ALBERT

Notes: Abstract From the application point of view, a series of modifications are proposed for the cell mapping method discussed in Ref. 1 for the optimal control analysis of dynamical systems. The cell order around the target set is rearranged. A set of common discriminate principles is used for the selection of the optimal one among competing control strategies of the same cost. Inequality constraints of the system are taken into account. The number of elements in the set of allowable time intervals is not prescribed, but left open. These modifications seem to make the cell mapping method more efficient for analyzing feedback systems and for obtaining their global optimal control information. The algorithms presented in this paper could broaden the application of the cell mapping approach of Ref. 1 to a wider class of engineering problems.

Notes: Abstract For the deterministic case, a linear controlled system is alwayspth order stable as long as we use the control obtained as the solution of the so-called LQ-problem. For the stochastic case, however, a linear controlled system with multiplicative noise is not alwayspth mean stable for largep, even if we use the LQ-optimal control. Hence, it is meaningful to solve the LP-optimal control problem (i.e., linear system,pth order cost functional) for eachp. In this paper, we define the LP-optimal control problem and completely solve it for the scalar case. For the multidimensional case, we get some results, but the general solution of this problem seems to be impossible. So, we consider thepth mean stabilization problem more intensively and give a sufficient condition for the existence of apth mean stabilizing control by using the contraction mapping method in a Hilbert space. Some examples are also given.

Notes: Abstract An optimal routing policy is obtained for Flexible Manufacturing Systems (FMSs) with limited buffers at the work stations. This policy is used to effectively drive a robotic material handling system. The routing decisions are made by a supervising computer on a real-time basis in order to avoid any work station running out of inputs and to control the blocking of the material handling system. Using our model, general material handling times can be assumed. The optimal policy and several key performance measures are computed, following the problem formulation as a continuous-time, semi-Markovian decision process. Fast convergence and computational stability are ensured by the ergodic solution algorithm augmented to solve the functional equations of the renewal process. The solution algorithm was implemented, tested on an extensive range of problems regarding the structure and the performance of the optimal policy. Complex environments involving diverse processing times, as well as very limited buffer storage, were examined. The interaction between the allocation of buffer spaces to work stations, the structural properties of the optimal monotone (threshold-type) policy and the system performance are also investigated.

Notes: Abstract This paper is concerned with optimal flight trajectories in the presence of windshear. The penetration landing problem is considered with reference to flight in a vertical plane, governed by either one control (the angle of attack, if the power setting is predetermined) or two controls (the angle of attack and the power setting). Inequality constraints are imposed on the angle of attack, the power setting, and their time derivatives. The performance index being minimized measures the deviation of the flight trajectory from a nominal trajectory. In turn, the nominal trajectory includes two parts: the approach part, in which the slope is constant; and the flare part, in which the slope is a linear function of the horizontal distance. In the optimization process, the time is free; the absolute path inclination at touchdown is specified; the touchdown velocity is subject to upper and lower bounds; and the touchdown distance is subject to upper and lower bounds. Three power setting schemes are investigated: (S1) maximum power setting; (S2) constant power setting; and (S3) control power setting. In Scheme (S1), it is assumed that, immediately after the windshear onset, the power setting is increased at a constant time rate until maximum power setting is reached; afterward, the power setting is held constant; in this scheme, the only control is the angle of attack. In Scheme (S2), it is assumed that the power setting is held at a constant value, equal to the prewindshear value; in this scheme, the only control is the angle of attack. In Scheme (S3), the power setting is regarded as a control, just as the angle of attack. Under the above conditions, the optimal control problem is solved by means of the primal sequential gradient-restoration algorithm (PSGRA). Numerical results are obtained for several combinations of windshear intensities and initial altitudes. The main conclusions are given below with reference to strong-to-severe windshears. In Scheme (S1), the touchdown requirements can be satisfied for relatively low initial altitudes, while they cannot be satisfied for relatively high initial altitudes; the major inconvenient is excess of velocity at touchdown. In Scheme (S2), the touchdown requirements cannot be satisfied, regardless of the initial altitude; the major inconvenient is defect of horizontal distance at touchdown. In Scheme (S3), the touchdown requirements can be satisfied, and the optimal trajectories exhibit the following characteristics: (i) the angle of attack has an initial decrease, which is followed by a gradual, sustained increase; the largest value of the angle of attack is attained near the end of the shear; in the aftershear region, the angle of attack decreases gradually; (ii) initially, the power setting increases rapidly until maximum power setting is reached; then, maximum power setting is maintained in the shear region; in the aftershear region, the power setting decreases gradually; (iii) the relative velocity decreases in the shear region and increases in the aftershear region; the point of minimum velocity occurs at the end of the shear; and (iv) depending on the windshear intensity and the initial altitude, the deviations of the flight trajectory from the nominal trajectory can be considerable in the shear region; however, these deviations become small in the aftershear region, and the optimal flight trajectory recovers the nominal trajectory. A comparison is shown between the optimal trajectories of Scheme (S3) and the trajectories arising from alternative guidance schemes, such as fixed controls (fixed angle of attack, coupled with fixed power setting) and autoland (angle of attack controlled via path inclination signals, coupled with power setting controlled via velocity signals). The superiority of the optimal trajectories of Scheme (S3) is shown in terms of the ability to meet the path inclination, velocity, and distance requirements at touchdown. Therefore, it is felt that guidance schemes based on the properties of the optimal trajectories of Scheme (S3) should prove to be superior to alternative guidance schemes, such as the fixed control guidance scheme and the autoland guidance scheme.

