A maximum principle for infinite time asymptotically stable impulsive dynamic control systems

We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary conditions of optimality in the form of a maximum principle for which the boundary condition of the adjoint variable is such that non-degeneracy due to the fact that the time horizon is infinite is ensured. These conditions are given for conventional systems in a first instance and then for impulsive control problems. They are proved by considering a family of approximating auxiliary interval conventional (without impulses) optimal control problems defined on an increasing sequence of finite time intervals. As far as we know, results of this kind have not been derived previously. © 2010 IFAC.

A Weak Maximum Principle for Optimal Control Problems with Nonsmooth Mixed Constraints

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A maximum principle for constrained infinite horizon dynamic control systems

This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.

State constraints in optimal impulsive controls

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Optimality conditions for infinite horizon control problems with state constraints

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A new sufficient condition for optimal impulsive control problems

In this article we introduce the concept of MP-pseudoinvexity for general nonlinear impulsive optimal control problems whose dynamics are specified by measure driven control equations. This is a general paradigm in that, both the absolutely continuous and singular components of the dynamics depend on both the state and the control variables. The key result consists in showing the sufficiency for optimality of the MP-pseudoinvexity. It is proved that, if this property holds, then every process satisfying the maximum principle is an optimal one. This result is obtained in the context of a proper solution concept that will be presented and discussed. © 2012 IEEE.

On some extension of optimal control theory

Some problems of Calculus of Variations do not have solutions in the class of classic continuous and smooth arcs. This suggests the need of a relaxation or extension of the problem ensuring the existence of a solution in some enlarged class of arcs. This work aims at the development of an extension for a more general optimal control problem with nonlinear control dynamics in which the control function takes values in some closed, but not necessarily bounded, set. To achieve this goal, we exploit the approach of R.V. Gamkrelidze based on the generalized controls, but related to discontinuous arcs. This leads to the notion of generalized impulsive control. The proposed extension links various approaches on the issue of extension found in the literature.

Optimal attitude corrections for cylindrical spacecraft

A first order analytical model for optimal small amplitude attitude maneuvers of spacecraft with cylindrical symmetry in an elliptical orbits is presented. The optimization problem is formulated as a Mayer problem with the control torques provided by a power limited propulsion system. The state is defined by Seffet-Andoyer's variables and the control by the components of the propulsive torques. The Pontryagin Maximum Principle is applied to the problem and the optimal torques are given explicitly in Serret-Andoyer's variables and their adjoints. For small amplitude attitude maneuvers, the optimal Hamiltonian function is linearized around a reference attitude. A complete first order analytical solution is obtained by simple quadrature and is expressed through a linear algebraic system involving the initial values of the adjoint variables. A numerical solution is obtained by taking the Euler angles formulation of the problem, solving the two-point boundary problem through the shooting method, and, then, determining the Serret-Andoyer variables through Serret-Andoyer transformation. Numerical results show that the first order solution provides a good approximation to the optimal control law and also that is possible to establish an optimal control law for the artificial satellite's attitude. (C) 2003 COSPAR. Published by Elsevier B.V. Ltd. All rights reserved.

Optimal pest control problem in population dynamics

One of the main goals of the pest control is to maintain the density of the pest population in the equilibrium level below economic damages. For reaching this goal, the optimal pest control problem was divided in two parts. In the first part, the two optimal control functions were considered. These functions move the ecosystem pest-natural enemy at an equilibrium state below the economic injury level. In the second part, the one optimal control function stabilizes the ecosystem in this level, minimizing the functional that characterizes quadratic deviations of this level. The first problem was resolved through the application of the Maximum Principle of Pontryagin. The Dynamic Programming was used for the resolution of the second optimal pest control problem.

A class of multiobjective control problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Necessary conditions for optimal impulsive control problems

A Maximum Principle is derived for a class of optimal control problems arising in midcourse guidance, in which certain controls are represented by measures and, the state trajectories are functions of bounded variation. The optimality conditions improves on previous optimality conditions by allowing nonsmooth data, measurable time dependence, and a possibly time varying constraint set for the conventional controls.

Lattice constellations and codes from quadratic number fields

We propose new classes of linear codes over integer rings of quadratic extensions of Q, the field of rational numbers. The codes are considered with respect to a Mannheim metric, which is a Manhattan metric modulo a two-dimensional (2-D) grid. In particular, codes over Gaussian integers and Eisenstein-Jacobi integers are extensively studied. Decoding algorithms are proposed for these codes when up to two coordinates of a transmitted code vector are affected by errors of arbitrary Mannheim weight. Moreover, we show that the proposed codes are maximum-distance separable (MDS), with respect to the Hamming distance. The practical interest in such Mannheim-metric codes is their use in coded modulation schemes based on quadrature amplitude modulation (QAM)-type constellations, for which neither the Hamming nor the Lee metric is appropriate.

Optimal control problems with nonsmooth mixed constraints

In this paper we present a weak maximum principle for optimal control problems involving mixed constraints and pointwise set control constraints. Notably such result holds for problems with possibly nonsmooth mixed constraints. Although the setback of such result resides on a convexity assumption on the extended velocity set, we show that if the number of mixed constraints is one, such convexity assumption may be removed when an interiority assumption holds. © 2008 IEEE.

New optimality conditions for nonsmooth control problems

This work considers nonsmooth optimal control problems and provides two new sufficient conditions of optimality. The first condition involves the Lagrange multipliers while the second does not. We show that under the first new condition all processes satisfying the Pontryagin Maximum Principle (called MP-processes) are optimal. Conversely, we prove that optimal control problems in which every MP-process is optimal necessarily obey our first optimality condition. The second condition is more natural, but it is only applicable to normal problems and the converse holds just for smooth problems. Nevertheless, it is proved that for the class of normal smooth optimal control problems the two conditions are equivalent. Some examples illustrating the features of these sufficient concepts are presented. © 2012 Springer Science+Business Media New York.

Análise não-diferenciável e condições necessárias de otimalidade para problema de controle ótimo com restrições mistas

Pós-graduação em Matemática - IBILCE