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

Applied Mathematics Commons

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

Optimal control

Discipline
Institution
Publication Year
Publication
Publication Type

Articles 1 - 30 of 37

Full-Text Articles in Applied Mathematics

Optimal Control And Bifurcation Analysis Of A Predator–Prey Model With Self-Limiting Growth And Predator Disease, Dipo Aldila, Muhammad Akmal Fasya, Bevina D. Handari, Chidozie Williams Chukwu, Olumuyiwa James Peter Mar 2026

Optimal Control And Bifurcation Analysis Of A Predator–Prey Model With Self-Limiting Growth And Predator Disease, Dipo Aldila, Muhammad Akmal Fasya, Bevina D. Handari, Chidozie Williams Chukwu, Olumuyiwa James Peter

Mathematical Modelling and Numerical Simulation with Applications

We propose and analyze an eco-epidemiological predator–prey model that incorporates self-limitation and disease transmission within the predator population. The model is formulated as a system of ordinary differential equations describing logistic prey growth under the interspecific interaction with the predator. On the other hand, the predator population is divided into susceptible and infected classes, whose growth is constrained by prey availability. Three biologically relevant equilibria are identified: predator extinction, disease-free coexistence, and coexistence with endemic disease. The existence and stability of these equilibria are determined by key ecological and epidemiological thresholds, including the basic reproduction number. Using numerical continuation methods, …


Optimal Control Strategies For Infectious Diseases: A Numerical Simulation Approach, M. Abu Salek, Jannatun Nayeem, Romana Yesmin, M. Haider Ali Biswas, M. Humayun Kabir Mar 2026

Optimal Control Strategies For Infectious Diseases: A Numerical Simulation Approach, M. Abu Salek, Jannatun Nayeem, Romana Yesmin, M. Haider Ali Biswas, M. Humayun Kabir

Mathematical Modelling and Numerical Simulation with Applications

Various infectious diseases, such as Tuberculosis and Hepatitis B virus (HBV), caused by Mycobacterium bacteria and hepatitis B virus, respectively, pose serious threats worldwide. This paper examines the spread of these diseases using a mathematical model that incorporates control measures, including vaccination and awareness programs. We use a system of differential equations with control variables and apply Pontryagin's principle to determine optimal control strategies. The stability of the Disease Free Equilibrium (DFE) has been analysed and demonstrated to be both locally and globally asymptotically stable when the basic reproduction number remains below unity, thereby ensuring disease elimination. Furthermore, the Endemic …


Dynamical Analysis And Optimal Control Of The Mpox Transmission Model With Stratified Susceptibility, Tuhfatul Janan, Fatmawati Fatmawati, Cicik Alfiniyah, Santi Martini, Dipo Aldila, Agus Hasan Mar 2026

Dynamical Analysis And Optimal Control Of The Mpox Transmission Model With Stratified Susceptibility, Tuhfatul Janan, Fatmawati Fatmawati, Cicik Alfiniyah, Santi Martini, Dipo Aldila, Agus Hasan

Mathematical Modelling and Numerical Simulation with Applications

This study develops a mathematical model of Mpox transmission that combines stratified susceptibility (low-risk and high-risk groups) with vaccinated and asymptomatically infected compartments. The analysis of the model begins with examining the well-posedness, boundedness, and nonnegativity conditions for the solutions. The local stabilities of the equilibria are examined through the Jacobian matrix and phase plane analysis, while the global stabilities are provided through Lyapunov functions. The estimated parameters are verified using epidemiological data on Mpox cases in the United States, with an MAPE of 2.20% and R_0 > 1, indicating that Mpox remains endemic. Sensitivity analysis indicates that the contact rate …


Modeling French Language Preservation: An Optimal Control Problem, Charlotte Blasi Jan 2026

Modeling French Language Preservation: An Optimal Control Problem, Charlotte Blasi

Scripps Senior Theses

The French language is one of the most globally spoken languages, with over 300 million speakers and designated the official language of 29 nations. French continues to prosper as a result of its titular nations' imperialist history that emphasized linguistic diffusion as well as the support of international organizations dedicated to promoting both the language and the culture of French-speaking nations. In this thesis, we explore the nuanced history of French-speaking countries and one institution dedicated  to promoting the French language, the OIF. We further examine the media mechanism of the OIF and construct a system of Ordinary Differential Equations …