Notes: Abstract In order to tighten the gap between necessary and sufficient conditions, new second-order sufficient conditions are developed for optimal control problems, where the control set is given by smooth functions. When the control set is polyhedral, our criterion generalizes prior results of the same kind, namely, the Jacobi criterion in Hamiltonian form and that in Lagrangian form (Refs. 1–3).

Notes: Abstract The optimal projection equations for quadratically optimal reduced-order modelling, estimation, and control are generalized to include the effects of state, control, and measurement dependent noise.

Notes: Abstract This paper is concerned with the optimal transition and the near-optimum guidance of an aircraft from quasi-steady flight to quasi-steady flight in a windshear. The abort landing problem is considered with reference to flight in a vertical plane. In addition to the horizontal shear, the presence of a downdraft is considered. It is assumed that a transition from descending flight to ascending flight is desired; that the initial state corresponds to quasi-steady flight with absolute path inclination of −3.0 deg; and that the final path inclination corresponds to quasi-steady steepest climb. Also, it is assumed that, as soon as the shear is detected, the power setting is increased at a constant time rate until maximum power setting is reached; afterward, the power setting is held constant. Hence, the only control is the angle of attack. Inequality constraints are imposed on both the angle of attack and its time derivative. First, trajectory optimization is considered. The optimal transition problem is formulated as a Chebyshev problem of optimal control: the performance index being minimized is the peak value of the modulus of the difference between the instantaneous altitude and a reference value, assumed constant. By suitable transformations, the Chebyshev problem is converted into a Bolza problem. Then, the Bolza problem is solved employing the dual sequential gradient-restoration algorithm (DSGRA) for optimal control problems. Two types of optimal trajectories are studied, depending on the conditions desired at the final point. Type 1 is concerned with gamma recovery (recovery of the value of the relative path inclination corresponding to quasi-steady steepest climb). Type 2 is concerned with quasi-steady flight recovery (recovery of the values of the relative path inclination, the relative velocity, and the relative angle of attack corresponding to quasi-steady steepest climb). Both the Type 1 trajectory and the Type 2 trajectory include three branches: descending flight, nearly horizontal flight, and ascending flight. Also, for both the Type 1 trajectory and the Type 2 trajectory, descending flight takes place in the shear portion of the trajectory; horizontal flight takes place partly in the shear portion and partly in the aftershear portion of the trajectory; and ascending flight takes place in the aftershear portion of the trajectory. While the Type 1 trajectory and the Type 2 trajectory are nearly the same in the shear portion, they diverge to a considerable degree in the aftershear portion of the trajectory. Next, trajectory guidance is considered. Two guidance schemes are developed so as to achieve near-optimum transition from quasi-steady descending flight to quasi-steady ascending flight: acceleration guidance (based on the relative acceleration) and gamma guidance (based on the absolute path inclination). The guidance schemes for quasi-steady flight recovery in abort landing include two parts in sequence: shear guidance and aftershear guidance. The shear guidance is based on the result that the shear portion of the trajectory depends only mildly on the boundary conditions. Therefore, any of the guidance schemes already developed for Type 1 trajectories can be employed for Type 2 trajectories (descent guidance followed by recovery guidance). The aftershear guidance is based on the result that the aftershear portion of the trajectory depends strongly on the boundary conditions; therefore, the guidance schemes developed for Type 1 trajectories cannot be employed for Type 2 trajectories. For Type 2 trajectories, the aftershear guidance includes level flight guidance followed by ascent guidance. The level flight guidance is designed to achieve almost complete velocity recovery; the ascent guidance is designed to achieve the desired final quasi-steady state. The numerical results show that the guidance schemes for quasi-steady flight recovery yield a transition from quasi-steady flight to quasi-steady flight which is close to that of the optimal trajectory, allows the aircraft to achieve the final quasi-steady state, and has good stability properties.

