Invariants in Optimal Control: An Exact Solution of the Optimal Stabilization Problem
نویسندگان
چکیده
منابع مشابه
The Exact Solution of Min-Time Optimal Control Problem in Constrained LTI Systems: A State Transition Matrix Approach
In this paper, the min-time optimal control problem is mainly investigated in the linear time invariant (LTI) continuous-time control system with a constrained input. A high order dynamical LTI system is firstly considered for this purpose. Then the Pontryagin principle and some necessary optimality conditions have been simultaneously used to solve the optimal control problem. These optimality ...
متن کاملAn optimal control problem for a engineering system
In this article, we apply this new method for solving an engineering systemwith initial and boundary conditions and integral criterion ,and we will usingdynamic programming as iteration for solving model.
متن کاملExact Solution for the Optimal Neuronal Layout Problem
Evolution perfected brain design by maximizing its functionality while minimizing costs associated with building and maintaining it. Assumption that brain functionality is specified by neuronal connectivity, implemented by costly biological wiring, leads to the following optimal design problem. For a given neuronal connectivity, find a spatial layout of neurons that minimizes the wiring cost. U...
متن کاملA New Optimal Solution Concept for Fuzzy Optimal Control Problems
In this paper, we propose the new concept of optimal solution for fuzzy variational problems based on the possibility and necessity measures. Inspired by the well–known embedding theorem, we can transform the fuzzy variational problem into a bi–objective variational problem. Then the optimal solutions of fuzzy variational problem can be obtained by solving its corresponding biobjective variatio...
متن کاملAn Explicit Solution for an Optimal Stopping/optimal Control Problem Which Models an Asset Sale
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk averse agent over when to sell an asset. The market is incomplete so that the asset exposure cannot be hedged. In addition to the decision over when to sell, the agent has to choose a control strategy which corresponds to a feasible wealth process. We formulate this problem as one involv...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of Mathematical Sciences and Applications
سال: 2019
ISSN: 2278-9634
DOI: 10.18052/www.scipress.com/bmsa.21.9