Lagrange Optimal Control Problem Research Articles

On a Non-Convex Lagrange Optimal Control Problem

Abstract In this paper, we are concerned with an iterative differential inclusion governed by the time-dependent maximal monotone operator with perturbation. The approach to solve our problem is based on the Yosida approximation technique. The theoretical result is applied to prove an existence result for a Lagrange optimal control problem without assumptions concerning convexity.

Optimal control problem governed by a highly nonlinear singular Volterra equation: Existence of solutions and maximum principle

AbstractWe consider a Lagrange optimal control problem for a Volterra integral equation of fractional potential type. We prove a theorem on the existence of an optimal solution and derive a maximum principle. The proof of the existence theorem is based on the lower closure theorem for orientor fields due to Cesari and Filippov‐type selection theorem due to Rockafellar. The proof of the maximum principle is based on an extremum principle for smooth problems proved in Idczak and Walczak (Games. 2020;11:56).

Optimal control of conformable fractional neutral stochastic integrodifferential systems with infinite delay

The main concern of the manuscript deals with the optimal control problem of conformable fractional neutral stochastic integrodifferential systems with infinite delay. This study is motivated by SAR and RAR systems advantage of providing control over many factors such as power, frequency, phase, polarization, incidence angle, spatial resolution and swath width, all of which are important when designing and operating a radar system. Initially, we investigate the existence of mild solutions for the conformable fractional stochastic integrodifferential equations with infinite delay using stochastic analysis techniques and Banach fixed point theorem. In the later part we establish the existence of mild solutions of the conformable fractional neutral stochastic integrodifferential system with infinite time delay. Furthermore, the existence of optimal control of the corresponding Lagrange optimal control problem is investigated. An example is provided to illustrate the applications of the obtained results. We explain the limitation we have with the existence software, and developed a numerical scheme to justify the theory.

Approximation and convergence analysis of optimal control for non-instantaneous impulsive fractional evolution hemivariational inequalities

In this work, a fractional evolution hemivariational inequalities driven by non-instantaneous impulses is studied. The solvability of the proposed system is obtained by fractional calculus, properties of generalized Clarke’s subdifferential and Dhage fixed point theorem. This article also presents the construction of the lower-dimensional approximation system for the proposed model, and its convergence of the mild solution is obtained. Besides, by considering suitable assumptions, the local approximation and uniform convergence results are established for the proposed system’s mild solution. Furthermore, sufficient conditions for the existence of Lagrange optimal control problem and convergence analysis of optimal control for the proposed model are formulated and proved. At last, an example is given for the illustration of invented new theoretical results.

Optimal control problems for a semi‐linear integro‐differential evolution system with infinite delay

AbstractWe study in this work the optimal control and time optimal control problems for a semi‐linear integro‐differential evolution system with infinite delay in Hilbert space. We first study the existence and uniqueness result of mild solutions in space for the considered system, and the main tools here are the theory of resolvent operators and fractional powers of operators and norm. In this way the obtained results are more general and can be applied to the systems involving terms having spatial derivatives. Then we discuss the Lagrange optimal control problem for the system via limit arguments. The time optimal control problem is also proposed and investigated deliberately for it. Finally, an example is provided to show the applications of the obtained results.

Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion

A theoretical approach for solving time-fractional stochastic Ginzburg–Landau equation with mixed fractional Brownian motion in Hilbert space is elaborated. Initially, the stochastic partial differential system is reformulated in the Hilbert space by using the properties of fractional order space and fractional Laplacian. We establish the existence of mild solutions by employing Mittag–Leffler functions, stochastic analysis, and Krasnoselskii’s fixed point theorem. A sufficient condition for the existence of a Lagrange optimal control problem is established via Balder’s theorem. Further, the existence of stochastic time-optimal control and stochastic optimal time are analyzed for the proposed control system. An example is given to illustrate the developed theory. Finally, an application to the stochastic optimal control of hydropower plant model is provided. The optimal control is termed as the amount of release of water through the reservoir and it is controlled with a suitable performance index.

The Solvability and Optimal Controls for Fractional Stochastic Differential Equations Driven by Poisson Jumps Via Resolvent Operators

In this manuscript, we investigate the solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps in Hilbert space by using analytic resolvent operators. Sufficient conditions are derived to prove that the system has a unique mild solution by using the classical Banach contraction mapping principle. Then, the existence of optimal control for the corresponding Lagrange optimal control problem is investigated. Finally, the derived theoretical result is validated by an illustrative example.

