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  • Articles  (70)
  • optimal control  (70)
  • Springer  (70)
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  • 2015-2019
  • 1995-1999  (49)
  • 1980-1984  (21)
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  • Mathematics  (70)
  • 1
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    Acta applicandae mathematicae 57 (1999), S. 287-338 
    ISSN: 1572-9036
    Keywords: sub-Riemannian geometry ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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  • 2
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    Acta applicandae mathematicae 46 (1997), S. 29-48 
    ISSN: 1572-9036
    Keywords: Hamilton–Jacobi–Bellman equations ; nonlinear potentials ; nonlinear PDE ; viscosity solutions ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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  • 3
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    Czechoslovak mathematical journal 47 (1997), S. 409-424 
    ISSN: 1572-9141
    Keywords: R δ-set ; homotopic ; contractible ; evolution triple ; evolution inclusion ; compact embedding ; optimal control
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    Topics: Mathematics
    Notes: 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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  • 4
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    Czechoslovak mathematical journal 48 (1998), S. 291-312 
    ISSN: 1572-9141
    Keywords: evolution triple ; optimal control ; monotone operator ; hemicontinuous operator ; parabolic system ; property (Q)
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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  • 5
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    Applied mathematics and mechanics 18 (1997), S. 61-68 
    ISSN: 1573-2754
    Keywords: viscoplastic dynamics ; optimal control ; variational principle ; finite element method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: 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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  • 6
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    Applied mathematics and mechanics 16 (1995), S. 515-520 
    ISSN: 1573-2754
    Keywords: singular perturbation ; nonlinear state regulator ; optimal control ; diagonalization technique
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract This paper will seek the optimal control and corresponding trajectories of the singularly perturbed nonlinear state regulator problem. Under appropriate hypotheses, it will be possible to complete an asymptotic solution which is uniformly valid when σ→0.
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  • 7
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    Discrete event dynamic systems 5 (1995), S. 343-355 
    ISSN: 1573-7594
    Keywords: optimal control ; FMS scheduling ; maximum principle ; instant setups
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    Topics: Mathematics
    Notes: Abstract A continuous time dynamic model of discrete scheduling problems for a large class of manufacturing systems is considered in the present paper. The realistic manufacturing based on multi-level bills of materials, flexible machines, controllable buffers and deterministic demand profiles is modeled in the canonical form of optimal control. Carrying buffer costs are minimized by controlling production rates of all machines that can be set up instantly. The maximum principle for the model is studied and properties of the optimal production regimes are revealed. The solution method developed rests on the iterative approach generalizing the method of projected gradient, but takes advantage of the analytical properties of the optimal solution to reduce significantly computational efforts. Computational experiments presented demonstrate effectiveness of the approach in comparison with pure iterative method.
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  • 8
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    Discrete event dynamic systems 8 (1998), S. 353-364 
    ISSN: 1573-7594
    Keywords: scheduling ; optimal control ; time-decomposition methods
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    Topics: Mathematics
    Notes: 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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  • 9
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    Discrete event dynamic systems 8 (1998), S. 175-201 
    ISSN: 1573-7594
    Keywords: hybrid systems ; optimal control ; calculus of variations ; manufacturing systems ; queueing systems ; nonsmooth optimization ; two point boundary value problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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  • 10
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    Discrete event dynamic systems 8 (1998), S. 37-54 
    ISSN: 1573-7594
    Keywords: Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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  • 11
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    Mathematical notes 60 (1996), S. 383-388 
    ISSN: 1573-8876
    Keywords: optimal control ; nonlinear singular system ; state constraints ; penalty method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A control system described by a nonlinear equation of parabolic type is considered in the situation where there may be no global solution. A particular optimal control problem subject to state constraints is studied. A proof of the existence of an optimal control is presented. The penalty method is used to obtain necessary conditions for optimal control. A proof of the convergence of this method is given. The successive approximation method is used to obtain an approximate solution for the conditions derived.
