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  • Articles  (23)
  • Optimal control  (23)
  • 1975-1979  (23)
  • 1945-1949
  • Mathematics  (23)
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  • Articles  (23)
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  • Mathematics  (23)
  • Sociology
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  • 1
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    Journal of optimization theory and applications 17 (1975), S. 1-42 
    ISSN: 1573-2878
    Keywords: Optimal control ; calculus of variations ; quadratic control problems ; linear spaces ; conjugate points ; focal points ; Bolza problem ; Hilbert space techniques
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The present paper is concerned with the study of quadratic control problems on linear spaces. In particular, we are concerned with the conditions under which a quadratic criterion function is positive on certain linear spaces. This involves the elementary theory of conjugate and focal points, the existence of a conjugate system with a nonvanishing determinant, and the existence of extremal fields. The results given are in part a translation into control language of known theory for the problem of Bolza. The method used is based on the Hilbert space techniques developed earlier by the author.
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  • 2
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    Journal of optimization theory and applications 17 (1975), S. 273-278 
    ISSN: 1573-2878
    Keywords: Optimal control ; existence theorems ; control theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Using a recent result due to Berkovitz, we prove the existence of an optimal control in a broad class of problems, under relatively mild conditions.
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  • 3
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    Journal of optimization theory and applications 21 (1977), S. 51-57 
    ISSN: 1573-2878
    Keywords: Optimal control ; linear systems ; linear-quadratic problems ; bang-bang control ; Hilbert spaces
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The control of a linear system, whose performance index is the sum of a linear term and a quadratic term, is considered. A necessary and sufficient condition is given for the optimal control to be bang-bang, and this is used to extend and clarify the results of Refs. 1–2. As an illustration, an application to an elliptic boundary-value problem is given.
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  • 4
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    Journal of optimization theory and applications 21 (1977), S. 487-504 
    ISSN: 1573-2878
    Keywords: Optimal control ; forward dynamic programming ; differential dynamic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The dynamic programming formulation of the forward principle of optimality in the solution of optimal control problems results in a partial differential equation with initial boundary condition whose solution is independent of terminal cost and terminal constraints. Based on this property, two computational algorithms are described. The first-order algorithm with minimum computer storage requirements uses only integration of a system of differential equations with specified initial conditions and numerical minimization in finite-dimensional space. The second-order algorithm is based on the differential dynamic programming approach. Either of the two algorithms may be used for problems with nondifferentiable terminal cost or terminal constraints, and the solution of problems with complicated terminal conditions (e.g., with free terminal time) is greatly simplified.
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  • 5
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    Journal of optimization theory and applications 26 (1978), S. 463-464 
    ISSN: 1573-2878
    Keywords: Optimal control ; queueing systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This comment replies to a criticism due to Klein and Gruver (Ref. 1) of our earlier paper (Ref. 2) on the application of control theory to a queueing system. The criticism concerns the state-space diagram and the table which we inadvertently gave for the terminal-reward problem, albeit incorrectly labeled, rather than for the free-endpoint problem considered in our paper. We show that the solution given by Klein and Gruver is itself incorrect and nonoptimal.
