Optimal Control

This publication is a Special Issue of the journal Axioms entitled “Calculus of Variations, Optimal Control and Mathematical Biology: A Themed Issue Dedicated to Professor Delfim F. M. Torres on the Occasion of His 50th birthday”. This Special Issue is dedicated to Professor Delfim F. M. Torres on his 50th birthday, as a recognition of his significant contributions to Mathematics, in particular regarding the calculus of variations, optimal control, and mathematical biology. Professor Torres is a distinguished University Professor, a highly cited researcher in Mathematics (in the top 1% for Mathematics in the Web of Science in 2015, 2016, 2017, and 2019), and a lifetime member of the American Mathematical Society.

This book presents a novel unified treatment of inverse problems in optimal control and noncooperative dynamic game theory. It provides readers with fundamental tools for the development of practical algorithms to solve inverse problems in control, robotics, biology, and economics.

Although the calculus of variations has ancient origins in questions of Ar­ istotle and Zenodoros, its mathematical principles first emerged in the post­ calculus investigations of Newton, the Bernoullis, Euler, and Lagrange. Its results now supply fundamental tools of exploration to both mathematicians and those in the applied sciences. (Indeed, the macroscopic statements ob­ tained through variational principles may provide the only valid mathemati­ cal formulations of many physical laws. ) Because of its classical origins, variational calculus retains the spirit of natural philosophy common to most mathematical investigations prior to this century.

This book focuses on how to implement optimal control problems via the variational method. It studies how to implement the extrema of functional by applying the variational method and covers the extrema of functional with different boundary conditions, involving multiple functions and with certain constraints etc.

This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex processes. In this monograph the author, a leading expert in modern turnpike theory, presents a number of results concerning the turnpike properties in the calculus of variations and optimal control which were obtained in the last ten years. These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. The book should help to correct the misapprehension that turnpike properties are only special features of some narrow classes of convex problems of mathematical economics.

This self-contained book gives a detailed treatment of optimal control theory that enables readers to formulate and solve optimal control problems. With a strong emphasis on problem solving, it provides all the necessary mathematical analyses and derivations of important results, including multiplier theorems and Pontryagin's principle. The text presents various examples and basic concepts of optimal control and describes important numerical methods and computational algorithms for solving a wide range of optimal control problems, including periodic processes.

The book focuses on symplectic pseudospectral methods for nonlinear optimal control problems and their applications. Both the fundamental principles and engineering practice are addressed. Symplectic pseudospectral methods for nonlinear optimal control problems with complicated factors (i.e., inequality constraints, state-delay, unspecific terminal time, etc.) are solved under the framework of indirect methods.

A knowledge of linear systems provides a firm foundation for the study of optimal control theory and many areas of system theory and signal processing. State-space techniques developed since the early sixties have been proved to be very effective. The main objective of this book is to present a brief and somewhat complete investigation on the theory of linear systems, with emphasis on these techniques, in both continuous-time and discrete-time settings, and to demonstrate an application to the study of elementary (linear and nonlinear) optimal control theory.