Notes: Abstract We formulate a locally superlinearly convergent projected Newton method for constrained minimization in a Cartesian product of balls. For discrete-time,N-stage, input-constrained optimal control problems with Bolza objective functions, we then show how the required scaled tangential component of the objective function gradient can be approximated efficiently with a differential dynamic programming scheme; the computational cost and the storage requirements for the resulting modified projected Newton algorithm increase linearly with the number of stages. In calculations performed for a specific control problem with 10 stages, the modified projected Newton algorithm is shown to be one to two orders of magnitude more efficient than a standard unscaled projected gradient method.

Notes: Abstract Using a recent result of Castaing and Clauzure on the lower semicontinuity of integral functionals, we prove the existence of an optimal control for a broad class of nonlinear infinite-dimensional control systems. An example of a distributed parameter system is worked in detail.

Notes: Abstract This paper is concerned with optimal flight trajectories in the presence of windshear. The abort landing problem is considered with reference to flight in a vertical plane. It is assumed that, upon sensing that the airplane is in a windshear, the pilot increases the power setting at a constant time rate until maximum power setting is reached; afterward, the power setting is held constant. Hence, the only control is the angle of attack. Inequality constraints are imposed on both the angle of attack and its time derivative. The performance index being minimized is the peak value of the altitude drop. The resulting optimization problem is a minimax problem or Chebyshev problem of optimal control, which can be converted into a Bolza problem through suitable transformations. The Bolza problem is then solved employing the dual sequential gradient-restoration algorithm (DSGRA) for optimal control problems. Numerical results are obtained for several combinations of windshear intensities, initial altitudes, and power setting rates. For strong-to-severe windshears, the following conclusions are reached: (i) the optimal trajectory includes three branches: a descending flight branch, followed by a nearly horizontal flight branch, followed by an ascending flight branch after the aircraft has passed through the shear region; (ii) along an optimal trajectory, the point of minimum velocity is reached at about the time when the shear ends; (iii) the peak altitude drop depends on the windshear intensity, the initial altitude, and the power setting rate; it increases as the windshear intensity increases and the initial altitude increases; and it decreases as the power setting rate increases; (iv) the peak altitude drop of the optimal abort landing trajectory is less than the peak altitude drop of comparison trajectories, for example, the constant pitch guidance trajectory and the maximum angle of attack guidance trajectory; (v) the survival capability of the optimal abort landing trajectory in a severe windshear is superior to that of comparison trajectories, for example, the constant pitch guidance trajectory and the maximum angle of attack guidance trajectory.

Notes: Abstract An optimal control problem of the Gourse type with delay is investigated. With a given aim functional, a necessary condition of optimality is formulated and proved in the form of a maximum principle. The proof is based on the reduction of a problem with delay to a problem without delay.

Notes: Abstract A general sales-advertising model is developed in which the state of the system represents a population distribution over a parameter space. With appropriate interpretations, this can include income, family size, geographic distributions, etc. Effects of information diffusion, interaction, and population migration are included. Under fairly general conditions, it is shown that such model are well posed and that there exists an optimal control.