On the Existence and Continuous Dependence on Parameter of Solutions to Some Fractional Dirichlet Problem with Application to Lagrange Optimal Control Problem

In the paper, a Lagrange optimal control problem governed by a fractional Dirichlet problem with the Riemann–Liouville derivative is considered. To begin with, based on some variational method, the existence and continuous dependence of solution to the aforementioned Dirichlet problem is investigated. Then, continuous dependence is applied to show the existence of optimal solution to the Lagrange problem. An important point is that the solution to Dirichlet problem does need to be unique; therefore, the above dependence should be understood as a continuity of some multifunction—the concept of the Kuratowski–Painlevé limit of the sequence of sets is used to formulate this property.

Sobolev Type Fractional Dynamic Equations and Optimal Multi-Integral Controls with Fractional Nonlocal Conditions

Abstract In We prove existence and uniqueness of mild solutions to Sobolev type fractional nonlocal dynamic equations in Banach spaces. The Sobolev nonlocal condition is considered in terms of a Riemann-Liouville fractional derivative. A Lagrange optimal control problem is considered, and existence of a multi-integral solution obtained. Main tools include fractional calculus, semigroup theory, fractional power of operators, a singular version of Gronwall's inequality, and Leray-Schauder fixed point theorem. An example illustrating the theory is given.

Existence of Optimal Controls for a Semilinear Composite Fractional Relaxation Equation

We consider a control system governed by a semilinear composite fractional relaxation equation in Banach space X. Under suitable conditions on the data, we prove that the system has a mild solution. Then, we investigate the existence of an optimal state-control pair, solution to the associated Lagrange optimal control problem. An example is also given to illustrate our results.

Existence of optimal solutions of two-directionally continuous linear repetitive processes

In the paper, an existence theorem for a Lagrange optimal control problem connected with a two-directionally continuous variant of a linear autonomous repetitive process is derived. As a corollary, existence of an optimal solution in the case of cost functional depending on a fixed "end-function" is obtained.

On existence of optimal control governed by a class of the first-order linear dynamic systems on time scales

In this paper, by using the approximation of classical solution, we introduce the definition of solution and prove the existence and uniqueness of solutions of the first-order linear dynamic systems on time scales. Existence of Lagrange optimal control problem governed by the first-order linear dynamic systems on time scales is also presented. For illustration, some examples of optimal control problems on time scales are also discussed.

On the existence of optimal controls for nonlinear infinite dimensional systems

We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.

Measurement scheduling for recursive team estimation

We consider a decentralized LQG measurement scheduling problem in which every measurement is costly, no communication between observers is permitted, and the observers' estimation errors are coupled quadratically. This setup, motivated by considerations from organization theory, models measurement scheduling problems in which cost, bandwidth, or security constraints necessitate that estimates be decentralized, although their errors are coupled. We show that, unlike the centralized case, in the decentralized case the problem of optimizing the time integral of the measurement cost and the quadratic estimation error is fundamentally stochastic, and we characterize the E-optimal open-loop schedules as chattering solutions of a deterministic Lagrange optimal control problem. Using a numerical example, we describe also how this deterministic optimal control problem can be solved by non- linear programming.

Existence of optimal controls for a class of nonlinear distributed parameter systems

In this paper we examine a Lagrange optimal control problem driven by a nonlinear evolution equation involving a nonmonotone, state dependent perturbation term. For this problem we establish the existence of optimal admissible pairs. For the same system we also examine a time optimal control problem involving a moving target set. Finally we work out in detail an example of a strongly nonlinear parabolic distributed parameter system.

Optimal control of nonlinear evolution inclusions

In this paper, we study the optimal control of nonlinear evolution inclusions. First, we prove the existence of admissible trajectories and then we show that the set that they form is relatively sequentially compact and in certain cases sequentially compact in an appropriate function space. Then, with the help of a convexity hypothesis and using Cesari's approach, we solve a general Lagrange optimal control problem. After that, we drop the convexity hypothesis and pass to the relaxed system, for which we prove the existence of optimal controls, we show that it has a value equal to that of the original one, and also we prove that the original trajectories are dense in an appropriate topology to the relaxed ones. Finally, we present an example of a nonlinear parabolic optimal control that illustrates the applicability of our results.

Optimal control and relaxation for a class of nonlinear distributed parameter systems

One studies the Lagrange optimal control problem for a large class of nonlinear systems governed by Volterra integrodifferential evolution equations. The hypotheses are general enough to incorporate both parabolic and hyperbolic distributed parameter control systems. First one establishes the existence of optimal controls by considering systems in which the control appears linearly in the dynamics. Then, one considers nonlinear systems. Now in order to guarantee the existence of optimal controls, one has to pass to a larger system with measure valued controls, known as the «relaxed system». For this augmented system, one proves that optimal controls exist and in addition, under mild hypotheses the value of the relaxed problem equals that of the original one. Finally one proves a density (relaxation) result relating the trajectories of the original and relaxed systems. This result illustrates that the relaxed problem is the «closure» of the original one