• Journal of the Korean Mathematical Society
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• v.41 no.5
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• pp.821-864
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• 2004

Both parametric and parameter-free necessary and sufficient optimality conditions are established for a class of nondiffer-entiable nonconvex optimal control problems with generalized fractional objective functions, linear dynamics, and nonlinear inequality constraints on both the state and control variables. Based on these optimality results, ten Wolfe-type parametric and parameter-free duality models are formulated and weak, strong, and strict converse duality theorems are proved. These duality results contain, as special cases, similar results for minmax fractional optimal control problems involving square roots of positive semi definite quadratic forms, and for optimal control problems with fractional, discrete max, and conventional objective functions, which are particular cases of the main problem considered in this paper. The duality models presented here contain various extensions of a number of existing duality formulations for convex control problems, and subsume continuous-time generalizations of a great variety of similar dual problems investigated previously in the area of finite-dimensional nonlinear programming.

• Journal of the Korean Mathematical Society
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• v.34 no.4
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• pp.841-857
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• 1997

We present analysis and some computational methods for boundary optimal and feedback control problems for Navier-Stokes equations. We use one example to illustrate our methodology and ideas which are applicable to general control problems for Navier-Stokes equations. First, we discuss the existence of optimal solutions and derive an optimality system of equations from which an optimal solution may be computed. Then we present a gradient type iterative method. Finally, we present some numerical results.

• Journal of the Korean Mathematical Society
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• v.52 no.3
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• pp.567-586
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• 2015

In this paper, we study optimal control problems for parabolic hemivariational inequalities of dynamic elasticity and investigate the continuity of the solution mapping from the given initial value and control data to trajectories. We show the existence of an optimal control which minimizes the quadratic cost function and establish the necessary conditions of optimality of an optimal control for various observation cases.

• Journal of the Korean Mathematical Society
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• v.49 no.1
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• pp.99-112
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• 2012

This paper attempts to present a numerical method for solving optimal control problems. The method is based upon constructing the n-th degree Jacobi polynomials to approximate the control vector and use differentiation matrix to approximate derivative term in the state system. The system dynamics are then converted into system of algebraic equations and hence the optimal control problem is reduced to constrained optimization problem. Numerical examples illustrate the robustness, accuracy and efficiency of the proposed method.

• Journal of the Korean Society for Precision Engineering
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• v.12 no.5
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• pp.57-68
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• 1995

A general procedure for the numerical solution of coupled, nonlinear, differential two-point boundary-value problems, solutions of which are crucial to the controller design, has been developed and demonstrated. A fixed-end-points, free-terminal-time, optimal-control problem, which is derived from Pontryagin's Maximum Principle, is solved by an extension of Davidenko's method, a differential form of Newton's method, for algebraic root finding. By a discretization process like finite differences, the differential equations are converted to a nonlinear algebraic system. Davidenko's method reconverts this into a pseudo-time-dependent set of implicitly coupled ODEs suitable for solution by modern, high-performance solvers. Another important advantage of Davidenko's method related to the time-optimal problem is that the terminal time can be computed by treating this unkown as an additional variable and sup- plying the Hamiltonian at the terminal time as an additional equation. Davidenko's method uas used to produce optimal trajectories of a single-degree-of-freedom problem. This numerical method provides switching times for open-loop control, minimized terminal time and optimal input torque sequences. This numerical technique could easily be adapted to the multi-point boundary-value problems.

• Journal of the Korean Mathematical Society
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• v.49 no.3
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• pp.549-569
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• 2012

In this paper asymptotic error expansions for mixed finite element approximations to a class of second order elliptic optimal control problems are derived under rectangular meshes, and the Richardson extrapolation of two different schemes and interpolation defect correction can be applied to increase the accuracy of the approximations. As a by-product, we illustrate that all the approximations of higher accuracy can be used to form a class of a posteriori error estimators of the mixed finite element method for optimal control problems.

• International Journal of Control, Automation, and Systems
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• v.1 no.4
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• pp.412-430
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• 2003

In many practical problems in signal processing and control, the signal values are often restricted to belong to a finite number of levels. These questions are generally referred to as "finite alphabet" problems. There are many applications of this class of problems including: on-off control, optimal audio quantization, design of finite impulse response filters having quantized coefficients, equalization of digital communication channels subject to intersymbol interference, and control over networked communication channels. This paper will explain how this diverse class of problems can be formulated as optimization problems having finite alphabet constraints. Methods for solving these problems will be described and it will be shown that a semi-closed form solution exists. Special cases of the result include well known practical algorithms such as optimal noise shaping quantizers in audio signal processing and decision feedback equalizers in digital communication. Associated stability questions will also be addressed and several real world applications will be presented.

• Bulletin of the Korean Mathematical Society
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• v.57 no.2
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• pp.311-330
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• 2020

This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

• Kyungpook Mathematical Journal
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• v.58 no.2
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• pp.333-346
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• 2018

An approximation scheme utilizing Bezier curves is considered for solving time-delayed optimal control problems with terminal inequality constraints. First, the problem is transformed, using a $P{\acute{a}}de$ approximation, to one without a time-delayed argument. Terminal inequality constraints, if they exist, are converted to equality constraints. A computational method based on Bezier curves in the time domain is then proposed for solving the obtained non-delay optimal control problem. Numerical examples are introduced to verify the efficiency and accuracy of the proposed technique. The findings demonstrate that the proposed method is accurate and easy to implement.

• International Journal of Aeronautical and Space Sciences
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• v.16 no.2
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• pp.264-277
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• 2015

This article investigates various transcription techniques for the Legendre pseudospectral (PS) method to compare the pros and cons of each approach. Eight combinations from four different types of collocation points and two discretization methods for dynamic constraints, which differentiate Legendre PS transcription techniques, are implemented to solve a carefully selected test set of nonlinear optimal control problems (NOCPs). The convergence property and prediction accuracy are compared to provide a useful guideline for selecting the best combination. The tested NOCPs consist of the minimum time, minimum energy, and problems with state and control constraints. Therefore, the results drawn from this comparative study apply to the solution of similar types of NOCPs and can mitigate much debate about the best combinations. Additionally, important findings from this study can be used to improve the numerical efficiency of the Legendre PS methods. Three PS applications to the aerospace engineering problems are demonstrated to prove this point.