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  • 6
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    Journal of optimization theory and applications 26 (1978), S. 395-425 
    ISSN: 1573-2878
    Keywords: Optimal control ; numerical methods ; computing methods ; gradient methods ; gradient-restoration algorithms ; sequential gradient-restoration algorithms ; general boundary conditions ; nondifferential constraints ; bounded control ; bounded state
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper considers the numerical solution of two classes of optimal control problems, called Problem P1 and Problem P2 for easy identification. Problem P1 involves a functionalI subject to differential 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 and the boundary conditions are satisfied to a predetermined accuracy. Problem P2 extends Problem P1 to include nondifferential constraints to be satisfied everywhere along the interval of integration. Algorithms are developed for both Problem P1 and Problem P2. The approach taken is a sequence of two-phase cycles, composed of a gradient phase and a restoration phase. The gradient phase involves one iteration and is designed to decrease the value of the functional, while the constraints are satisfied to first order. The restoration phase involves one or more iterations and is designed to force constraint satisfaction to a predetermined accuracy, while the norm squared of the variations of the control, the parameter, and the missing components of the initial state is minimized. The principal property of both algorithms is that they produce a sequence of feasible suboptimal solutions: the functions obtained at the end of each cycle satisfy the constraints to a predetermined accuracy. Therefore, the values of the functionalI corresponding to any two elements of the sequence are comparable. The stepsize of the gradient phase is determined by a one-dimensional search on the augmented functionalJ, while the stepsize of the restoration phase is obtained by a one-dimensional search on the constraint errorP. The gradient stepsize and the restoration stepsize are chosen so that the restoration phase preserves the descent property of the gradient phase. Therefore, the value of the functionalI at the end of any complete gradient-restoration cycle is smaller than the value of the same functional at the beginning of that cycle. The algorithms presented here differ from those of Refs. 1 and 2, in that it is not required that the state vector be given at the initial point. Instead, the initial conditions can be absolutely general. In analogy with Refs. 1 and 2, the present algorithms are capable of handling general final conditions; therefore, they are suited for the solution of optimal control problems with general boundary conditions. Their importance lies in the fact that many optimal control problems involve initial conditions of the type considered here. Six numerical examples are presented in order to illustrate the performance of the algorithms associated with Problem P1 and Problem P2. The numerical results show the feasibility as well as the convergence characteristics of these algorithms.
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  • 7
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    Journal of optimization theory and applications 28 (1979), S. 185-212 
    ISSN: 1573-2878
    Keywords: Optimal control ; numerical methods ; computing methods ; transformation techniques ; sequential gradient-restoration algorithm ; nondifferential constraints ; state inequality constraints ; linear state inequality constraints ; partially linear state inequality constraints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper considers optimal control problems involving the minimization of a functional subject to differential constraints, terminal constraints, and a state inequality constraint. The state inequality constraint is of a special type, namely, it is linear in some or all of the components of the state vector. A transformation technique is introduced, by means of which the inequality-constrained problem is converted into an equality-constrained problem involving differential constraints, terminal constraints, and a control equality constraint. The transformation technique takes advantage of the partial linearity of the state inequality constraint so as to yield a transformed problem characterized by a new state vector of minimal size. This concept is important computationally, in that the computer time per iteration increases with the square of the dimension of the state vector. In order to illustrate the advantages of the new transformation technique, several numerical examples are solved by means of the sequential gradient-restoration algorithm for optimal control problems involving nondifferential constraints. The examples show the substantial savings in computer time for convergence, which are associated with the new transformation technique.
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  • 8
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    Journal of optimization theory and applications 28 (1979), S. 303-329 
    ISSN: 1573-2878
    Keywords: Optimal control ; multiplier methods ; penalty functions ; Riccati equation ; convergence rate
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The properties of combined multiplier and penalty function methods are investigated using a second-order expansion and results known for the Riccati equation. It is shown that the lower bound of the values of the penalty constant necessary to obtain a minimum is given by a certain Riccati equation. The convergence rate of a common updating rule for the multipliers is shown to be linear.
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  • 9
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    Journal of optimization theory and applications 28 (1979), S. 391-410 
    ISSN: 1573-2878
    Keywords: Optimal control ; minimax problems ; necessary conditions ; maximum principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A control system x=f(t,x,u) is considered, and a cost functional ess supT 0≤t≤T 1 G(t, x(t),u(t)) is to be minimized. Necessary conditions for optimality (maximum principle and transversality conditions) are derived. It is also shown that an optimal control is optimal for the corresponding problem on a subinterval of [T 0,T 1], if a certain controllability condition is satisfied.
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  • 10
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    Journal of optimization theory and applications 29 (1979), S. 155-158 
    ISSN: 1573-2878
    Keywords: Optimal control ; queueing systems ; single-server queueing systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This comment is in response to a reply by Scott and Jefferson (Ref. 3) concerning the application of control theory to a queueing problem.
