Singular nonlinearH∞ optimal control problem

Bolza optimal synthesis problem for singular estimate control systems

Bolza problem governed by PDE control systems with unbounded controls is considered. The motivating example is fluid structure interaction model with boundary-interface controls. The aim of the work is to provide optimal feedback synthesis associated with well defined gain operator constructed from the Riccati equation. The dynamics considered is of mixed parabolic-hyperbolic type which prevent...

Stochastic singular optimal control problem of switching systems with constraints

*Correspondence: [email protected] Department of Industrial Engineering, Anadolu University, Eskisehir, Turkey Institute of Control Systems, ANAS, Baku, Azerbaijan Abstract This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland’s variational principle, second-order necessary condition of ...

Numerical Procedure to Approximate a Singular Optimal Control Problem

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques. Mathematics Subject Classification. 49L20, 49L99, 93C15, 65L70. Receive...

A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets

Connections between Singular Control and Optimal Switching

This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving high-dimensional singular control problems, and enables us to extend the theory of reversible investment: sufficient conditions are derived for the existence of optimal controls and for the regularity of value functio...