Optimal Control Of Stochastic Systems: A Numerical Study Of The Stochastic Linear Quadratic Regulator Framework, Gülşen Orucova Büyüköz, Yaprak Güldoğan Dericioğlu, Tuğçem Partal Dec 2025

Optimal Control Of Stochastic Systems: A Numerical Study Of The Stochastic Linear Quadratic Regulator Framework, Gülşen Orucova Büyüköz, Yaprak Güldoğan Dericioğlu, Tuğçem Partal

Mathematical Modelling and Numerical Simulation with Applications

Optimal control of stochastic linear systems is fundamental in control theory, with applications in robotics, finance, and engineering. The Stochastic Linear Quadratic Regulator (SLQR) derives optimal feedback laws via the Riccati equation but requires numerical discretization of the resulting stochastic dynamics. Despite extensive studies on numerical methods for stochastic differential equations, their performance within the SLQR framework remains insufficiently explored. This study compares two predictor–corrector schemes of different orders: the Order 1.0 Predictor-Corrector (PC) method and the Order 2.0 Weak PC method. A one-dimensional linear quadratic problem with a closed-form solution enables precise error evaluation against the analytical trajectory. Convergence …


Dynamics And Optimal Intervention Strategies In A Shigellosis Transmission Model, Mehmet Gümüs, Shewafera Wondimagegnhu Teklu, Kemal Türk Sep 2025

Dynamics And Optimal Intervention Strategies In A Shigellosis Transmission Model, Mehmet Gümüs, Shewafera Wondimagegnhu Teklu, Kemal Türk

Mathematical Modelling and Numerical Simulation with Applications

This research explores how water treatment contributes to limiting the transmission of Shigellosis, an infection caused by bacteria from the Shigella genus. A mathematical framework is formulated to evaluate the influence of protective strategies and water purification on the spread of the disease. To confirm the model's biological relevance, its well-posedness is investigated. The basic reproduction number $(\mathfrak{R}_0)$, a critical indicator of disease behavior, is derived using the matrix operator method. Findings indicate that if $\mathfrak{R}_01$, the infection persists, with the endemic equilibrium exhibiting local asymptotic stability. A comprehensive cost-effectiveness analysis reveals that combining environmental protection with water treatment represents …


Optimal Control Frameworks For A Class Of Epidemiological And Oncological Models, Asma Ali H Alghamdi Jan 2024

Optimal Control Frameworks For A Class Of Epidemiological And Oncological Models, Asma Ali H Alghamdi

Mathematics Dissertations - Archive

In this thesis, we employ optimal control frameworks in two distinct contexts: Human immunodeficiency virus (HIV) and esophageal cancer. For HIV, we introduce a comprehensive data-driven nonlinear optimization framework designed for personalized therapies. This framework utilizes a deterministic in-host nonlinear ordinary differential equation (ODE) model and formulates two optimization problems using individual patient data. The first problem focuses on estimating patient-specific parameters through constrained optimization, while the second problem determines optimal combination therapies to reduce viral load to undetectable levels. Several numerical experiments suggest that our framework can provide a robust and effective optimal dosages with lower toxicity levels to …


Rigid Body Constrained Motion Optimization And Control On Lie Groups And Their Tangent Bundles, Brennan S. Mccann Oct 2023

Rigid Body Constrained Motion Optimization And Control On Lie Groups And Their Tangent Bundles, Brennan S. Mccann

Doctoral Dissertations and Master's Theses

Rigid body motion requires formulations where rotational and translational motion are accounted for appropriately. Two Lie groups, the special orthogonal group SO(3) and the space of quaternions H, are commonly used to represent attitude. When considering rigid body pose, that is spacecraft position and attitude, the special Euclidean group SE(3) and the space of dual quaternions DH are frequently utilized. All these groups are Lie groups and Riemannian manifolds, and these identifications have profound implications for dynamics and controls. The trajectory optimization and optimal control problem on Riemannian manifolds presents significant opportunities for theoretical development. Riemannian optimization is an attractive …


Impact Of Vaccine Supplies And Delays On Optimal Control Of The Covid-19 Pandemic: Mapping Interventions For The Philippines, Carlo Delfin S. Estadilla, Joshua Uyheng, Elvira P. De Lara-Tuprio, Timothy Robin Y. Teng, Jay Michael R. Macalalag, Ma. Regina Justina E. Estuar Jan 2021