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  • 11
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    Journal of optimization theory and applications 29 (1979), S. 615-627 
    ISSN: 1573-2878
    Keywords: Optimal control ; advertising ; Green's theorem approach ; nearest feasible path ; infinite horizon ; optimal stationary equilibria ; economic application
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper considers an optimal control problem for the dynamics of a contagion model, the optimal control being the rate of advertising expenditure that maximizes the present value of net profit streams over an infinite horizon. By using a Green's theorem approach, it is shown that there are multiple optimal stationary equilibria and that the optimal path from any given initial condition is a nearest feasible path to one of these equilibria.
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  • 12
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    Journal of optimization theory and applications 19 (1976), S. 301-325 
    ISSN: 1573-2878
    Keywords: Optimal control ; singular perturbations ; boundary-layer techniques ; two-point boundary-value problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A system of equations that arises in a singularly perturbed optimal control problem is studied. We give conditions under which a formal asymptotic solution exists. This formal asymptotic solution consists of an outer expansion and left and right boundary-layer expansions. A feature of our procedure is that we do nota priori eliminate the control function from the problem. In particular, we construct a formal asymptotic expansion for the control directly. We apply our procedure to a Mayer-type problem. The paper concludes with a worked example.
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  • 13
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    Journal of optimization theory and applications 20 (1976), S. 205-213 
    ISSN: 1573-2878
    Keywords: Optimal control ; nonlinear systems ; existence theorems ; convexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let a nonlinear control system having the state space $$\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\bar X} \subseteq R^n $$ be governed by the vector differential equation $$\dot x\left( t \right) = f\left( {t, x\left( t \right), u\left( t \right)} \right),$$ wherex(0)=x 0 and is the family of all bounded measurable functions from [0,T] intoU, a compact and convex subset ofR m . Letg:U→R m be a bounded measurable function such thatg(U) is compact and convex, and letF be a function from $$\left[ {0, T} \right] \times \underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\bar X} $$ intoR n×m . If, among other conditions, fori=1, ...,n, $$f^i \left( {t, x, u_1 } \right) - f^i \left( {t, x, u_2 } \right) \leqslant F^i \left( {t, x} \right)\left( {g\left( {u_1 } \right) - g\left( {u_2 } \right)} \right),$$ whereF i is theith row ofF, then the main result of the paper establishes the existence of a control which minimizes the cost functional $$I\left( u \right) = \int {_0^T } c\left( {t, x\left( t \right), u\left( t \right)} \right)dt,$$ wherec(t,x,u) is convex inu for each (t,x). An example is worked out in detail.
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  • 14
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    Journal of optimization theory and applications 20 (1976), S. 347-357 
    ISSN: 1573-2878
    Keywords: Optimal control ; maximum principle ; corner points ; state constraints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper extends the Pontryagin maximum principle to allow for a finite number of corners, i.e., allowing for any finite number of discontinuities of the first derivatives with respect to the state variables. These corners are shown to raise the same computational difficulties caused by state constraints.
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  • 15
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    Journal of optimization theory and applications 20 (1976), S. 455-479 
    ISSN: 1573-2878
    Keywords: Optimal control ; numerical methods ; computing methods ; gradient methods ; quasi-Newton algorithms ; bounded control problems ; singular arcs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.
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  • 16
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    Journal of optimization theory and applications 21 (1977), S. 39-49 
    ISSN: 1573-2878
    Keywords: Optimal control ; augmented penalty function ; terminal constraints ; gradient methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This note presents an extension of the Miele—Cragg-Iyer-Levy augmented function method for finite-dimensional optimization problems to optimal control problems. A numerical study is provided.
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  • 17
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    Journal of optimization theory and applications 22 (1977), S. 91-101 
    ISSN: 1573-2878
    Keywords: Optimal control ; Radon measures ; existence theory ; diffusion equation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The existence is considered of a boundary control which drives a system governed by the one-dimensional diffusion equation from the zero state to a given final state, and at the same time minimizes a given functional. The problem is first modified to one in which the minimum is sought of a functional defined on a set of Radon measures. The existence of a minimizing measure is demonstrated, and it is shown that this measure may be approximated by a piecewise constant control. Finally, conditions are given under which a minimizing measurable control exists for the unmodified problem.