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  • 12
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    Journal of optimization theory and applications 38 (1982), S. 83-96 
    ISSN: 1573-2878
    Keywords: Numerical methods ; multiple shooting method ; optimal control ; aircraft trajectories ; flight mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Three-dimensional minimum-time 180° turns of a fighter aircraft are computed for several initial velocitiesV 0 and altitudesh 0. It is shown that the optimum turns consist of split -S maneuvers forV 0≦V 10, three-dimensional maneuvers forV 10〈V 0〈V 20, and half-loops forV 0≧V 20, withV 10,V 20 being functions of altitude or thrust/weight ratio.
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    Journal of optimization theory and applications 30 (1980), S. 53-71 
    ISSN: 1573-2878
    Keywords: Parallel processing ; nonlinear two-point boundary-value problems ; optimal control ; parallel shooting ; parallel integration ; parallel minimization algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper describes a collection of parallel optimal control algorithms which are suitable for implementation on an advanced computer with the facility for large-scale parallel processing. Specifically, a parallel nongradient algorithm and a parallel variablemetric algorithm are used to search for the initial costate vector that defines the solution to the optimal control problem. To avoid the computational problems sometimes associated with simultaneous forward integration of both the state and costate equations, a parallel shooting procedure based upon partitioning of the integration interval is considered. To further speed computations, parallel integration methods are proposed. Application of this all-parallel procedure to a forced Van der Pol system indicates that convergence time is significantly less than that required by highly efficient serial procedures.
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  • 14
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    Journal of optimization theory and applications 30 (1980), S. 137-147 
    ISSN: 1573-2878
    Keywords: Discontinuous differential equations ; optimal control ; Filippov solutions
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    Topics: Mathematics
    Notes: Abstract When dealing with the time-optimal problem for linear control systems, there may be a difference between optimal open-loop control and corresponding synthesized feedback control, since in the latter case one is led to allow for generalized (Filippov) solutions. In this note, it is shown that the set of two-dimensional linear control systems with a convex polyhedron as control domain, which exhibit such paradoxical behavior (completely characterized by Brunovský), has a nonempty interior, in a natural and appropriately defined topology on the space of all such linear control systems.
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    Journal of optimization theory and applications 31 (1980), S. 195-205 
    ISSN: 1573-2878
    Keywords: State-variable discontinuities ; maximum principle ; fisheries management ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Consideration is given to continuous-time, parameter-dependent optimal control problems with state-variable jump discontinuities atN variable interior times. A maximum principle involving known costate jump conditions is stated and is proved by transforming the problem into a standard Mayer control problem. An illustrative example for fisheries management is included.
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  • 16
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    Journal of optimization theory and applications 31 (1980), S. 565-581 
    ISSN: 1573-2878
    Keywords: Boundary-value problems ; elliptic control problems ; multigrid methods ; numerical methods ; optimal control
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    Topics: Mathematics
    Notes: Abstract Elliptic control problems with a quadratic cost functional require the solution of a system of two elliptic boundary-value problems. We propose a fast iterative process for the numerical solution of this problem. The method can be applied to very special problems (for example, Poisson equation for a rectangle) as well as to general equations (arbitrary dimensions, general region). Also, nonlinear problems can be treated. The work required is proportional to the work taken by the numerical solution of a single elliptic equation.
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    Journal of optimization theory and applications 32 (1980), S. 17-37 
    ISSN: 1573-2878
    Keywords: Sensitivity analysis ; dynamic optimization ; optimal control ; near-optimal control ; Pontryagin's minimum principle
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    Topics: Mathematics
    Notes: Abstract To find the optimal control of chemical processes, Pontryagin's minimum principle can be used. In practice, however, one is not only interested in the optimal solution, which satisfies the restrictions on the control, the initial and terminal conditions, and the process parameters. It is also important to known how the optimal control and the minimum value of the objective function change, due to small variations in all the restrictions and the parameters. It is shown how to determine the effect of these variations directly from the optimal solution. This saves computer time, compared with the more traditional sensitivity analysis based on computing the optimal control for every single variation considered. The theory is applied to a chemical process.
