that there are functions for which the probability of success is arbitrarily small.
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  • 72
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    Journal of optimization theory and applications 97 (1998), S. 11-28 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; nonlinear dynamic systems ; transformations ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with optimization of a class of nonlinear dynamic systems with n states and m control inputs commanded to move between two fixed states in a prescribed time. Using conventional procedures with Lagrange multipliers, it is well known that the optimal trajectory is the solution of a two-point boundary-value problem. In this paper, a new procedure for dynamic optimization is presented which relies on tools of feedback linearization to transform nonlinear dynamic systems into linear systems. In this new form, the states and controls can be written as higher derivatives of a subset of the states. Using this new form, it is possible to change constrained dynamic optimization problems into unconstrained problems. The necessary conditions for optimality are then solved efficiently using weighted residual methods.
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  • 73
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    Journal of optimization theory and applications 98 (1998), S. 681-700 
    ISSN: 1573-2878
    Schlagwort(e): Manufacturing systems ; bang–bang control ; dynamic programming ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The system under consideration comprises n workstations in parallel and one assembly workstation. The workstations are either reliable or unreliable and the product demand is random. The n different type parts are processed first in the parallel workstations and then are joined in the assembly workstation. By minimizing the expected discounted cost, it is shown that the optimal control policy is of the bang–bang type and can be described by a set of switching manifolds. The structural properties of the optimal policy, such as monotonicity and asymptotic behavior, are investigated. These structural properties are very useful to find the optimal policy in large-size systems. Three numerical examples are given to demonstrate the results.
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  • 74
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    Journal of optimization theory and applications 97 (1998), S. 281-297 
    ISSN: 1573-2878
    Schlagwort(e): Nonlinear ship steering dynamics ; optimal control ; saturation ; slew rate limitation ; sequential gradient-restoration algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The steering control of a ship during a course-changing maneuver is formulated as a Bolza optimal control problem, which is solved via the sequential gradient-restoration algorithm (SGRA). Nonlinear differential equations describing the yaw dynamics of a steering ship are employed as the differential constraints, and both amplitude and slew rate limits on the rudder are imposed. Two performance indices are minimized: one measures the time integral of the squared course deviation between the actual ship course and a target course; the other measures the time integral of the absolute course deviation. Numerical results indicate that a smooth transition from the initial set course to the target course is achievable, with a trade-off between the speed of response and the amount of course angle overshoot.
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  • 75
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    Journal of optimization theory and applications 96 (1998), S. 667-682 
    ISSN: 1573-2878
    Schlagwort(e): Existence ; nonlinear initial-value problems ; upper and lower solutions ; convergence ; quasilinearization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract An extension of the method of quasilinearization has been applied to first-order nonlinear initial-value problems (IVP for short). It has been shown that there exist monotone sequences which converge rapidly to the unique solution of IVP.
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  • 76
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    Journal of optimization theory and applications 99 (1998), S. 271-302 
    ISSN: 1573-2878
    Schlagwort(e): Genetic algorithms ; real-number based problems ; binary encoding ; real-number encoding ; crossover operators ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with crossover operators for genetic algorithms (GAs) which are used to solve problems based on real numbers. First, a classification of the operators is introduced, dividing crossover into a vector-level and a variable-level operator. The theoretical study of variable-level operators for binary coded GAs leads to the discovery of two properties, which are used to define certain characteristics of crossover operators used by real-number encoded GAs. For variable-level operators, the experimental distributions of the offspring variables of given pairs of parent variables are then found. Finally, an experimental comparison of crossover operator performance is carried out.
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  • 77
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    Journal of optimization theory and applications 99 (1998), S. 465-480 
    ISSN: 1573-2878
    Schlagwort(e): Existence ; periodic boundary-value problems ; upper and lower solutions ; convergence ; quasilinearization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, the results of Lakshmikantham et al. (Ref. 1) for first-order periodic boundary-value problems are extended, by using the extended method of quaislinearization and rapid convergence for initial-value problems of Mohapatra et al. (Ref. 2). Also, it is shown that monotone sequences converge cubically to the unique solution when the forcing function in the differential equation is 2–hyperconvex and converge quartically when the forcing function is 3–hyperconvex. Several other generalizations of the problem are also presented.
