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Wyszukujesz frazę "stability in optimal control" wg kryterium: Temat


Wyświetlanie 1-2 z 2
Tytuł:
The shooting approach in analyzing bang-bang extremals with simultaneous control switches
Autorzy:
Felgenhauer, U.
Powiązania:
https://bibliotekanauki.pl/articles/969603.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
bang-bang control
Lipschitz stability in optimal control
nonsmooth optimization
shooting type methods
Opis:
The paper is devoted to stability investigation of optimal structure and switching points position for parametric bang-bang control problem with special focus on simultaneous switches of two control components. In contrast to problems where only simple switches occur, the switching points in general are no longer differentiable functions of input parameters. Conditions for Lipschitz stability are found which generalize known sufficient optimality conditions to nonsmooth situation. The analysis makes use of backward shooting representation of extremals, and of generalized implicit function theorems. The Lipschitz properties are illustrated for an example by constructing backward parameterized family of extremals and providing first-order switching points prediction.
Źródło:
Control and Cybernetics; 2008, 37, 2; 307-327
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimality and sensitivity for semilinear bang-bang type optimal control problems
Autorzy:
Felgenhauer, U.
Powiązania:
https://bibliotekanauki.pl/articles/907953.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowanie optymalne
struktura roztworu
warunki optymalności
bang-bang control
optimality conditions
sensitivity differentials
solution structure
stability in optimal control
strong local optima
Opis:
In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching points. In particular, we will exclude the so-called singular control arcs, see Assumptions 1 and 2, Section 2. It is known from the results by Agrachev et al. (2002) stating that regularity assumptions, together with a certain strict second-order condition for the optimization problem formulated in switching points, are sufficient for strong local optimality of a state-control solution pair. This finite-dimensional problem is analyzed in Section 3 and optimality conditions are formulated (Lemma 2). Using well-known results concerning solution sensitivity for mathematical programs in Rn (Fiacco, 1983) one may further conclude that, under parameter changes in the problem data, the switching points will change Lipschitz continuously. The last section completes these qualitative statements by calculating sensitivity differentials (Theorem 2, Lemma 6). The method requires a simultaneous solution of certain linearized multipoint boundary value problems.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2004, 14, 4; 447-454
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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