The strengthened discrete-time optimal projection equations (SDOPE) are presented in a form based on the delta operator. This form unifies discrete-time and continuous-time results. Based on this unification, recently established results and algorithms for finite and infinite-horizon fixed-order LQG compensation of discrete-time systems are carried over to the continuous-time case. The results ...

The paper concerns parameter dependent nonlinear optimal control problems, subject to state constraints of the first order. In recent papers of the author (see [1, 2, 3, 4]), weakened conditions are derived, under which the solutions and Lagrange multipliers of the problems are locally Lipschitz continuous and directionally differentiable functions of the parameter. The conditions consist of st...

We study optimal control problems for hyperbolic equations (focusing on the multidimensional wave equation) with control functions in the Dirichlet boundary conditions under hard/pointwise control and state constraints. Imposing appropriate convexity assumptions on the cost integral functional, we establish the existence of optimal control and derive new necessary optimality conditions in the i...

We consider optimal control problems for hyperbolic equations with controls in Neumann boundary conditions with pointwise constraints on the control and state functions. Focusing on the multidimensional wave equation with a nonlinear term, we derive new necessary optimality conditions in the form of a pointwise Pontryagin Maximum Principle for the state-constrained problem under consideration. ...

In this paper, we consider the minimum-time reorientation problem of an axi-symmetric rigid spacecraft with two independent control torques mounted perpendicular to the spacecraft symmetry axis. The spacecraft is allowed to spin about its symmetry axis. All possible control structures, including both singular and nonsingular arcs, are studied completely by deriving the corresponding formulae, a...

This paper focuses on the development of optimality conditions for a bilevel optimal control problem with pure state constrains in the upper level and a finite-dimensional parametric optimization problem in the lower level. After transforming the problem into an equivalent single-level problem we concentrate on the derivation of a necessary optimality condition of Pontryagin-type. We point out ...

In a recent paper, Dennis, El{Alem, and Maciel proved global convergence to a stationary point for a general trust{region{based algorithm for equality{constrained optimization. This general algorithm is based on appropriate choices of trust{region subproblems and seems particularly suitable for large problems. This paper shows global convergence to a point satisfying the second{order necessary ...

−− In this paper, a new procedure for the design and analysis of Heat and Power Plants is presented. In this formulation, thermodynamic solutions obtained by maximizing the plant efficiency are used to find the economic design of the plant. In fact, by applying the Karush-Kuhn-Tucker conditions it is possible to relate thermodynamic and economic solutions. A formal context for the use of thermo...

Abstract. Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to treat the non-convexity of the control regions by borrowing some tools in set-valued analysis and adapting them into our stochastic control systems. A ...

The optimal pointwise control of the KdV equation is investigated with an objective of minimizing a given performance measure. The performance measure is specified as a quadratic functional of the final state and velocity functions along with the energy due to openand closed-loop controls. The minimization of the performance measure over the controls is subjected to the KdV equation with period...