Impact Of Vaccine Supplies And Delays On Optimal Control Of The Covid-19 Pandemic: Mapping Interventions For The Philippines, Carlo Delfin S. Estadilla, Joshua Uyheng, Elvira P. De Lara-Tuprio, Timothy Robin Y. Teng, Jay Michael R. Macalalag, Ma. Regina Justina E. Estuar

Mathematics Faculty Publications

Background

Around the world, controlling the COVID-19 pandemic requires national coordination of multiple intervention strategies. As vaccinations are globally introduced into the repertoire of available interventions, it is important to consider how changes in the local supply of vaccines, including delays in administration, may be addressed through existing policy levers. This study aims to identify the optimal level of interventions for COVID-19 from 2021 to 2022 in the Philippines, which as a developing country is particularly vulnerable to shifting assumptions around vaccine availability. Furthermore, we explore optimal strategies in scenarios featuring delays in vaccine administration, expansions of vaccine supply, and …


A Novel Mathematical Model Of The Trojan Y-Chromosome Strategy With Optimal Control, Christopher Turner May 2020

A Novel Mathematical Model Of The Trojan Y-Chromosome Strategy With Optimal Control, Christopher Turner

Electronic Theses and Dissertations

Invasive species are a prevalent problem all over the world. Controlling and eradicating an invasive species is an even more diffcult problem. The Trojan Y Chromosome (TYC) eradication strategy is one control method. This method alters the female to male sex ratio by introducing sex reversed males called supermales. These sex reversed males can only produce male progeny. Mathematical models of this strategy have shown that a population can be driven to extinction with a continuous supply of these sex reversed males. There are many different mathematical models of this strategy, but most have serious flaws, such as negative solutions …


Relaxation And Linear Programs On A Hybrid Control Model, Héctor Jasso-Fuentes, Jose-Luis Menaldi Sep 2019

Relaxation And Linear Programs On A Hybrid Control Model, Héctor Jasso-Fuentes, Jose-Luis Menaldi

Mathematics Faculty Research Publications

Some optimality results for hybrid control problems are presented. The hybrid model under study consists of two subdynamics, one of a standard type governed by an ordinary differential equation, and the other of a special type having a discrete evolution. We focus on the case when the interaction between the subdynamics takes place only when the state of the system reaches a given fixed region of the state space. The controller is able to apply two controls, each applied to one of the two subdynamics, whereas the state follows a composite evolution, of continuous type and discrete type. By the …


Optimal Sampling Paths For Autonomous Vehicles In Uncertain Ocean Flows, Andrew J. De Stefan Aug 2019

Optimal Sampling Paths For Autonomous Vehicles In Uncertain Ocean Flows, Andrew J. De Stefan

Dissertations

Despite an extensive history of oceanic observation, researchers have only begun to build a complete picture of oceanic currents. Sparsity of instrumentation has created the need to maximize the information extracted from every source of data in building this picture. Within the last few decades, autonomous vehicles, or AVs, have been employed as tools to aid in this research initiative. Unmanned and self-propelled, AVs are capable of spending weeks, if not months, exploring and monitoring the oceans. However, the quality of data acquired by these vehicles is highly dependent on the paths along which they collect their observational data. The …


A Comparison Of The Trojan Y Chromosome Strategy To Harvesting Models For Eradication Of Non-Native Species, Jingjing Lyu, Pamela J. Schofield, Kristen M. Reaver, Matthew Beauregard, Rana D. Parshad Aug 2019

A Comparison Of The Trojan Y Chromosome Strategy To Harvesting Models For Eradication Of Non-Native Species, Jingjing Lyu, Pamela J. Schofield, Kristen M. Reaver, Matthew Beauregard, Rana D. Parshad

Faculty Publications

The Trojan Y Chromosome Strategy (TYC) is a promising eradication method for biological control of non-native species. The strategy works by manipulating the sex ratio of a population through the introduction of supermales that guarantee male offspring. In the current manuscript, we compare the TYC method with a pure harvesting strategy. We also analyze a hybrid harvesting model that mirrors the TYC strategy. The dynamic analysis leads to results on stability of solutions and bifurcations of the model. Several conclusions about the different strategies are established via optimal control methods. In particular, the results affirm that either a pure harvesting …