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  • 18
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    Journal of optimization theory and applications 32 (1980), S. 327-343 
    ISSN: 1573-2878
    Keywords: Linear systems ; quadratic costs ; regulator problem ; optimal control ; partial state information
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    Topics: Mathematics
    Notes: Abstract The deterministic linear-system, quadratic-cost optimal control problem is considered when the only state information available is a partial linear observation of the initial statex 0. Thus, it is only known that the initial condition belongs to a particular linear variety. A control function is found which is optimal, in the sense (roughly) that (i) it can be computed using available information aboutx 0 and (ii) no other control function which can be found using that information gives lower cost than it does for every initial condition that could have given rise to the information. The optimal control can be found easily from the conventional Riccati equation of optimal control. Applications are considered in the presence of unknown exponential disturbances and to the case with a sequence of partial state observations.
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    Journal of optimization theory and applications 32 (1980), S. 577-593 
    ISSN: 1573-2878
    Keywords: Numerical methods ; computing methods ; optimal control ; optimality properties ; supplementary optimality properties ; gradient methods ; gradient-restoration algorithms ; sequential gradient-restoration algorithms ; general boundary conditions ; nondifferential constraints
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    Topics: Mathematics
    Notes: Abstract In this paper, sequential gradient-restoration algorithms for optimal control problems are considered, and attention is focused on the gradient phase. It is shown that the Lagrange multipliers associated with the gradient phase not only solve the auxiliary minimization problem of the gradient phase, but are also endowed with a supplementary optimality property: they minimize the error in the optimality conditions, subject to the multiplier differential equations and boundary conditions, for given state, control, and parameter.
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    Journal of optimization theory and applications 33 (1981), S. 121-135 
    ISSN: 1573-2878
    Keywords: Sobolev equations ; pseudo-parabolic equations ; optimal control ; Lagrange multipliers ; penalty method
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    Topics: Mathematics
    Notes: Abstract In this paper, we study the approximation by the penalty method of a control problem governed by a pseudo-parabolic equation with a noncoercive control functional and with control and state constraints. The existence of solutions to the penalized problems is established. In addition, the convergence of the penalized problems to the solution, the Lagrange multipliers, and the minimum value of the original problem is studied. The results apply to Sobolev and parabolic equations as well.
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    Journal of optimization theory and applications 42 (1984), S. 447-465 
    ISSN: 1573-2878
    Keywords: Existence problems ; optimal control ; nonlinear integral equations of Urysohn type ; lower closure problems ; property (K)
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    Topics: Mathematics
    Notes: Abstract In Refs. 1–3, existence results have been obtained for optimal control problems whose state equations are described by certain nonlinear integral equations of Urysohn type. We generalize and synthesize these results by formulating a general lower closure result from which the results of Refs. 1–3 are shown to follow. In the course of this, we also present a novel and rather abstract treatment of existence problems for variable-time optimal control, quite in the spirit of Ref. 4.
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    Journal of optimization theory and applications 43 (1984), S. 51-72 
    ISSN: 1573-2878
    Keywords: Advertising ; time lags ; integrodifferential equations ; hereditary processes ; optimal control
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    Topics: Mathematics
    Notes: Abstract In this paper, the Nerlove-Arrow model of optimal dynamic advertising policies is generalized by assuming a general probability distribution of the “forgetting time,” rather than the exponential one. A control problem with integrodifferential equations of motion is defined for which the transitory and steady-state properties of the optimal advertising policy are examined. The effects of assumptions like IHR-distributions and DHR-distributions, the existence of an upper bound for the forgetting time, etc., are explained. It is shown that there are two (in the case of an exponential distribution even three) different current-value adjoint functions associated with the problem, and relations between the two (three) are established. Also provided is a sensitivity analysis.