Notes: Abstract This paper is concerned with the near-optimum guidance of an aircraft from quasi-steady flight to quasi-steady flight in a windshear. The take-off problem is considered with reference to flight in a vertical plane. In addition to the horizontal shear, the presence of a downdraft is considered. It is assumed that the power setting is held at the maximum value and that the aircraft is controlled through the angle of attack. Inequality constraints are imposed on both the angle of attack and its time derivative. First, trajectory optimization is considered. The optimal transition problem is formulated as a Chebyshev problem of optimal control: the performance index being minimized is the peak value of the modulus of the difference between the absolute path inclination and a reference value, assumed constant. Two types of optimal trajectories are studied: type 1 is concerned with gamma recovery (recovery of the initial value of the relative path inclination); and type 2 is concerned with quasisteady flight recovery (recovery of the initial values of the relative velocity, the relative path inclination, and the relative angle of attack). The numerical results show that the type 1 trajectory and the type 2 trajectory are nearly the same in the shear portion, while they diverge to a considerable degree in the aftershear portion of the optimal trajectory. Next, trajectory guidance is considered. A guidance scheme is developed so as to achieve near-optimum quasi-steady flight recovery in a windshear. The guidance scheme for quasi-steady flight recovery includes three parts in sequence. The first part refers to the shear portion of the trajectory and is based on the result that this portion of the trajectory depends only mildly on the boundary conditions; therefore, any of the guidance schemes already developed for type 1 trajectories can be employed (for instance, variable gamma guidance). The second part (constant gamma guidance) refers to the initial aftershear portion of the trajectory and is designed to achieve almost velocity recovery. The third part (constant rate of climb guidance) refers to the final aftershear portion of the trajectory and is designed to achieve almost complete restoration of the initial quasi-steady state. While the shear guidance and the initial aftershear guidance employ constant gain coefficients, the final aftershear guidance employs a variable gain coefficient. This is done in order to obtain accuracy and prompt response, while avoiding oscillations and overshoots. The numerical results show that the guidance scheme for quasi-steady flight recovery yields a transition from quasi-steady flight to quasi-steady flight which is close to that of the optimal trajectory, ensures the restoration of the initial quasi-steady state, and has good stability properties.

Notes: Abstract In this paper the well known “wheat trading” problem is generalized to allow for general non-linear holding cost functions. A forward algorithm in the spirit of the Modigliani-Hohn and Arrow-Karlin algorithms is given. Furthermore the conditions for the existence of weak decision and forecast horizons are relaxed. In particular, it is shown that the price may on some intervals exceed the price shield introduced by Sethi and Thompson without violating the optimality of the solution in the first interval.

Notes: Abstract The problem of the thermal stability of a horizontal incompressible fluid layer with linear and nonlinear temperature distributions is solved by using the sequential gradient-restoration algorithm developed for optimal control problems. The hydrodynamic boundary conditions for the layer include a rigid or free upper surface and a rigid lower surface. The resulting disturbing equations are solved as a Bolza problem in the calculus of variations. The results of the study are compared with the existing works in the literature.

Notes: Abstract This paper is concerned with optimal flight trajectories in the presence of windshear. With particular reference to take-off, eight fundamental optimization problems [Problems (P1)–(P8)] are formulated under the assumptions that the power setting is held at the maximum value and that the airplane is controlled through the angle of attack. Problems (P1)–(P3) are least-square problems of the Bolza type. Problems (P4)–(P8) are minimax problems of the Chebyshev type, which can be converted into Bolza problems through suitable transformations. These problems are solved employing the dual sequential gradient-restoration algorithm (DSGRA) for optimal control problems. Numerical results are obtained for a large number of combinations of performance indexes, boundary conditions, windshear models, and windshear intensities. However, for the sake of brevity, the presentation of this paper is restricted to Problem (P6), minimax ∣Δh∣, and Problem (P7), minimax ∣Δγ∣. Inequality constraints are imposed on the angle of attack and the time derivative of the angle of attack. The following conclusions are reached: (i) optimal trajectories are considerably superior to constant-angle-of-attack trajectories; (ii) optimal trajectories achieve minimum velocity at about the time when the windshear ends; (iii) optimal trajectories can be found which transfer an aircraft from a quasi-steady condition to a quasi-steady condition through a windshear; (iv) as the boundary conditions are relaxed, a higher final altitude can be achieved, albeit at the expense of a considerable velocity loss; (v) among the optimal trajectories investigated, those solving Problem (P7) are to be preferred, because the altitude distribution exhibits a monotonic behavior; in addition, for boundary conditions BC2 and BC3, the peak angle of attack is below the maximum permissible value; (vi) moderate windshears and relatively severe windshears are survivable employing an optimized flight strategy; however, extremely severe windshears are not survivable, even employing an optimized flight strategy; and (vii) the sequential gradient-restoration algorithm (SGRA), employed in its dual form (DSGRA), has proven to be a powerful algorithm for solving the problem of the optimal flight trajectories in a windshear.