Analysis Of An Eco-Epidemiological Model Under Optimal Control Measures For Infected Prey, Alfred Hugo, Emanuel Simanjilo Jun 2019

Analysis Of An Eco-Epidemiological Model Under Optimal Control Measures For Infected Prey, Alfred Hugo, Emanuel Simanjilo

Applications and Applied Mathematics: An International Journal (AAM)

This paper examines the analysis of an eco-epidemiological model with optimal control strategies for infected prey. A model is proposed and analyzed qualitatively using the stability theory of the differential equations. A local and global study of the model is performed around the disease-free equilibrium and the endemic equilibrium to analyze the global stability using the Lyapunov function. The time-dependent control is introduced into the system to determine the best strategy for controlling the disease. The results obtained suggested the separation of the infected population plays a vital role in disease elimination.


Numerical Simulations For Optimal Control Of A Cancer Cell Model With Delay, Jessica S. Lugo Jan 2019

Numerical Simulations For Optimal Control Of A Cancer Cell Model With Delay, Jessica S. Lugo

Murray State Theses and Dissertations

Mathematical models are often created to analyze the complicated behavior of many physical systems. One such system is that of the interaction between cancer cells, the immune system, and various treatments such as chemotherapy, radiation, and immunotherapy. Using models that depict these relationships gives researchers insight on the dynamics of this complicated system and possibly ideas for improved treatment schedules.

The model presented here gives the relationship of cancer cells in development phases with immune cells and cycle-specific chemotherapy treatment. This model includes a constant delay term in the mitotic phase. Optimal control theory is used to minimize the cost …


Parameter Estimation And Optimal Control Of The Dynamics Of Transmission Of Tuberculosis With Application To Cameroon, A. Temgoua, Y. Malong, J. Mbang, S. Bowong Dec 2018

Parameter Estimation And Optimal Control Of The Dynamics Of Transmission Of Tuberculosis With Application To Cameroon, A. Temgoua, Y. Malong, J. Mbang, S. Bowong

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with the problem of parameter estimation and optimal control of a tuberculosis (TB) model with seasonal fluctuations. We first present a uncontrolled TB model with seasonal fluctuations. We present the theoretical analysis of the uncontrolled TB model without seasonal fluctuations. After, we propose a numerical study to estimate the unknown parameters of the TB model with seasonal fluctuations according to demographic and epidemiological data from Cameroon. Simulation results are in good accordance with the seasonal variation of the new active reported cases of TB in Cameroon. Using this TB model with seasonality, the tuberculosis control is formulated …


Using A Coupled Bio-Economic Model To Find The Optimal Phosphorus Load In Lake Tainter, Wi, Mackenzie Jones Jan 2018

Using A Coupled Bio-Economic Model To Find The Optimal Phosphorus Load In Lake Tainter, Wi, Mackenzie Jones

Williams Honors College, Honors Research Projects

In Dunn County, Wisconsin the lakes suffer from algae blooms due to excess phosphorus runoff. A coupled bio-economic model is studied with the intent of finding the optimal level of phosphorus that should be allowed into the lake depending on certain biologic and economic parameters. We model the algae and phosphorus concentration in the lake over time based off the phosphorus input. Community welfare is modeled by comparing the costs and benefits of phosphorus fertilizer. This model is proposed to find the phosphorus level that maximizes community welfare and then determine how certain environmental and social change initiatives will affect …


Optimal Control And Its Application To The Life-Cycle Savings Problem, Tracy A. Taylor Jan 2016

Optimal Control And Its Application To The Life-Cycle Savings Problem, Tracy A. Taylor

Theses and Dissertations

Throughout the course of this thesis, we give an introduction to optimal control theory and its necessary conditions, prove Pontryagin's Maximum Principle, and present the life-cycle saving under uncertain lifetime optimal control problem. We present a very involved sensitivity analysis that determines how a change in the initial wealth, discount factor, or relative risk aversion coefficient may affect the model the terminal depletion of wealth time, optimal consumption path, and optimal accumulation of wealth path. Through simulation of the life-cycle saving under uncertain lifetime model, we are not only able to present the model dynamics through time, but also to …


Mathematical Modeling And Optimal Control Of Alternative Pest Management For Alfalfa Agroecosystems, Cara Sulyok Apr 2015