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    Journal of optimization theory and applications 43 (1984), S. 395-414 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; optimal control ; optimal control algorithms ; nonlinear dynamics ; quadratic convergence
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    Topics: Mathematics
    Notes: Abstract The purpose of this paper is to draw a detailed comparison between Newton's method, as applied to discrete-time, unconstrained optimal control problems, and the second-order method known as differential dynamic programming (DDP). The main outcomes of the comparison are: (i) DDP does not coincide with Newton's method, but (ii) the methods are close enough that they have the same convergence rate, namely, quadratic. The comparison also reveals some other facts of theoretical and computational interest. For example, the methods differ only in that Newton's method operates on a linear approximation of the state at a certain point at which DDP operates on the exact value. This would suggest that DDP ought to be more accurate, an anticipation borne out in our computational example. Also, the positive definiteness of the Hessian of the objective function is easy to check within the framework of DDP. This enables one to propose a modification of DDP, so that a descent direction is produced at each iteration, regardless of the Hessian.
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    Journal of optimization theory and applications 86 (1995), S. 251-261 
    ISSN: 1573-2878
    Keywords: Degenerate diffusions ; ergodic control ; optimal control ; Markov control ; stationary solutions
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    Topics: Mathematics
    Notes: Abstract For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is established for various interesting classes of solutions.
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    Journal of optimization theory and applications 87 (1995), S. 33-45 
    ISSN: 1573-2878
    Keywords: Maximum principle ; distributed-parameter systems ; optimal control ; structural control ; hyperbolic partial differential equations
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    Topics: Mathematics
    Notes: Abstract A maximum principle is developed for a class of problems involving the optimal control of a damped-parameter system governed by a linear hyperbolic equation in one space dimension that is not necessarily separable. A convex index of performance is formulated, which consists of functionals of the state variable, its first- and second-order space derivatives, its first-order time derivative, and a penalty functional involving the open-loop control force. The solution of the optimal control problem is shown to be unique. The adjoint operator is determined, and a maximum principle relating the control function to the adjoint variable is stated. The proof of the maximum principle is given with the help of convexity arguments. The maximum principle can be used to compute the optimal control function and is particularly suitable for problems involving the active control of structural elements for vibration suppression.
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    Journal of optimization theory and applications 87 (1995), S. 235-267 
    ISSN: 1573-2878
    Keywords: Sampled-data systems ; multivariable control systems ; robust control ; multirate controllers ; control systems design ; optimal control
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    Topics: Mathematics
    Notes: Abstract This paper deals with the problem of designing multirate-output contrlleers for sampled-dataH ∞-optimal control of linear continuous-time systems. Two formulations of the problem are studied. In the first, the intersample behavior of the disturbance and the controlled output signals is not considered, whereas in the second the continuous-time nature of these signals is taken into account. It is shown that, in both cases and unter appropriate conditions, it is plausible to reduce the repective initial problem to an associated discrete-timeH ∞-optimization problem for which a fictitious static state feedback controller is to be designed. This fact has a beneficial influence on the theoretical and numerical complexity of the problem, since only one algebraic Riccati equation is to be solved here, as compared to two algebraic Riccati equations needed in known techniques concerning theH ∞-optimization problem with dynamic measurement feedback.
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    Journal of optimization theory and applications 88 (1996), S. 671-688 
    ISSN: 1573-2878
    Keywords: Infinite-horizon problems ; optimal control ; transversality condition ; stability ; Lyapunov exponents
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    Topics: Mathematics
    Notes: Abstract We present necessary conditions of optimality for an infinitehorizon optimal control problem. The transversality condition is derived with the help of stability theory and is formulated in terms of the Lyapunov exponents of solutions to the adjoint equation. A problem without an exponential factor in the integral functional is considered. Necessary and sufficient conditions of optimality are proved for linear quadratic problems with conelike control constraints.
