Finite-difference Approximations and Optimal Control of Differential Inclusions

Finite-difference Approximations and Optimal Control of Differential Inclusions

Author: Yuan Tian

Publisher:

Published: 2015

Total Pages: 81

ISBN-13:

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This dissertation concerns the study of the generalized Bolza type problem for dynamic systems governed by constrained differential inclusions. We develop finite-discrete approximations of differential inclusions by using the implicit Euler scheme and the Runge-Kutta scheme for approximating time derivatives, while an appropriate well-posedness of such approximations is justified. Our principal result establishes the uniform approximation of strong local minimizers for the continuous-time Bolza problem by optimal solutions to the corresponding discretized finite-difference systems by the strengthen -norm approximation of this type in the case "intermediate" (between strong and weak minimizers) local minimizers under additional assumptions. Especially the implicitly discrete approximation is under the general ROSL setting. Finally, we derive necessary optimality conditions for each scheme for the discretized Bolza problems via suitable generalized differential constructions of variational analysis.


Approximation and Optimization of Discrete and Differential Inclusions

Approximation and Optimization of Discrete and Differential Inclusions

Author: Elimhan N Mahmudov

Publisher: Elsevier

Published: 2011-08-25

Total Pages: 396

ISBN-13: 0123884330

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Optimal control theory has numerous applications in both science and engineering. This book presents basic concepts and principles of mathematical programming in terms of set-valued analysis and develops a comprehensive optimality theory of problems described by ordinary and partial differential inclusions. In addition to including well-recognized results of variational analysis and optimization, the book includes a number of new and important ones Includes practical examples


Approximation and Optimization of Discrete and Differential Inclusions

Approximation and Optimization of Discrete and Differential Inclusions

Author: Elimhan N Mahmudov

Publisher: Elsevier

Published: 2011-08-25

Total Pages: 396

ISBN-13: 0123884284

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Optimal control theory has numerous applications in both science and engineering. This book presents basic concepts and principles of mathematical programming in terms of set-valued analysis and develops a comprehensive optimality theory of problems described by ordinary and partial differential inclusions. In addition to including well-recognized results of variational analysis and optimization, the book includes a number of new and important ones Includes practical examples


Introduction to the Theory of Differential Inclusions

Introduction to the Theory of Differential Inclusions

Author: Georgi V. Smirnov

Publisher: American Mathematical Society

Published: 2022-02-22

Total Pages: 226

ISBN-13: 1470468549

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A differential inclusion is a relation of the form $dot x in F(x)$, where $F$ is a set-valued map associating any point $x in R^n$ with a set $F(x) subset R^n$. As such, the notion of a differential inclusion generalizes the notion of an ordinary differential equation of the form $dot x = f(x)$. Therefore, all problems usually studied in the theory of ordinary differential equations (existence and continuation of solutions, dependence on initial conditions and parameters, etc.) can be studied for differential inclusions as well. Since a differential inclusion usually has many solutions starting at a given point, new types of problems arise, such as investigation of topological properties of the set of solutions, selection of solutions with given properties, and many others. Differential inclusions play an important role as a tool in the study of various dynamical processes described by equations with a discontinuous or multivalued right-hand side, occurring, in particular, in the study of dynamics of economical, social, and biological macrosystems. They also are very useful in proving existence theorems in control theory. This text provides an introductory treatment to the theory of differential inclusions. The reader is only required to know ordinary differential equations, theory of functions, and functional analysis on the elementary level. Chapter 1 contains a brief introduction to convex analysis. Chapter 2 considers set-valued maps. Chapter 3 is devoted to the Mordukhovich version of nonsmooth analysis. Chapter 4 contains the main existence theorems and gives an idea of the approximation techniques used throughout the text. Chapter 5 is devoted to the viability problem, i.e., the problem of selection of a solution to a differential inclusion that is contained in a given set. Chapter 6 considers the controllability problem. Chapter 7 discusses extremal problems for differential inclusions. Chapter 8 presents stability theory, and Chapter 9 deals with the stabilization problem.


Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control

Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 256

ISBN-13: 1461384893

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This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The purpose of this workshop was to concentrate on powerful mathematical techniques that have been de veloped in deterministic optimal control theory after the basic foundations of the theory (existence theorems, maximum principle, dynamic program ming, sufficiency theorems for sufficiently smooth fields of extremals) were laid out in the 1960s. These advanced techniques make it possible to derive much more detailed information about the structure of solutions than could be obtained in the past, and they support new algorithmic approaches to the calculation of such solutions. We thank Boris S. Mordukhovich and Hector J. Sussmann for organiz ing the workshop and editing the proceedings. We also take this oppor tunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE This volume contains the proceedings of the workshop on Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control held at the Institute for Mathematics and its Applications on February 8-17, 1993 during a special year devoted to Control Theory and its Applications. The workshop-whose organizing committee consisted of V. J urdjevic, B. S. Mordukhovich, R. T. Rockafellar, and H. J.


A Finite Difference Technique for Solving Optimization Problems Governed by Linear Functional Differential Equations

A Finite Difference Technique for Solving Optimization Problems Governed by Linear Functional Differential Equations

Author: Douglas C. Reber

Publisher:

Published: 1978

Total Pages: 70

ISBN-13:

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Aspects of the approximation and optimal control of systems governed by linear retarded nonautonomous functional differential equations (FDE) are considered. First, certain FDE are shown to be equivalent to corresponding abstract ordinary differential equations (ODE). Next, it is demonstrated that these abstract ODE may be approximated by difference equations in finite dimensional spaces. The optimal control problem for systems governed by FDE is then reduced to a sequence of mathematical programming problems. Finally, numerical results for two examples are presented and discussed. (Author).


Variational Analysis and Generalized Differentiation II

Variational Analysis and Generalized Differentiation II

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2006-03-02

Total Pages: 630

ISBN-13: 3540312463

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Comprehensive and state-of-the art study of the basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and infinite-dimensional spaces Presents numerous applications to problems in the optimization, equilibria, stability and sensitivity, control theory, economics, mechanics, etc.


Variational Analysis and Generalized Differentiation I

Variational Analysis and Generalized Differentiation I

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2006-08-08

Total Pages: 598

ISBN-13: 3540312471

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Comprehensive and state-of-the art study of the basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and infinite-dimensional spaces Presents numerous applications to problems in the optimization, equilibria, stability and sensitivity, control theory, economics, mechanics, etc.