Mathematical Modeling And Optimal Control Of Alternative Pest Management For Alfalfa Agroecosystems, Cara Sulyok

Mathematics Honors Papers

This project develops mathematical models and computer simulations for cost-effective and environmentally-safe strategies to minimize plant damage from pests with optimal biodiversity levels. The desired goals are to identify tradeoffs between costs, impacts, and outcomes using the enemies hypothesis and polyculture in farming. A mathematical model including twelve size- and time-dependent parameters was created using a system of non-linear differential equations. It was shown to accurately fit results from open-field experiments and thus predict outcomes for scenarios not covered by these experiments.

The focus is on the application to alfalfa agroecosystems where field experiments and data were conducted and provided …


Mathematical Modeling Of Immune Responses To Hepatitis C Virus Infection, Ivan Ramirez Dec 2014

Mathematical Modeling Of Immune Responses To Hepatitis C Virus Infection, Ivan Ramirez

Electronic Theses and Dissertations

An existing mathematical model of ordinary differential equations was studied to better understand the interactions between hepatitis C virus (HCV) and the immune system cells in the human body. Three possible qualitative scenarios were explored: dominant CTL response, dominant antibody response, and coexistence. Additionally, a sensitivity analysis was carried out to rank model parameters for each of these scenarios. Therapy was addressed as an optimal control problem. Numerical solutions of optimal controls were computed using a forward-backward sweep scheme for each scenario. Model parameters were estimated using ordinary least squares fitting from longitudinal data (serum HCV RNA measurements) given in …


Optimal Control Modeling And Simulation, With Application To Cholera Dynamics, Chairat Modnak Jul 2013

Optimal Control Modeling And Simulation, With Application To Cholera Dynamics, Chairat Modnak

Mathematics & Statistics Theses & Dissertations

The theory of optimal control, a modern extension of the calculus of variations. has found many applications in a wide range of scientific fields, particularly in epidemiology with respect to disease prevention and intervention. In this dissertation. we conduct optimal control modeling, simulation and analysis to cholera dynamics. Cholera is a severe intestinal infectious disease that remains a serious public health threat in developing countries. Transmission of cholera involves complex interactions between the human host, the pathogen, and the environment. The worldwide cholera outbreaks and their increasing severity, frequency and duration in recent years underscore the gap between the complex …


Use Of Optimal Control Models To Predict Treatment Time For Managing Tick-Borne Disease, Holly D. Gaff, Elsa Schaefer, Suzanne Lenhart Sep 2011

Use Of Optimal Control Models To Predict Treatment Time For Managing Tick-Borne Disease, Holly D. Gaff, Elsa Schaefer, Suzanne Lenhart

Biological Sciences Faculty Publications

Tick-borne diseases have been on the rise recently, and correspondingly, there is an increased interest in implementing control measures to decrease the risk. Optimal control provides an ideal tool to identify the best method for reducing risk while accounting for the associated costs. Using a previously published model, a variety of frameworks are assessed to identify the key factors influencing mitigation strategies. The level and duration of tick-reducing efforts are key metrics for understanding the successful reduction in tick-borne disease incidence. The results show that the punctuated nature of the tick's life history plays a critical role in reducing risk …


On The Lqg Theory With Bounded Control, D. V. Iourtchenko, J. L. Menaldi, A. S. Bratus Oct 2010

On The Lqg Theory With Bounded Control, D. V. Iourtchenko, J. L. Menaldi, A. S. Bratus

Mathematics Faculty Research Publications

We consider a stochastic optimal control problem in the whole space, where the corresponding HJB equation is degenerate, with a quadratic running cost and coeffcients with linear growth. In this paper we provide a full mathematical details on the key estimate relating the asymptotic behavior of the solution as the space variable goes to infinite.


