Optimal control of time-delay systems with distributed parameters

A novel multi-objective ADP method is constructed to obtain the optimal controller of a class of nonlinear time-delay systems in this chapter. Using the weighted sum technology, the original multi-objective optimal control problem is transformed to the single one. An ADP method is established for nonlinear time-delay systems to solve the optimal control problem. To demonstrate the presented iterative performance index function sequence is convergent and the closed-loop system is asymptotically stable, the convergence analysis is also given. The neural networks are used to get the approximative control policy and the approximative performance index function, respectively. Two simulation examples are presented to illustrate the performance of the presented optimal control method.

The present paper is dedicated to the investigation of optimal control problems whose behavior is described by quasilinear differential equations of first order on the plane with nonlocal Bitsadze–Samarski boundary conditions. A theorem of the existence and uniqueness of a generalized solution in the space \(C_{\mu }(\overline{G})\) is proved for quasilinear differential equations; necessary conditions of optimality are obtained in terms of the principle of maximum; the Bitsadze–Samarski boundary value problem is proved for a linear differential equation of first order; the existence of a solution in the space \(C_{\mu }^{p}(\overline{G})\) is proved and an a priori estimate is derived. A theorem on the necessary and sufficient condition of optimality is proved for a linear optimal control problem.

In this paper, we study optimal control problems whose behavior is described by second-order differential equations with nonlocal Bitsadze–Samarski boundary conditions. Necessary conditions of optimality are obtained in terms of the maximum principle; adjoint equations are constructed in the differential and integral form. Necessary and sufficient optimality conditions are obtained for a linear problem, a difference scheme is constructed and examined, and a numerical algorithm is proposed.

1 A Survey on Computational Optimal Control.- Issues in the Direct Transcription of Optimal Control Problems to Sparse Nonlinear Programs.- Optimization in Control of Robots.- Large-scale SQP Methods and their Application in Trajectory Optimization.- Solving Optimal Control and Pursuit-Evasion Game Problems of High Complexity.- 2 Theoretical Aspects of Optimal Control and Nonlinear Programming.- Continuation Methods In Boundary Value Problems.- Second Order Optimality Conditions for Singular Extremals.- Synthesis of Adaptive Optimal Controls for Linear Dynamic Systems.- Control Applications of Reduced SQP Methods.- Time Optimal Control of Mechanical Systems.- 3 Algorithms for Optimal Control Calculations.- Second Order Algorithm for Time Optimal Control of a Linear System.- An SQP-type Solution Method for Constrained Discrete-Time Optimal Control Problems.- Numerical Methods for Solving Differential Games, Prospective Applications to Technical Problems.- Construction of the Optimal Feedback Controller for Constrained Optimal Control Problems with Unknown Disturbances.- Repetitive Optimization for Predictive Control of Dynamic Systems under Uncertainty.- Optimal Control of Multistage Systems Described by High-Index Differential-Algebraic Equations.- A New Class of a High Order Interior Point Method for the Solution of Convex Semiinfinite Optimization Problems.- A Structured Interior Point SQP Method for Nonlinear Optimal Control Problems.- 4 Software for Optimal Control Calculations.- Automated Approach for Optimizing Dynamic Systems.- ANDECS: A Computation Environment for Control Applications of Optimization.- Application of Automatic Differentiation to Optimal Control Problems.- OCCAL: A mixed symbolic-numeric Optimal Control CALculator.- 5 Applications of Optimal Control.- A Robotic Satellite with Simplified Design.- Nonlinear Control under Constraints of a Biological System.- An Object-Oriented Approach to Optimally Describe and Specify a SCADA System Applied to a Power Network.- Near-Optimal Flight Trajectories Generated by Neural Networks.- Performance of a Feedback Method with Respect to Changes in the Air-Density during the Ascent of a Two-Stage-To-Orbit Vehicle.- Linear Optimal Control for Reentry Flight.- Steady-State Modelling of Turbine Engine with Controllers.- Shortest Paths for Satellite Mounted Robot Manipulators.- Optimal Control of the Industrial Robot Manutec r3.

Optimal control for multistage uncertain random dynamic systems with multiple time delays

The optimal control of a spacecraft as it transitions between specified states using continuous thrust in a fixed amount of time is studied using a recently developed technique based on Hamilton-Jacobi theory. Starting from the 1st order necessary conditions for optimality, we derive a Hamiltonian system for the state and adjoints with split boundary conditions. Then, recognizing the two point boundary value problem as a canonical transformation, we employ generating functions to find the optimal feedback control as well as the optimal trajectory. Though we formulate the optimal control problem in the context of the necessary conditions for optimality, our closed-loop solution also formally satisfies the sufficient conditions for optimality via the fundamental connection between the optimal cost function and generating functions. A solution procedure for these generating functions is posed and numerically tested on a non-linear optimal rendezvous problem in the vicinity of a circular orbit. Generating functions are developed as series expansions, and the optimal trajectories obtained from them are compared favorably with those of a numerical solution to the two point boundary value problem using a forward shooting method.

We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the necessary conditions of optimality resulting from Pontryagin's maximum principle may yield singular arcs. The underlying reason is the linear dependence on the control, which makes the problem of determining the optimal control as a function of the state and the adjoint more complicated or even impossible. To resolve this issue, we fully characterize regularity of the (differential-algebraic) optimality system by using the interplay of the cost functional and the dynamics. In case of the optimality DAE being characterized by a regular matrix pencil, we fully determine the control on the singular arc. In case of singular matrix pencils of the optimality system, we propose an approach to compute rank-minimal quadratic perturbations of the objective such that the optimal control problem becomes regular. We illustrate the applicability of our results by a general second-order mechanical system and a discretized boundary-controlled heat equation.

