In this article we propose a shooting algorithm for a class of optimal control problems for which all control variables appear linearly. The shooting system has, in the general case, more equations than unknowns and the Gauss-Newton method is used to compute a zero of the shooting function. This shooting algorithm is locally quadratically convergent if the derivative of the shooting function is...

in this paper, we investigated the necessity and effects of optimal control methods in the stability and performance of a micro-grid that operates in islanded mode. the micro-gird is consisted of a combine heat and power (chp), a capacitor bank (cb), photovoltaic panel (pv) as power generation sources. in addition, battery and the building electricity and thermal load are placed on the load sid...

the aim of this paper is to introduce a new approach for obtaining the numerical solution of singulary perturbed boundary value problems based on an optimal control technique. in the proposed method, first the mentioned equations are converted to an optimal control problem. then, control and state variables are approximated by chebychev series. therefore, the optimal control problem is reduced ...

In this work we present and investigate the combined singular and impulse control problem for jump diffusions. Such problems frequently arise in finance, for instance, when both fixed and proportional transaction costs are considered. A verification theorem for the generalised combined singular and impulse control is formulated and proved. The verification theorem provides sufficient conditions...

In this paper we establish a new connection between a class of 2-player nonzerosum games of optimal stopping and certain 2-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a different...

In this paper, we investigate optimal control problems for Allen–Cahn equations with singular nonlinearities and a dynamic boundary condition involving singular nonlinearities and the Laplace– Beltrami operator. The approach covers both the cases of distributed controls and of boundary controls. The cost functional is of standard tracking type, and box constraints for the controls are prescribe...

in this paper, we consider singular and degenerate parabolic equations$$u_t =(x^alpha u_x)_x +u^m (x_0,t)v^{n} (x_0,t),quadv_t =(x^beta v_x)_x +u^q (x_0,t)v^{p} (x_0,t),$$ in $(0,a)times (0,t)$, subject to nulldirichlet boundary conditions, where $m,n, p,qge 0$, $alpha, betain [0,2)$ and $x_0in (0,a)$. the optimal classification of non-simultaneous and simultaneous blow-up solutions is determin...

economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers actively collaborated with economists on economic stability and feedback mechanisms. the theory of optimal control resulting from the contributio...

We present a receding horizon control algorithm for compensation of backlash at the input of a stable linear system under control rate constraints. The problem is first posed as a receding horizon optimal control problem by modelling backlash as a piecewise affine system with a state space partition consisting of three regions. This optimal control problem involves solving, at each step, 3 quad...