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    Journal of optimization theory and applications 94 (1997), S. 533-560 
    ISSN: 1573-2878
    Keywords: Polynomial differential equations ; convergence of solutions ; neural network systems ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 94 (1997), S. 311-334 
    ISSN: 1573-2878
    Keywords: Mixed penalty method ; Frank–Wolfe method ; optimal control ; relaxed control ; lumped systems ; distributed systems
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    Notes: 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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    Journal of optimization theory and applications 94 (1997), S. 619-634 
    ISSN: 1573-2878
    Keywords: Microeconomic models ; optimal control ; linear controls ; singular subarcs ; necessary conditions ; minimum principle as LP ; direct collocation method ; indirect multiple shooting method
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    Topics: Mathematics
    Notes: 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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    Journal of optimization theory and applications 96 (1998), S. 589-626 
    ISSN: 1573-2878
    Keywords: Nonlinear control ; optimal control ; Hamilton–Jacobi–Bellman equation ; feedback synthesis ; successive approximation ; Galerkin approximation
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    Topics: Mathematics
    Notes: 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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    Journal of optimization theory and applications 98 (1998), S. 161-173 
    ISSN: 1573-2878
    Keywords: Robust stabilization ; optimal control ; time-delay systems ; Razumikhin-type approach
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    Notes: 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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    Journal of global optimization 9 (1996), S. 183-216 
    ISSN: 1573-2916
    Keywords: Dynamic setups ; production and setup control ; optimal control
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    Topics: Mathematics
    Notes: Abstract This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically.
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  • 34
    ISSN: 1573-2754
    Keywords: dynamic system ; parameters identification ; optimal control ; HJB equation
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    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: 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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    Journal of optimization theory and applications 102 (1999), S. 15-36 
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    Keywords: Domain decomposition ; partial differential equations ; Riccati equation ; optimal control ; feedback law ; synthesis ; wave equation
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    Notes: 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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    Journal of optimization theory and applications 102 (1999), S. 299-313 
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    Keywords: Comparison of methods ; optimal control ; sensitivity ; shooting methods ; stability
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    Notes: 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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    Journal of optimization theory and applications 87 (1995), S. 121-140 
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    Keywords: Dynamic programming ; feedback control ; invariant imbedding ; optimal control ; parallel computing
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    Topics: Mathematics
    Notes: Abstract This paper investigates related areas such as invariant imbedding, state feedback, and numerical and parallel methods in order to specify the range of control problems amenable to a dynamic programming approach. Several forms of functional equations are classified according to different applications of the invariant imbedding principle and corresponding closed-loop control structures. Computational methods to implement these algorithms are described, and a complexity analysis is made to determine their effectiveness and to explain their application domain. The design of parallel algorithms is also considered. Alternative descriptions are compared; the frame of a distributed computational method delivering tabular feedback solutions is highlighted.
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    Journal of optimization theory and applications 87 (1995), S. 167-195 
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    Keywords: Calculus of variations ; optimal control ; convex duality ; time delays
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    Notes: Abstract In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.
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    Journal of optimization theory and applications 87 (1995), S. 287-300 
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    Keywords: Maximum principle ; optimal control ; vibrating beams ; structural control
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    Topics: Mathematics
    Notes: Abstract The optimal open-loop control of a beam subject to initial disturbances is studied by means of a maximum principle developed for hyperbolic partial differential equations in one space dimension. The cost functional representing the dynamic response of the beam is taken as quadratic in the displacement and its space and time derivatives. The objective of the control is to minimize a performance index consisting of the cost functional and a penalty term involving the control function. Application of the maximum principle leads to boundary-value problems for hyperbolic partial differential equations subject to initial and terminal conditions. The explicit solution of this system is obtained yielding the expressions for the state and optimal control functions. The behavior of the controlled and uncontrolled beam is studied numerically, and the effectiveness of the proposed control is illustrated.