Optimal Control Of Delay-Differential Inclusions With Multivalued Initial Conditions In Infinite Dimensions, Boris S. Mordukhovich, Dong Wang, Lianwen Wang Jan 2008

Optimal Control Of Delay-Differential Inclusions With Multivalued Initial Conditions In Infinite Dimensions, Boris S. Mordukhovich, Dong Wang, Lianwen Wang

Mathematics Research Reports

This paper is devoted to the study of a general class of optimal control problems described by delay-differential inclusions with infinite-dimensional state spaces, endpoints constraints, and multivalued initial conditions. To the best of our knowledge, problems of this type have not been considered in the literature, except some particular cases when either the state space is finite-dimensional or there is no delay in the dynamics. We develop the method of discrete approximations to derive necessary optimality conditions in the extended Euler-Lagrange form by using advanced tools of variational analysis and generalized differentiation in infinite dimensions. This method consists of the …


Discrete Approximations, Relaxation, And Optimization Of One-Sided Lipschitzian Differential Inclusions In Hilbert Spaces, Tzanko Donchev, Elza Farkhi, Boris S. Mordukhovich Jan 2007

Discrete Approximations, Relaxation, And Optimization Of One-Sided Lipschitzian Differential Inclusions In Hilbert Spaces, Tzanko Donchev, Elza Farkhi, Boris S. Mordukhovich

Mathematics Research Reports

We study discrete approximations of nonconvex differential inclusions in Hilbert spaces and dynamic optimization/optimal control problems involving such differential inclusions and their discrete approximations. The underlying feature of the problems under consideration is a modi- fied one-sided Lipschitz condition imposed on the right-hand side (i.e., on the velocity sets) of the differential inclusion, which is a significant improvement of the conventional Lipschitz continuity. Our main attention is paid to establishing efficient conditions that ensure the strong approximation (in the W^1,p-norm as p greater than or equal to 1) of feasible trajectories for the one-sided Lipschitzian differential inclusions under. consideration by …


Optimal Therapy Regimens For Treatment-Resistant Mutations Of Hiv, Weiqing Gu, Helen Moore Jan 2006

Optimal Therapy Regimens For Treatment-Resistant Mutations Of Hiv, Weiqing Gu, Helen Moore

All HMC Faculty Publications and Research

In this paper, we use control theory to determine optimal treatment regimens for HIV patients, taking into account treatment-resistant mutations of the virus. We perform optimal control analysis on a model developed previously for the dynamics of HIV with strains of various resistance to treatment (Moore and Gu, 2005). This model incorporates three types of resistance to treatments: strains that are not responsive to protease inhibitors, strains not responsive to reverse transcriptase inhibitors, and strains not responsive to either of these treatments. We solve for the optimal treatment regimens analytically and numerically. We find parameter regimes for which optimal dosing …


Discrete Approximations Of Differential Inclusions In Infinite-Dimensional Spaces, Boris S. Mordukhovich Sep 2005

Discrete Approximations Of Differential Inclusions In Infinite-Dimensional Spaces, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we study discrete approximations of continuous-time evolution systems governed by differential inclusions with nonconvex compact values in infinite-dimensional spaces. Our crucial result ensures the possibility of a strong Sobolev space approximation of every feasible solution to the continuous-time inclusion by its discrete-time counterparts extended as Euler's "broken lines." This result allows us to establish the value and strong solution convergences of discrete approximations of the Bolza problem for constrained infinite-dimensional differential/evolution inclusions under natural assumptions on the initial data.


Optimal Control Of Semilinear Evolution Inclusions Via Discrete Approximations, Boris S. Mordukhovich, Dong Wang Nov 2004

Optimal Control Of Semilinear Evolution Inclusions Via Discrete Approximations, Boris S. Mordukhovich, Dong Wang

Mathematics Research Reports

This paper studies a Mayer type optimal control problem with general endpoint constraints for semilinear unbounded evolution inclusions in reflexive and separable Banach spaces. First, we construct a sequence of discrete approximations to the original optimal control problem for evolution inclusions and prove that optimal solutions to discrete approximation problems uniformly converge to a given optimal solution for the original continuous-time problem. Then, based on advanced tools of generalized differentiation, we derive necessary optimality conditions for discrete-time problems under fairly general assumptions. Combining these results with recent achievements of variational analysis in infinite-dimensional spaces, we establish new necessary optimality conditions …


Optimal Control Of Delay Systems With Differential And Algebraic Dynamic Constraints, Boris S. Mordukhovich, Lianwen Wang May 2004

Optimal Control Of Delay Systems With Differential And Algebraic Dynamic Constraints, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential inclusion and a linear constraint link between "slow" and "fast" variables. We pursue a two-hold goal: to study variational stability for this class of control systems with respect to discrete …


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 …