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  • 78
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    Journal of dynamics and differential equations 9 (1997), S. 133-155 
    ISSN: 1572-9222
    Schlagwort(e): Wave equation ; dissipation ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We prove that any bounded solution (u, u 1) ofu u +du t −Δu+f(u)=0,u=u(x, t), x∈ℝN,N⩾3, converges to a fixed stationary state provided its initial energy is appropriately small. The theory of concentrated compactness is used in combination with some recent results concerning the uniqueness of the so-called ground-state solution of the corresponding stationary problem.
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  • 79
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    Acta applicandae mathematicae 47 (1997), S. 213-220 
    ISSN: 1572-9036
    Schlagwort(e): convergence ; convergence rate ; convergence order ; sequences
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Eight measures of rate of convergence of monotone sequences of real numbers have been proposed and discussed in a paper by Beyer, Ebanks, and Qualls (Acta Appl. Math. 20 (1990), 267–284). These rates arose in discussions of dynamical systems. In the comparisons of these rates, two problems remained. A complete answer is given to one of the problems and a partial answer is given to the other problem.
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  • 80
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    Acta applicandae mathematicae 46 (1997), S. 29-48 
    ISSN: 1572-9036
    Schlagwort(e): Hamilton–Jacobi–Bellman equations ; nonlinear potentials ; nonlinear PDE ; viscosity solutions ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A formal method of constructing the viscosity solutions for abstract nonlinear equations of Hamilton–Jacobi–Bellman (HJB) type was developed in the previous work of the author. A new advantage of this method (which was called an ‘nonlinear potentials’ method) is that it gives a possibility to choose at the first step an expected regularity of the solution and then – to construct this solution. This makes the whole procedure more simple because an analysis of regularity of viscosity solutions is usually the most complicated step. Nonlinear potentials method is a generalization of Krylov's approach to study HJB equations. In this article nonlinear potentials method is applied to elliptic degenerate HJB equations in Rd with variable coefficients.
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  • 81
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    Czechoslovak mathematical journal 47 (1997), S. 409-424 
    ISSN: 1572-9141
    Schlagwort(e): R δ-set ; homotopic ; contractible ; evolution triple ; evolution inclusion ; compact embedding ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In the paper we study the topological structure of the solution set of a class of nonlinear evolution inclusions. First we show that it is nonempty and compact in certain function spaces and that it depends in an upper semicontinuous way on the initial condition. Then by strengthening the hypothesis on the orientor field F(t, x), we are able to show that the solution set is in fact an R δ-set. Finally some applications to infinite dimensional control systems are also presented.
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  • 82
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    Environmental and resource economics 10 (1997), S. 301-314 
    ISSN: 1573-1502
    Schlagwort(e): landfilling ; recycling ; waste management ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Energietechnik , Wirtschaftswissenschaften
    Notizen: Abstract The present study examines the optimal recycling rate for municipal solid waste. First, an optimal control model is developed to account for the physical costs of recycling, the social costs of landfilling, and consumers' environmental preferences. Second, an optimal solution is simulated using waste disposal data from the Helsinki region in Finland. The benefits from recycling are included in the simulation using the results of a recent contingent valuation study. The results of the present research suggest that mandates for achieving 50% recycling in municipalities are not far-fetched and are both economically and environmentally justified.
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  • 83
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    Acta mathematicae applicatae sinica 13 (1997), S. 176-187 
    ISSN: 1618-3932
    Schlagwort(e): Spherical surface ; pseudospectral method ; vorticity equations ; stability ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The pseudospectral method for solving vorticity equations on spherical surface is discussed. An interpolation procedure, which is different from the usual ones, is proposed. Based on such an interpolation, the pseudospectral scheme is constructed. Its generalized stability and convergence are analyzed rigorously. The theoretical analysis and computational skills can also be applied to other nonlinear partial differential equations defined on spherical surface.