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  • 18
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    Journal of optimization theory and applications 22 (1977), S. 373-388 
    ISSN: 1573-2878
    Keywords: Optimal control ; variational inequalities ; existence theorems ; sensitivity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove an existence theorem for the optimal control of variational inequalities governed by a pseudomonotone operator: the cost is assumed to be quadratic. Then, we give an extension of the theorem to more general costs (assuming the operator to be monotone); we also give a result on a perturbation problem.
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  • 19
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    Journal of optimization theory and applications 23 (1977), S. 563-579 
    ISSN: 1573-2878
    Keywords: Optimal control ; Green's theorem ; infinite horizon ; multiplicative problems ; optimal stationary equilibrium ; economic applications
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Many infinite-horizon optimal control problems in management science and economics have optimal paths that approach some stationary level. Often, this path has the property of being the nearest feasible path to the stationary equilibrium. This paper obtains a simple multiplicative characterization for a single-state single-control problem to have this property. By using Green's theorem it is shown that the property is observed as long as the stationary level is sustainable by a feasible control. If not, the property is, in general, shown to be false. The paper concludes with an important theorem which states that even in the case of multiple equilibria, the optimal path is a nearest feasible path to one of them.
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  • 20
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    Journal of optimization theory and applications 25 (1978), S. 57-81 
    ISSN: 1573-2878
    Keywords: Optimal control ; nonlinear evolution equations ; reflexive Banach spaces ; existence theorems ; time-optimal control ; Bolza problem ; terminal control ; velocity field ; set-valued map ; weak Cesari property
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper presents a closure theorem for the attainable trajectories of a class of control systems governed by a large class of nonlinear evolution equations in reflexive Banach spaces. Several existence theorems for optimal controls are proven that include a terminal control problem, a time-optimal control problem, and a special Bolza problem. Some results of independent interest are also presented.
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  • 21
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    Journal of optimization theory and applications 25 (1978), S. 229-245 
    ISSN: 1573-2878
    Keywords: Optimal control ; nonlinear large systems ; decomposition and coordination ; modification of performance index ; improvement of convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper proposes a coordination algorithm for multilevel control of a nonlinear dynamical system. The overall system under consideration is composed of subsystems with relatively strong interactions or relatively strong nonlinearities, or both. The objective is to minimize a performance index of quadratic type. The idea of the present algorithm is to replace the system variables associated with interactions and nonlinearities by artificially introducedinteraction variables and to decompose the overall problem into a number of smaller and simpler subproblems. At the same time, the appearance of the performance index is modified by using the interaction variables. Parameters, called weights, are introduced into the modified performance index. Choice of the values of these parameters has significant influence on the convergence rate of the algorithm, and hence is one of the major factors determining the total computing time. The interaction variables are adjusted directly by a nearly steepest-descent algorithm, without using Jacobian matrix, until the interactions attain consistency. In the paper, some sufficient conditions for convergence of the iterative algorithm are discussed in detail, and several features of the present algorithm are illustrated by examining an example.
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  • 22
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    Journal of optimization theory and applications 25 (1978), S. 549-554 
    ISSN: 1573-2878
    Keywords: Optimal control ; nonlinear operators ; Frechet differentiability ; Hilbert spaces ; bang-bang control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Necessary and sufficient conditions for the optimal control to be bang-bang are presented for a nonlinear system. The payoff, which is not necessarily quadratic, is assumed to be described by a Hilbert-space norm and to be differentiable and convex. The results are extensions of Ref. 1 to the case of nonlinear systems.
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  • 23
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    Journal of optimization theory and applications 27 (1979), S. 271-290 
    ISSN: 1573-2878
    Keywords: Optimal control ; boundary-value problems ; discretization ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A special time-optimal parabolic boundary-value control problem describing a one-dimensional heat-diffusion process is solved numerically. Using a bang-bang principle recently proved by Lempio, this problem can be transformed in such a way that the variables are jumps of bang-bang controls. A discretization is performed in two steps, and the convergence of the approximate solutions is proved. Finally, an algorithm to solve the discrete problem is developed and some numerical results are discussed.
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