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    Journal of optimization theory and applications 87 (1995), S. 487-515 
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    Keywords: Controllability ; primer vectors ; rendezvous maneuvers ; power-limited spacecraft ; bounded control ; optimal control ; linearquadratic problems
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    Topics: Mathematics
    Notes: Abstract The solution of the fixed-time optimal power-limited rendezvous with a general linear system of ordinary differential equations and a bound on the magnitude of the applied thrust is presented. Necessary and sufficient conditions for thrust saturation in an optimal solution are included. Because of the generality of the linear system of equations of motion, controllability considerations are required for a complete solution of this problem. It is shown that the condition of controllability can be defined completely in terms of a class of primer vectors associated with this problem. Moreover, it is shown that two distinct versions of the primer vector appear in this problem. Therefore, there is not a unique primer vector associated with every rendezvous problem. The work is applied to the problem of the rendezvous of a spacecraft near a satellite in circular orbit. The optimal rendezvous trajectory is determined by the interaction of a primer vector and the bound on the thrust magnitude. The results of computer simulations are presented graphically.
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    Journal of optimization theory and applications 88 (1996), S. 503-539 
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    Keywords: Planar interception ; fixed end conditions ; optimal control ; singular perturbations
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    Notes: Abstract A planar constant-speed interception with prescribed end conditions is analyzed. The performance index is the time of capture penalized by the control energy. For this problem, the optimal control of the pursuer is obtained in closed form, based on solving a set of nonlinear algebraic equations involving elliptic integrals. The construction of the solution is inspired by the singularly perturbed structure of the nondimensional equations of motion.
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  • 42
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    Journal of optimization theory and applications 92 (1997), S. 161-188 
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    Keywords: Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
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    Topics: Mathematics
    Notes: 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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    Journal of optimization theory and applications 93 (1997), S. 27-51 
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    Keywords: Robust control ; multiobjective control ; optimal control ; $$\ell _1 $$ –control ; computational methods
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    Notes: 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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    Journal of optimization theory and applications 95 (1997), S. 565-580 
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    Keywords: Brownian motion ; diffusion processes ; observers ; dynamic sampling ; optimal control
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    Topics: Mathematics
    Notes: 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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    Journal of optimization theory and applications 96 (1998), S. 507-532 
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    Keywords: Rigid bodies ; Hamilton–Jacobi equation ; Riccati equation ; optimal control
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    Topics: Mathematics
    Notes: 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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    Journal of optimization theory and applications 97 (1998), S. 11-28 
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    Keywords: Optimization ; nonlinear dynamic systems ; transformations ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 98 (1998), S. 681-700 
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    Keywords: Manufacturing systems ; bang–bang control ; dynamic programming ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 100 (1999), S. 599-622 
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    Keywords: Discrete event dynamic systems ; optimal control ; calculus of variations ; polling problems ; transportation systems ; performance optimization
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    Notes: 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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    Journal of optimization theory and applications 101 (1999), S. 307-328 
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    Keywords: Approximate controllability ; exact finite-dimensional controllability ; semilinear heat equation ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 101 (1999), S. 329-354 
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    Keywords: Algebraic Riccati equations ; parabolic equations ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 101 (1999), S. 375-402 
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    Keywords: Time-optimal problems ; optimal control ; semilinear parabolic equations ; state constraints ; Pontryagin's minimum principle ; unbounded controls
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    Notes: 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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    Journal of optimization theory and applications 102 (1999), S. 1-14 
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    Keywords: Partial differential equations ; optimal control ; population dynamics ; age-structured population models
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    Notes: 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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    Journal of optimization theory and applications 37 (1982), S. 251-275 
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    Keywords: Economics ; political cycles ; discrete dynamic systems ; dynamic programming ; optimal control ; Poincaré mapping ; Stieltjes matrix ; optimization in Hilbert space ; infinite horizon ; turnpike theorem
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    Notes: Abstract Under the hypothesis of a myopic electorate, vote-loss-minimizing behavior by the party in power, subject to a dynamic inflation-unemployment relation, is shown to generate an attractive, stable electoral policy cycle. The model presented is derived, with some improvements, from the analogous models of MacRae and Nordhaus. Furthermore, an attempt is made to specify the mathematical aspects of the problem by the Poincaré mapping.