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  • 84
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    Review of quantitative finance and accounting 9 (1997), S. 289-300 
    ISSN: 1573-7179
    Schlagwort(e): investment opportunity sets ; Markowitz ; convergence ; estimation ; equity premium
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract This paper extends the mathematics developed by Merton (1972) to the limiting investment opportunity set as smaller risk assets are added. Investment opportunity sets of risky assets are well-known to be described by hyperbolae in mean-standard deviation space. In practice, the asset classes in portfolios may vary from high risk common stocks to near cash assets. Low variability assets change the appearance of the investment opportunity set to the extent that a unique optimum risky asset portfolio disappears. The limiting result is similar to the investment opportunity set that arises when two assets are perfectly correlated. The location of the IOS is shown to mathematically depend upon the level of the riskless interest rate and one slope parameter. The slope parameter is estimable, using a finite number of assets, and represents a bound on market Sharpe ratios.
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  • 85
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    Numerical algorithms 14 (1997), S. 227-260 
    ISSN: 1572-9265
    Schlagwort(e): error control ; convergence ; 34C35 ; 34D05 ; 65L07 ; 65L20 ; 65L50
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The numerical solution of initial value problems for ordinary differential equations is frequently performed by means of adaptive algorithms with user-input tolerance τ. The time-step is then chosen according to an estimate, based on small time-step heuristics, designed to try and ensure that an approximation to the local error commited is bounded by τ. A question of natural interest is to determine how the global error behaves with respect to the tolerance τ. This has obvious practical interest and also leads to an interesting problem in mathematical analysis. The primary difficulties arising in the analysis are that: (i) the time-step selection mechanisms used in practice are discontinuous as functions of the specified data; (ii) the small time-step heuristics underlying the control of the local error can break down in some cases. In this paper an analysis is presented which incorporates these two difficulties. For a mathematical model of an error per unit step or error per step adaptive Runge–Kutta algorithm, it may be shown that in a certain probabilistic sense, with respect to a measure on the space of initial data, the small time-step heuristics are valid with probability one, leading to a probabilistic convergence result for the global error as τ→0. The probabilistic approach is only valid in dimension m〉1 this observation is consistent with recent analysis concerning the existence of spurious steady solutions of software codes which highlights the difference between the cases m=1 and m〉1. The breakdown of the small time-step heuristics can be circumvented by making minor modifications to the algorithm, leading to a deterministic convergence proof for the global error of such algorithms as τ→0. An underlying theory is developed and the deterministic and probabilistic convergence results proved as particular applications of this theory.
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    Acta mathematicae applicatae sinica 13 (1997), S. 337-341 
    ISSN: 1618-3932
    Schlagwort(e): Multiplicative iterative algorithm ; inexact line search ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper studies the convergence properties of multiplicative iterative algorithms with inexact line search. We prove that the convergence can be guaranteed for a general form of line search rule, under the assumption of convexity of objective function or the assumption of convergence of the sequence generated by the algorithm. This answers an open problem put forward by Iusem.
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    Applied mathematics and mechanics 18 (1997), S. 61-68 
    ISSN: 1573-2754
    Schlagwort(e): viscoplastic dynamics ; optimal control ; variational principle ; finite element method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract This paper presents the optimal control variational principle for Perzyna model which is one of the main constitutive relation of viscoplasticity in dynamics. And it could also be transformed to solve the parametric quadratic programming problem. The FEM form of this problem and its implementation have also been discussed in the paper.
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  • 88
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    Applied mathematics and mechanics 18 (1997), S. 1211-1218 
    ISSN: 1573-2754
    Schlagwort(e): shortage ; oscillation ; shock absorber ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract In this paper, an oscillated model, which results from the shortage action in market economy with elastic replacement of goods, is obtained. And some natural relations between the model and a typically oscillatory model are established. The results can interpret some market phenomena and provide the theoretical tools for the economic program.
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  • 89
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    Mathematical notes 61 (1997), S. 100-104 
    ISSN: 1573-8876
    Schlagwort(e): series expansions ; spaces of entire functions ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is devoted to the problem of representing entire functions, in spaces described by the order and the type of these functions, by Lagrange series that converge in the natural topology in these spaces; this topology is stronger than the topology of compact convergence.
