Counterexamples in Optimal Control Theory ( Inverse and Ill-Posed problems Series )

Publication series :Inverse and Ill-Posed problems Series

Author: Semen Ya. Serovaiskii  

Publisher: De Gruyter‎

Publication year: 2003

E-ISBN: 9783110915532

P-ISBN(Paperback): 9789067644006

Subject: O23 cybernetics, information theory (theory)

Keyword: Optimal Control Extremum Problems

Language: ENG

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Description

This monograph deals with cases where optimal control either does not exist or is not unique, cases where optimality conditions are insufficient of degenerate, or where extremum problems in the sense of Tikhonov and Hadamard are ill-posed, and other situations. A formal application of classical optimisation methods in such cases either leads to wrong results or has no effect. The detailed analysis of these examples should provide a better understanding of the modern theory of optimal control and the practical difficulties of solving extremum problems.

Chapter

Preface

pp.:  1 – 9

Introduction

pp.:  9 – 13

1. Problem formulation

pp.:  13 – 13

2. The maximum principle

pp.:  13 – 15

3. Example

pp.:  15 – 19

4. Approximate solution of the optimality conditions

pp.:  19 – 22

Summary

pp.:  22 – 26

Example 1. Insufficiency of the optimality conditions

pp.:  26 – 27

1.1. Problem formulation

pp.:  27 – 28

1.2. The maximum principle

pp.:  28 – 29

1.3. Analysis of the optimality conditions

pp.:  29 – 31

1.4. Uniqueness of the optimal control

pp.:  31 – 34

1.5. Uniqueness of an optimal control in a specific example

pp.:  34 – 36

1.6. Further analysis of optimality conditions

pp.:  36 – 39

1.7. Sufficiency of the optimality conditions

pp.:  39 – 41

1.8. Sufficiency of the optimality conditions in a specific example

pp.:  41 – 44

1.9. Conclusion of the analysis of the optimality conditions

pp.:  44 – 47

Summary

pp.:  47 – 50

Example 2. The singular control

pp.:  50 – 55

2.2. The maximum principle

pp.:  55 – 56

2.1. Problem formulation

pp.:  55 – 55

2.3. Analysis of the optimality conditions

pp.:  56 – 57

2.4. Nonoptimality of singular controls

pp.:  57 – 61

2.5. Uniqueness of singular controls

pp.:  61 – 64

2.6. The Kelly condition

pp.:  64 – 67

Summary

pp.:  67 – 70

Example 3. Nonexistence of optimal controls

pp.:  70 – 73

3.1. Problem formulation

pp.:  73 – 73

3.2. The maximum principle

pp.:  73 – 74

3.3. Analysis of the optimality conditions

pp.:  74 – 75

3.4. Unsolvability of the optimization problem

pp.:  75 – 79

3.5. Existence of optimal controls

pp.:  79 – 83

3.6. The proof of the solvability of an optimization problem

pp.:  83 – 85

3.7. Conclusion of the analysis

pp.:  85 – 88

Summary

pp.:  88 – 93

Example 4. Nonexistence of optimal controls (Part 2)

pp.:  93 – 95

4.1. Problem formulation

pp.:  95 – 96

4.2. The maximum principle for systems with fixed final state

pp.:  96 – 97

4.3. Approximate solution of the optimality conditions

pp.:  97 – 99

4.4. The optimality conditions for Problem 4

pp.:  99 – 101

4.5. Direct investigation of Problem 4

pp.:  101 – 102

4.6. Revising the problem analysis

pp.:  102 – 104

4.7. Problems with unbounded set of admissible controls

pp.:  104 – 106

4.8. The Cantor function

pp.:  106 – 109

4.9. Further analysis of the maximum condition

pp.:  109 – 111

4.10. Conclusion of the problem analysis

pp.:  111 – 113

Summary

pp.:  113 – 118

Example 5. Ill-posedness in the sense of Tikhonov

pp.:  118 – 121

5.1. Problem formulation

pp.:  121 – 122

5.2. Solution of the problem

pp.:  122 – 122

5.3. Ill-posedness in the sense of Tikhonov

pp.:  122 – 123

5.4. Analysis of well-posedness in the sense of Tikhonov

pp.:  123 – 128

5.5. The well-posed optimization problem

pp.:  128 – 129

5.6. Regularization of optimal control problems

pp.:  129 – 131

Summary

pp.:  131 – 133

Example 6. Ill-posedness in the sense of Hadamard

pp.:  133 – 135

6.1. Problem formulation

pp.:  135 – 136

6.3. Well-posedness in the sense of Hadamard

pp.:  136 – 138

6.2. Ill-posedness in the sense of Hadamard

pp.:  136 – 136

6.4. A well-posed optimization problem

pp.:  138 – 139

Summary

pp.:  139 – 140

Example 7. Insufficiency of the optimality conditions (Part 2)

pp.:  140 – 143

7.1. Problem formulation

pp.:  143 – 143

7.2. The existence of an optimal control

pp.:  143 – 144

7.3. Necessary condition for an extremum

pp.:  144 – 147

7.4. Transformation of the optimality conditions

pp.:  147 – 149

7.5. Analysis of the boundary value problem

pp.:  149 – 151

7.6. The nonlinear heat conduction equation with infinitely many equilibrium states

pp.:  151 – 157

7.7. Conclusion of the analysis of the variational problem

pp.:  157 – 158

Summary

pp.:  158 – 160

Example 8. The Chafee–Infante problem

pp.:  160 – 161

8.2. The necessary condition for an extremum

pp.:  161 – 162

8.1. Problem formulation

pp.:  161 – 161

8.3. Solvability of the Chafee–Infante problem

pp.:  162 – 163

8.4. The set of solutions of the Chafee–Infante problem

pp.:  163 – 166

8.5. Bifurcation points

pp.:  166 – 169

Summary

pp.:  169 – 171

Comments

pp.:  171 – 173

Conclusion

pp.:  173 – 175

Bibliography

pp.:  175 – 177

LastPages

pp.:  177 – 185

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