For Meyer type optimal control problems the principle of optimality states that every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. Through a simple counter example it is shown in this paper that this principle is not satisfied, in general, for solutions obtained from a standard collocation approach. Introduction The principle of optimality [1] is one of the most intuitive and yet most fundamental theorems in the theory of optimal control. Its basic statement is that for Meyer type optimal control problems every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. This theorem has significant implications. For example, it is the starting point for the derivation of the Hamilton-Jacobi-Bellman equations [2] and it is the underlying principle in Bellman's dynamic programming approach [1], [3]. The present paper shows that the principle of optimality is not satisfied, in general, for solutions obtained from a standard collocation approach[4]. For a simple example whose collocation solution can be generated analytically it is shown that further improvements are possible along an optimal collocation solution if the design parameters along a number of leading nodes are frozen and the remainder of the trajectory is re-optimized. I. Continuous Optimal Control Problem In this section of the paper we introduce a simple class of optimal control problems without state and control constraints. In Section 1.2 we present the associated necessary conditions for optimality [2], [5]. For ease of notation we assume that the right-hand side of the 'Supervising Engineer, Member AIAA, t Senior Engineer, Member AIAA, *17 Research Drive, Hampton, VA 23666. ^Graduate Student, Member AIAA, Department, 304 Town Engineering, Ames, IA 50011 equations of motion does not depend explicitly on time t. This does not represent a loss of generality, as it is always possible to transform explicit time dependence away through the introduction of an additional, timelike state variable. 1. Problem Formulation Let us consider the following class of optimal control problems: min «e(Pwc[*o,*/]), (1) subject to the conditions ±(t) = /(*(*),«(*)), tf.(z(*oMo) = 0, (2)

A new hybrid metaheuristic method for optimizing the objective function on a parallelepiped set of admissible solutions is proposed. It mimics the behavior of a school of river perch when looking for food. The algorithm uses the ideas of several methods: a frog-leaping method, migration algorithms, a cuckoo algorithm and a path-relinking procedure. As an application, a wide class of problems of finding the optimal control of deterministic discrete dynamical systems with a nonseparable performance criterion is chosen. For this class of optimization problems, it is difficult to apply the discrete maximum principle and its generalizations as a necessary optimality condition and the Bellman equation as a sufficient optimality condition. The desire to extend the class of problems to be solved to control problems of trajectory bundles and stochastic problems leads to the need to use not only classical adaptive random search procedures, but also new approaches combining the ideas of migration algorithms and swarm intelligence methods. The efficiency of this method is demonstrated and an analysis is performed by solving several optimal deterministic discrete control problems: two nonseparable problems (Luus–Tassone and LiHaimes) and five classic linear systems control problems with known exact solutions.

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.

Dynamic models which take the form of coupled set of differential and algebraic equations (DAEs) are widely used in process systems engineering. Necessary conditions of optimality for optimal control problems involving such models are derived. Interestingly, an optimality condition in the form of a strong maximum principle is shown to be valid only under a convexity hypothesis. However the authors prove a weak maximum principle even in the absence of convexity. >

This paper is mainly concerned with a class of optimal control problems of systems governed by the nonlinear dynamic systems on time scales. Introducing the reasonable weak solution of nonlinear dynamic systems, the existence of the weak solution for the nonlinear dynamic systems on time scales and its properties are presented. Discussing L1-strong-weak lower semicontinuity of integral functional, we give sufficient conditions for the existence of optimal controls. Using integration by parts formula and Hamiltonian function on time scales, the necessary conditions of optimality are derived respectively. Some examples on continuous optimal control problems, discrete optimal control problems, mathematical programming and variational problems are also presented for demonstration.

This article tackles the optimal control design problem for second order nonlinear affine systems using Krotov sufficient conditions. The computation of optimal control law(s) for nonlinear systems is usually done using the iterative methods based on the standard tools of optimal control theory which viz. Calculus of Variations (CoV), Hamilton-Jacobi-Bellman equation, Pontryagin's principle, etc. This work utilizes the Krotov sufficient conditions of global optimality to obtain non-iterative solutions. These conditions are derived by transforming the optimal control problem into another equivalent optimization problem. This translation is done via an ad-hoc selection of the so-called Krotov function. In this article, the Krotov function is chosen such that the equivalent optimization problem is solved non-iteratively to obtain optimal and sub-optimal control laws for the original optimal control problem. The proposed methodology is demonstrated by a numerical example.

This paper analyzes a mathematical model for the growth of bone marrow cells under cell-cycle-specific cancer chemotherapy originally proposed by Fister and Panetta [8]. The model is formulated as an optimal control problem with control representing the drug dosage ( respectively its effect ) and objective of Bolza type depending on the control linearly, a so-called L(1)- objective. We apply the Maximum Principle, followed by high-order necessary conditions for optimality of singular arcs and give sufficient conditions for optimality based on the method of characteristics. Singular controls are eliminated as candidates for optimality, and easily verifiable conditions for strong local optimality of bang-bang controls are formulated in the form of transversality conditions at switching surfaces. Numerical simulations are given.

In this paper, necessary conditions of optimality, in the form of a maximum principle, are obtained for singular stochastic control problems. This maximum principle is derived for a state process satisfying a general stochastic differential equation where the coefficient associated to the control process can be dependent on the state. We consider the class of so called robust nonlinear impulsive systems, those discontinuous solutions can be considered also as point-wise limits of ordinary solutions. The special conditions of robustness permit to derive the backward equations for adjoint variables in concise form of differential equation with measure and thereby to derive the optimality condition in the form of strong (point-wise) maximum principle.