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  • 90
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    Mathematical notes 61 (1997), S. 272-277 
    ISSN: 1573-8876
    Schlagwort(e): linear-fractional transformations ; fixed points ; infinite compositions ; convergence ; continued fractions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We study the asymptotic behavior of the compositions (Sn o...o S1)(z) and (S1 o...o Sn)(z) of linear-fractional transformations Sn (z) (n=1,2,...) whose fixed points have limits. In particular, if S n (z)=α n (β n +z)-1, then the sequency of compositions (S1o...o Sn)(z) at the point z=0 coincides with the sequence of convergents of the formal continued fraction $$\frac{{\alpha _1 }}{{\beta _1 + \frac{{\alpha _2 }}{{\beta _2 + \cdot \cdot \cdot }}}}.$$ The result obtained can be applied in the study of convergence of formal continued fractions.
    Materialart: Digitale Medien
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  • 91
    Digitale Medien
    Digitale Medien
    Springer
    Journal of economic growth 2 (1997), S. 1-26 
    ISSN: 1573-7020
    Schlagwort(e): growth ; technology ; diffusion ; convergence ; adaptation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract We construct a model that combines elements of endogenousgrowth with the convergence implications of the neoclassicalgrowth model. In the long run, the world growth rate is drivenby discoveries in the technologically leading economies. Followersconverge toward the leaders because copying is cheaper than innovationover some range. A tendency for copying costs to increase reducesfollowers‘ growth rates and thereby generates a pattern of conditionalconvergence. We discuss how countries are selected to be technologicalleaders, and we assess welfare implications. Poorly defined intellectualproperty rights imply that leaders have insufficient incentiveto invent and followers have excessive incentive to copy.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 92
    Digitale Medien
    Digitale Medien
    Springer
    Journal of economic growth 2 (1997), S. 131-153 
    ISSN: 1573-7020
    Schlagwort(e): economic growth ; convergence ; world income distribution
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract The recent literature on convergence has departed fromthe earlier literature by focusing on the shape of the productionfunction and the rate at which an economy converges to its ownsteady state. This article uses advances from the recent literatureto look back at the question that originally motivated the convergenceliterature: what will the distribution of per capita income looklike in the future? Several results are highlighted by the analysis,including the suggestion that there is little reason to expectthe United States to maintain its position as world leader interms of output per worker.
    Materialart: Digitale Medien
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  • 93
    Digitale Medien
    Digitale Medien
    Springer
    Journal of economic growth 2 (1997), S. 27-59 
    ISSN: 1573-7020
    Schlagwort(e): conditional ; convergence ; distribution dynamics ; income distribution ; inequality ; trade ; twin peaks
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Wirtschaftswissenschaften
    Notizen: Abstract This paper studies cross-country patterns of economicgrowth from the viewpoint of income distribution dynamics. Sucha perspective raises new empirical and theoretical issues ingrowth analysis: the profound empirical regularity is an “emergingtwin peaks” in the cross-sectional distribution, not simplepatterns of convergence or divergence. The theoretical problemsraised concern interaction patterns among subgroups of economies,not only problems of a single economy's accumulating factor inputsand technology for growth.
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  • 94
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 92 (1997), S. 581-604 
    ISSN: 1573-2878
    Schlagwort(e): Algorithms ; unconstrained optimization ; Lyapunov functions ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Existing algorithms for solving unconstrained optimization problems are generally only optimal in the short term. It is desirable to have algorithms which are long-term optimal. To achieve this, the problem of computing the minimum point of an unconstrained function is formulated as a sequence of optimal control problems. Some qualitative results are obtained from the optimal control analysis. These qualitative results are then used to construct a theoretical iterative method and a new continuous-time method for computing the minimum point of a nonlinear unconstrained function. New iterative algorithms which approximate the theoretical iterative method and the proposed continuous-time method are then established. For convergence analysis, it is useful to note that the numerical solution of an unconstrained optimization problem is none other than an inverse Lyapunov function problem. Convergence conditions for the proposed continuous-time method and iterative algorithms are established by using the Lyapunov function theorem.