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    Journal of optimization theory and applications 38 (1982), S. 111-135 
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    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
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    Notes: Abstract In a previous paper (Part 1), we presented general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We considered two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). In this paper, the transformation techniques presented in Part 1 are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer. Both the single-subarc approach and the multiple-subarc approach are employed. Three test problems characterized by known analytical solutions are solved numerically. It is found that the combination of transformation techniques and sequential gradient-restoration algorithm yields numerical solutions which are quite close to the analytical solutions from the point of view of the minimax performance index. The relative differences between the numerical values and the analytical values of the minimax performance index are of order 10−3 if the single-subarc approach is employed. These relative differences are of order 10−4 or better if the multiple-subarc approach is employed.
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    Journal of optimization theory and applications 38 (1982), S. 97-109 
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    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
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    Notes: Abstract This paper contains general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We consider two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). For Problem (Q), we exploit the analogy with a bounded-state problem in combination with a transformation of the Jacobson type. This requires the proper augmentation of the state vectorx(t), the control vectoru(t), and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. For Problem (R), we exploit the analogy with a bounded-control problem in combination with a transformation of the Valentine type. This requires the proper augmentation of the control vectoru(t) and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. In a subsequent paper (Part 2), the transformation techniques presented here are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer; both the single-subarc approach and the multiple-subarc approach are discussed.
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    Journal of optimization theory and applications 40 (1983), S. 433-450 
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    Keywords: Approximation ; diffusions ; optimal control ; stochastic maximum principle
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    Notes: Abstract The stochastic maximum principle gives a necessary condition for the optimal control problem for diffusions. If the controlled diffusion is approximated by a controlled Markov chain, and if approximating controls are chosen to maximize a Hamiltonian for the chain, then it is shown using weak convergence that the chains converge to a diffusion with a control satisfying the necessary condition of the maximum principle, and the corresponding costs also converge.
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    Journal of optimization theory and applications 41 (1983), S. 239-260 
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    Keywords: Controllability ; optimal control ; differential equations ; functional-integral equations ; nonsmooth analysis
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    Notes: Abstract We derive sufficient conditions for controllability and necessary conditions for minimum in nonsmooth optimal control problems defined by differential or functional-integral equations with isoperimetric and unilateral restrictions. We consider the cases when the controls are relaxed or chosen fromabundant sets of original (ordinary) controls (which include most, or all, of the control sets studied in the literature). We prove that, if there exist optimal strictly original controls (that is, controls that are optimal in an abundant set but not among relaxed controls), then the problem admits abnormal extremals. We also study the abnormality of the optimal strictly original controls themselves.
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    Journal of optimization theory and applications 41 (1983), S. 327-339 
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    Keywords: Predictive guidance ; optimal control ; controllability index ; interception ; rendezvous ; control law ; miss distance
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    Notes: Abstract A more general and complete predictive guidance problem is considered using optimal control theory. The optimal control law for interception and rendezvous is developed for a system with controllability indexn. The implementation scheme and the effect on miss distance due to errors in guidance are discussed. Finally, an example for a system with controllability index 4 is presented for an interceptor with damping ratio and natural frequency. The solution is presented in closed form.
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    Journal of global optimization 8 (1996), S. 349-378 
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    Keywords: Dynamic setups ; setup and production flow control ; optimal control
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    Notes: Abstract This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.
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    Journal of global optimization 8 (1996), S. 349-378 
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    Keywords: Dynamic setups ; setup and production flow control ; optimal control
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    Notes: Abstract This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.
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    Journal of optimization theory and applications 101 (1999), S. 557-580 
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    Keywords: Hybrid systems ; switching diffusions ; autonomous jumps ; impulsive jumps ; discounted cost ; optimal control
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    Notes: 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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    Journal of optimization theory and applications 36 (1982), S. 409-417 
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    Keywords: Optimal design ; optimal control ; dynamic systems ; gantry cranes
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    Notes: Abstract Problems arising in the optimal control of gantry crane instaliations are considered. Continuous controls to minimize a control squared objective function are obtained. The amplitude of in-plane oscillations of the suspended mass is assumed small. The optimal controls are sufficiently simple for practical realization.