Notes: Abstract This paper is concerned with guidance strategies for near-optimum performance in a windshear. This is a wind characterized by sharp change in intensity and direction over a relatively small region of space. The take-off problem is considered with reference to flight in a vertical plane. First, trajectories for optimum performance in a windshear are determined for different windshear models and different windshear intensities. Use is made of the methods of optimal control theory in conjunction with the dual sequential gradient-restoration algorithm (DSGRA) for optimal control problems. In this approach, global information on the wind flow field is needed. Then, guidance strategies for near-optimum performance in a wind-shear are developed, starting from the optimal trajectories. Specifically, three guidance schemes are presented: (A) gamma guidance, based on the relative path inclination; (B) theta guidance, based on the pitch attitude angle; and (C) acceleration guidance, based on the relative acceleration. In this approach, local information on the wind flow field is needed. Next, several alternative schemes are investigated for the sake of completeness, more specifically: (D) constant alpha guidance; (E) constant velocity guidance; (F) constant theta guidance; (G) constant relative path inclination guidance; (H) constant absolute path inclination guidance; and (I) linear altitude distribution guidance. Numerical experiments show that guidance schemes (A)–(C) produce trajectories which are quite close to the optimum trajectories. In addition, the near-optimum trajectories associated with guidance schemes (A)–(C) are considerably superior to the trajectories arising from the alternative guidance schemes (D)–(I). An important characteristic of guidance schemes (A)–(C) is their simplicity. Indeed, these guidance schemes are implementable using available instrumentation and/or modification of available instrumentation.

Notes: Abstract This paper considers the numerical solution of the problem of minimizing a functionalI, subject to differential constraints, nondifferential constraints, and general boundary conditions. It consists of finding the statex(t), the controlu(t), and the parameter π so that the functionalI is minimized while the constraints are satisfied to a predetermined accuracy. The modified quasilinearization algorithm (MQA) is extended, so that it can be applied to the solution of optimal control problems with general boundary conditions, where the state is not explicitly given at the initial point. The algorithm presented here preserves the MQA descent property on the cumulative error. This error consists of the error in the optimality conditions and the error in the constraints. Three numerical examples are presented in order to illustrate the performance of the algorithm. The numerical results are discussed to show the feasibility as well as the convergence characteristics of the algorithm.

Notes: Abstract The problem of the optimal evasion from a pursuer employing proportional navigation guidance is considered. Thus, we consider the problem of maximizing the time-to-capture when the problem parameters, namely, the speed ratio and the proportional navigation constant, are such that capturability of the evader is guaranteed.

Notes: Abstract In this paper, we present a convergent extension of the first-order strong-variational algorithm by Mayne and Polak (Ref. 1) for solving optimal control problems with control constraints to delay systems. Although the algorithm is similar to the one presented in Ref. 1, the proof of convergence is different, since the differential dynamic techniques used by Mayne and Polak are not applicable.

Notes: Abstract In this paper, we present extensions to the generalized moment theorem and apply it to optimal control problems for a certain class of distributed-parameter systems. We also apply it to the time-optimal control problem and extend the results of Ref. 1 pertaining to the largest controllable set, so that we can discuss the problem of recoverability for some distributed-parameter systems.

Notes: Abstract We consider a dynamical system subjected to feedback optimal control in such a way that the evolution of the state exhibits both sudden jumps and continuous changes. Previously obtained necessary conditions (Ref. 1) for such impulsive optimal feedback controls are generalized to admit the case of infinite time horizon; this generalization permits application to a wider class of problems. The results are illustrated by application to a version of the innkeeper's problem.