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Chap 20

This document contains solutions to optimization problems involving optimal control theory. It includes: 1. Solutions for λ*, μ*, and y* in terms of parameters t and T, with y* given as an exponential function. 2. The optimal control u* is given as a constant, and the resulting optimal trajectory y* is an exponential function. 3. General expressions are derived for the optimal solutions λ*, y*, and u* in terms of initial and terminal conditions and problem parameters. 4. Several problems are solved involving determining the optimal control and state trajectories given information about the system dynamics, objective function, and boundary conditions. Optimal solutions are provided in closed form involving exponential or algebraic

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231 views4 pages

Chap 20

This document contains solutions to optimization problems involving optimal control theory. It includes: 1. Solutions for λ*, μ*, and y* in terms of parameters t and T, with y* given as an exponential function. 2. The optimal control u* is given as a constant, and the resulting optimal trajectory y* is an exponential function. 3. General expressions are derived for the optimal solutions λ*, y*, and u* in terms of initial and terminal conditions and problem parameters. 4. Several problems are solved involving determining the optimal control and state trajectories given information about the system dynamics, objective function, and boundary conditions. Optimal solutions are provided in closed form involving exponential or algebraic

Uploaded by

necroteck1
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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CHAPTER 20

Exercise 20.2
1.

= 1t

= (1 t)/2
t
t2
=
+2
2
4

2. The Hamiltonian is H = 6y + y + u (linear in u). Thus to maximize H, we have u = 2 (if


is positive) and u = 0 (if is negative)
From 0 = H/y = 6 , we find that (t) = ket 6, but since (4) = 0 from the

transversality condition, we have k = 6e4 , and

(t) = 6e4t 6
which is positive for all t in the interval [0,4]. Hence the optimal control is u (t) = 2. From
y 0 = y + u = y + 2, we obtain y(t) = cet 2. Since y(0) = 10, then c = 12, and
y (t) = 12et 2
The optimal terminal state is
y (4) = 12e4 2
3. From the maximum principle, the system of dierential equations are
0

y0

= y+

a+
2b

solving first for , we get (t) = c0 et . Using (T ) = 0 yields c0 = 0. Therefore,


u(t) =
and

a
2b

a t
a
y(t) = y0 +
e
2b
2b
142

4. The maximum principle yields u = (y +)/2, and the following system of dierential equations
0

= (u 2y)

y0

= u

with the boundary conditions y(0) = y0 and (T ) = 0.


There are a couple of approaches one may use to arrive at the solutions for , y , and u .
For the method described below, the reader may wish to review Sec. 19.2.
Substituting for u in the system of equations yields

0
12 23

1
1
y
y0
2
2

The coecient matrix has a determinant of -1, the roots are 1. For r1 = 1, the eigenvector

is

12 1

3
2

1
2

1
2

m
n

=0

which yields m = 1 and n = 1.For r2 = 1, the eigenvector is m = 1 and n = 1/3. The


complete solutions are the homogeneous solutions,

(t)
1
1

= c1 et +
c2 et
y(t)
1
13

From the transversality conditions we get


c1

c2

y0 e2T
1/3 + e2T
y0
1/3 + e2T

The final solution is

y0
1/3 + e2T
y0
1/3 + e2T
y0
1/3 + e2T

5. N/A
143

t2T

et
e

1
et2T + et
3

1
et2T et
3

6. = 3e4t 3 = 2 y = 7et 2
7. From the first order conditions we get
H/u = 2u +

u(t) = 12 (t)

or

0 = H/y = or

(t) = ket

(k arbitrary)

Using these two results and the equation of motion, we get y 0 = y + 1/2ket ,which is a first
order dierential equation with a variable coecient and a variable term. Solving this gives us
cet 14 ket

(c arbitrary)

Applying the boundary conditions we can get solutions for c and k :


c = 1/(1 e2 )

k = 4e2 /(1 e2 )

Finally, we get
1
e2 t
t
e

e
1 e2
1 e2
2
4e
=
et
1 e2
2e2 t
u =
e
1 e2
y =

8.

et2T et
1/3 + e2T
et2T + 13 et
1/3 + e2T
et2T 13 et
1/3 + e2T

9.

y
u

= 2(1 e2t )

3.695 t
1
3.195 t
=
e +
+ 5
e
a
2a
a
= (e(2t) 1)/a

Exercise 20.4
1. = /( 2 + )

K = 1/2( 2 + )
144

2. This problem is best solved using the current value Hamiltonian (see Sec. 20.3). The optimal
extraction path is given by
q (t) = e1+(T t)

145

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