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  • 95
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 94 (1997), S. 533-560 
    ISSN: 1573-2878
    Schlagwort(e): Polynomial differential equations ; convergence of solutions ; neural network systems ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We study polynomial ordinary differential systems $$\dot M(t) = QM - M(M'QM){\text{, }}M(0) = M_0 ,t \geqslant 0,$$ whereQ≥0 is an n×n matrix and M(t) is an n×k matrix. It is proven that, as t grows to infinity, the solution M(t) tends to a limit BU, where U is a k×k orthogonal matrix and B is an n×k matrix whose columns are k pairwise orthogonal, normalized eigenvectors of Q. Moreover, for almost every M 0, these eigenvectors correspond to the k maximal eigenvalues of Q; for an arbitrary Q with independent columns, we provide a procedure of computing B by employing elementary matrix operations on M 0. This result is significant for the study of certain neural network systems, and in this context it shows that M(∞) provides a principal component analyzer.
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  • 96
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 94 (1997), S. 311-334 
    ISSN: 1573-2878
    Schlagwort(e): Mixed penalty method ; Frank–Wolfe method ; optimal control ; relaxed control ; lumped systems ; distributed systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank–Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given.
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  • 97
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 94 (1997), S. 619-634 
    ISSN: 1573-2878
    Schlagwort(e): Microeconomic models ; optimal control ; linear controls ; singular subarcs ; necessary conditions ; minimum principle as LP ; direct collocation method ; indirect multiple shooting method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract An optimal control problem with four linear controls describing a sophisticated concern model is investigated. The numerical solution of this problem by combination of a direct collocation and an indirect multiple shooting method is presented and discussed. The approximation provided by the direct method is used to estimate the switching structure caused by the four controls occurring linearly. The optimal controls have bang-bang subarcs as well as constrained and singular subarcs. The derivation of necessary conditions from optimal control theory is aimed at the subsequent application of an indirect multiple shooting method but is also interesting from a mathematical point of view. Due to the linear occurrence of the controls, the minimum principle leads to a linear programming problem. Therefore, the Karush–Kuhn–Tucker conditions can be used for an optimality check of the solution obtained by the indirect method.
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  • 98
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 92 (1997), S. 161-188 
    ISSN: 1573-2878
    Schlagwort(e): Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the optimal production planning in a dynamic stochastic manufacturing system consisting of a single machine that is failure prone and facing a constant demand. The objective is to choose the rate of production over time in order to minimize the long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach that the Hamilton–Jacobi–Bellman equation for the average cost problem has a solution giving rise to the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem. Finally, the optimal control policy is specified in terms of the potential function.
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  • 99
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 93 (1997), S. 27-51 
    ISSN: 1573-2878
    Schlagwort(e): Robust control ; multiobjective control ; optimal control ; $$\ell _1 $$ –control ; computational methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we study the $$\ell _1 $$ -optimal control problem with additional constraints on the magnitude of the closed-loop frequency response. In particular, we study the case of magnitude constraints at fixed frequency points (a finite number of such constraints can be used to approximate an $$H_\infty $$ -norm constraint). In previous work, we have shown that the primal-dual formulation for this problem has no duality gap and both primal and dual problems are equivalent to convex, possibly infinite-dimensional, optimization problems with LMI constraints. Here, we study the effect of approximating the convex magnitude constraints with a finite number of linear constraints and provide a bound on the accuracy of the approximation. The resulting problems are linear programs. In the one-block case, both primal and dual programs are semi-infinite dimensional. The optimal cost can be approximated, arbitrarily well from above and within any predefined accuracy from below, by the solutions of finite-dimensional linear programs. In the multiblock case, the approximate LP problem (as well as the exact LMI problem) is infinite-dimensional in both the variables and the constraints. We show that the standard finite-dimensional approximation method, based on approximating the dual linear programming problem by sequences of finite-support problems, may fail to converge to the optimal cost of the infinite-dimensional problem.
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  • 100
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 95 (1997), S. 565-580 
    ISSN: 1573-2878
    Schlagwort(e): Brownian motion ; diffusion processes ; observers ; dynamic sampling ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Dynamic sampling utilizes the option of varying the sampling rates according to the situation of the systems, thus obtaining procedures with improved efficiencies. In this paper, the technique is applied to a typical problem in optimal control theory, that of tracking and controlling the position of an object. It is shown that the dynamic sampling results in a significantly improved procedure for this case, even when applying a suboptimal policy which can be analyzed in closed form.
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