We present a unified treatment to control problems on an arbitrary time scale by introducing the study of forward-backward optimal control problems. Necessary optimality conditions for delta-nabla isoperimetric problems are proved, and previous results in the literature obtained as particular cases. As an application of the results of the paper we give necessary and sufficient Pareto optimality conditions for delta-nabla bi-objective optimal control problems.
The discrete-time, the quantum, and the continuous calculus of variations have been recently unified and extended. Two approaches are followed in the literature: one dealing with minimization of delta integrals; the other dealing with minimization of nabla integrals. Here we propose a more general approach to the calculus of variations on time scales that allows to obtain both delta and nabla results as particular cases.
We develop the calculus of variations on time scales for a functional that is the composition of a certain scalar function with the delta and nabla integrals of a vector valued field. Euler-Lagrange equations, transversality conditions, and necessary optimality conditions for isoperimetric problems, on an arbitrary time scale, are proved. Interesting corollaries and examples are presented.
We consider a general problem of the calculus of variations on time scales with a cost functional that is the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange delta-nabla differential equations are proved, which lead to important insights in the process of discretization. Application of the obtained results to a firm that wants to program its production and investment policies to reach a given production rate and to maximize its future market competitiveness is discussed.
In this note we show how one can obtain results from the nabla calculus from results on the delta calculus and vice versa via a duality argument. We provide applications of the main results to the calculus of variations on time scales.
The discrete, the quantum, and the continuous calculus of variations, have been recently unified and extended by using the theory of time scales. Such unification and extension is, however, not unique, and two approaches are followed in the literature: one dealing with minimization of delta integrals; the other dealing with minimization of nabla integrals. Here we review a more general approach to the calculus of variations on time scales that allows to obtain both delta and nabla results as particular cases.
In this work we propose a new and more general approach to the calculus of variations on time scales that allows to obtain, as particular cases, both delta and nabla results. More precisely, we pose the problem of minimizing or maximizing the composition of delta and nabla integrals with Lagrangians that involve directional derivatives. Unified Euler-Lagrange necessary optimality conditions, as well as sufficient conditions under appropriate convexity assumptions, are proved. We illustrate presented results with simple examples.
The calculus of variations on time scales is considered. We propose a new approach to the subject that consists in applying a differentiation tool called the contingent epiderivative. It is shown that the contingent epiderivative applied to the calculus of variations on time scales is very useful: it allows to unify the delta and nabla approaches previously considered in the literature. Generalized versions of the Euler-Lagrange necessary optimality conditions are obtained, both for the basic problem of the calculus of variations and isoperimetric problems. As particular cases one gets the rec…
We prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.
We prove a Noether-type symmetry theorem and a DuBois-Reymond necessary optimality condition for nabla problems of the calculus of variations on time scales.
We prove a necessary optimality condition for isoperimetric problems under nabla-differentiable curves. As a consequence, the recent results of [M.R. Caputo, A unified view of ostensibly disparate isoperimetric variational problems, Appl. Math. Lett. (2008), doi:10.1016/j.aml.2008.04.004], that put together seemingly dissimilar optimal control problems in economics and physics, are extended to a generic time scale. We end with an illustrative example of application of our main result to a dynamic optimization problem from economics.
We study \emph{optimal insider control problems}, i.e. optimal control problems of stochastic systems where the controller at any time $t$ in addition to knowledge about the history of the system up to this time, also has additional information related to a \emph{future} value of the system. Since this puts the associated controlled systems outside the context of semimartingales, we apply anticipative white noise analysis, including forward integration and Hida-Malliavin calculus to study the problem. Combining this with Donsker delta functionals we transform the insider control problem into a…
We prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems of the calculus of variations on time scales. Here the Lagrangian depends on the independent variable, an unknown function and its nabla derivative, as well as a nabla indefinite integral that depends on the unknown function.
We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality conditions for the product and the quotient of nabla variational functionals.
