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Open Access. Powered by Scholars. Published by Universities.®

Applied Mathematics

2003

Discrete approximations

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Full-Text Articles in Physical Sciences and Mathematics

Optimal Control Of Delayed Differential-Algebraic Inclusions, Boris S. Mordukhovich, Lianwen Wang Dec 2003

Optimal Control Of Delayed Differential-Algebraic Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper concerns constrained dynamic optimization problems governed by delayed differential-algebraic systems. Dynamic constraints in such systems, which are particularly important for engineering applications, are described by interconnected delay-differential inclusions and algebraic equations. We pursue a two-hold goal: to study variational stability of such control systems with respect to discrete approximations and to derive necessary optimality conditions for both delayed differential-algebraic systems and their finite-difference counterparts using modern tools of variational analysis and generalized differentiation. We are not familiar with any results in these directions for differential-algebraic inclusions even in the delay-free case. In the first part of the paper …


The Approximate Maxium Principle In Constrained Optimal Control, Boris S. Mordukhovich, Ilya Shvartsman Dec 2003

The Approximate Maxium Principle In Constrained Optimal Control, Boris S. Mordukhovich, Ilya Shvartsman

Mathematics Research Reports

The paper concerns optimal control problems for dynamic systems governed by a parametric family of discrete approximations of control systems with continuous time. Discrete approximations play an important role in both qualitative and numerical aspects of optimal control and occupy an intermediate position between discrete-time and continuous-time control systems. The central result in optimal control of discrete approximations is the Approximate Maximum Principle (AMP), which is justified for smooth control problems with endpoint constraints under certain assumptions without imposing any convexity, in contrast to discrete systems with a fixed step. We show that these assumptions are essential for the validity …


Optimal Control Of Neutral Functional-Differential Inclusions, Boris S. Mordukhovich, Lianwen Wang Jan 2003

Optimal Control Of Neutral Functional-Differential Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper deals with optimal control problems for dynamical systems governed by constrained functional-differential inclusions of neutral type. Such control systems contain time-delays not only in state variables but also in velocity variables, which make them essentially more complicated than delay-differential (or differential-difference) inclusions. Our main goal is to derive necessary optimality conditions for general optimal control problems governed by neutral functional-differential inclusions with endpoint constraints. While some results are available for smooth control systems governed by neutral functional-differential equations, we are not familiar with any results for neutral functional-differential inclusions, even with smooth cost functionals in the absence of …