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    Journal of optimization theory and applications 36 (1982), S. 521-534 
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    Keywords: Darboux points ; global optimality ; conjugate points ; optimal control
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    Topics: Mathematics
    Notes: Abstract The question of the existence and the location of Darboux points (beyond which global optimality is lost) is crucial for minimal sufficient conditions for global optimality and for computation of optimal trajectories. Here, we investigate numerically the Darboux points and their relationship with conjugate points for a problem of minimum fuel, constant velocity, horizontal aircraft turns to capture a line. This simple second-order optimal control problem shows that ignoring the possible existence of Darboux points may play havoc with the computation of optimal trajectories.
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    Journal of optimization theory and applications 41 (1983), S. 169-184 
    ISSN: 1573-2878
    Keywords: Numerical methods ; computing methods ; optimal control ; optimality properties ; supplementary optimality properties ; gradient algorithms ; gradient-restoration algorithms ; sequential gradient-restoration algorithms ; restoration algorithms ; general boundary conditions ; nondifferential constraints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, sequential gradient-restoration algorithms for optimal control problems are considered, and attention is focused on the restoration phase. It is shown that the Lagrange multipliers associated with the restoration phase not only solve the auxiliary minimization problem of the restoration phase, but are also endowed with a supplementary optimality property: they minimize a special functional, quadratic in the multipliers, subject to the multiplier differential equations and boundary conditions, for given state, control, and parameter.
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    Journal of optimization theory and applications 85 (1995), S. 1-19 
    ISSN: 1573-2878
    Keywords: Minimum-time problem ; optimal control ; bobsled steering
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Minimum-time and smooth-steering control algorithms are developed for bobsled optimal control. Numerical solutions are obtained both for one-curve optimal control and whole-course piecewise optimal control with application to realistic three-dimensional track surface shapes. Specific results are calculated for the Lillehammer Olympic Track.
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    Journal of optimization theory and applications 88 (1996), S. 25-59 
    ISSN: 1573-2878
    Keywords: Distributed-parameter systems ; maximum principle ; optimal control ; state constraints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider optimal control problems for distributed-parameter systems described by semilinear equations, with constraints on the control and on the state, and an exact pointwise target condition. As an application of a general theory of nonlinear programming problems in Banach spaces, a version of the Pontryagin maximum principle is obtained.
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    Journal of optimization theory and applications 88 (1996), S. 247-249 
    ISSN: 1573-2878
    Keywords: Control theory ; singular control ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently published results of Gift (Ref. 1) are concerned with the necessary conditions for singular optimal control problems (in the sense of Pontryagin's minimum principle). However, those results are incorrect. An illustrative counterexample is given here.
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    Journal of optimization theory and applications 95 (1997), S. 545-563 
    ISSN: 1573-2878
    Keywords: Global optimization ; real life problems ; pig liver likelihood function ; many-body potential function ; tank reactor ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We describe global optimization problems from three different fields representing many-body potentials in physical chemistry, optimal control of a chemical reactor, and fitting a statistical model to empirical data. Historical background for each of the problems as well as the practical significance of the first two are given. The problems are solved by using eight recently developed stochastic global optimization algorithms representing controlled random search (4 algorithms), simulated annealing (2 algorithms), and clustering (2 algorithms). The results are discussed, and the importance of global optimization in each respective field is focused.
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    Journal of optimization theory and applications 97 (1998), S. 281-297 
    ISSN: 1573-2878
    Keywords: Nonlinear ship steering dynamics ; optimal control ; saturation ; slew rate limitation ; sequential gradient-restoration algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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    Discrete event dynamic systems 9 (1999), S. 241-260 
    ISSN: 1573-7594
    Keywords: flexible manufacturing ; production scheduling ; optimal control ; necessary optimality conditions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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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