Université catholique de Louvain (UCL)（鲁汶大学（UCL））；Moscow Institute of Physics and Technology（莫斯科物理技术学院）；ISP RAS Research Center for Trusted Artificial Intelligence（俄罗斯科学院系统编程研究所可信人工智能研究中心）；HSE University（高等经济大学）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）
In this paper we study the smooth strongly convex minimization problem $\min_{x}\min_y f(x,y)$. The existing optimal first-order methods require $\mathcal{O}(\sqrt{\max\{κ_x,κ_y\}} \log 1/ε)$ of computations of both $\nabla_x f(x,y)$ and $\nabla_y f(x,y)$, where $κ_x$ and $κ_y$ are condition numbers with respect to variable blocks $x$ and $y$. We propose a new algorithm that only requires $\mathcal{O}(\sqrt{κ_x} \log 1/ε)$ of computations of $\nabla_x f(x,y)$ and $\mathcal{O}(\sqrt{κ_y} \log 1/ε)$ computations of $\nabla_y f(x,y)$. In some applications $κ_x \gg κ_y$, and computation of $\nabla…
Simulations have shown that while semi-definite relaxations of AC optimal power flow (AC-OPF) on three-phase radial networks with only wye connections tend to be exact, the presence of delta connections seem to render them inexact. This paper shows that such inexactness originates from the non-uniqueness of relaxation solutions and numerical errors amplified by the non-uniqueness. This finding motivates two algorithms to recover the exact solution of AC-OPF in the presence of delta connections. In simulations using IEEE 13, 37 and 123-bus systems, the proposed algorithms provide exact optimal …
We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta derivative, but also on a delta indefinite integral that depends on the unknown function. Such kind of variational problems were considered by Euler himself and have been recently investigated in [Methods Appl. Anal. 15 (2008), no. 4, 427-435]. Our results not only provide a generalization to previous results, but also give some other interesting optimality condit…
We prove a necessary optimality condition of Euler-Lagrange type for variational problems on time scales involving nabla derivatives of higher-order. The proof is done using a new and more general fundamental lemma of the calculus of variations on time scales.
In this article we characterize the $\mathrm{L}^\infty$ eigenvalue problem associated to the Rayleigh quotient $\left.{\|\nabla u\|_{\mathrm{L}^\infty}}\middle/{\|u\|_\infty}\right.$ and relate it to a divergence-form PDE, similarly to what is known for $\mathrm{L}^p$ eigenvalue problems and the $p$-Laplacian for $p<\infty$. Contrary to existing methods, which study $\mathrm{L}^\infty$-problems as limits of $\mathrm{L}^p$-problems for $p\to\infty$, we develop a novel framework for analyzing the limiting problem directly using convex analysis and geometric measure theory. For this, we derive a …
We consider an approximating control design for optimal mixing of a non-dissipative scalar field $θ$ in unsteady Stokes flows. The objective of our approach is to achieve optimal mixing at a given final time $T>0$, via the active control of the flow velocity $v$ through boundary inputs. Due to the zero diffusivity of the scalar field $θ$, establishing the well-posedness of its Gâteaux derivative requires $\sup_{t\in[0,T]}\|\nabla θ\|_{L^2}<\infty$, which in turn demands the flow velocity field to satisfy the condition $ \int^{T}_{0}\|\nabla v\|_{L^{\infty}(Ω)}\, dt<\infty$. This condition resu…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the problem for such systems where it is practically impossible to organize a control system because of an unknown model or because it is impossible to strictly follow the specified trajectories of control parameters in each particular case. A so-called delta-procedure is constructed that converges and allows one to obtain an approximation and optimal control of t…
We combine stochastic control methods, white noise analysis and Hida-Malliavin calculus applied to the Donsker delta functional to obtain new representations of semimartingale decompositions under enlargement of filtrations. The results are illustrated by explicit examples.
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems of the calculus of variations with delta-differential side conditions (Lagrange problem of the calculus of variations on time scales).
