Nonstandard optimal control problem: case study in an economical application of royalty problem

International Journal of Advances in Intelligent Informatics

View Publication Info
 
 
Field Value
 
Title Nonstandard optimal control problem: case study in an economical application of royalty problem
 
Creator Ahmad, Wan Noor Afifah Wan
Sufahani, Suliadi Firdaus
Zinober, Alan
Sudin, Azila M
Ismoen, Muhaimin
Maselan, Norafiz
Ishartono, Naufal
 
Subject Discretization method; Minimization technique; Nonstandard optimal control; Royalty problem; Shooting technique; Two-point boundary value problem
 
Description This paper's focal point is on the nonstandard Optimal Control (OC) problem. In this matter, the value of the final state variable, y(T) is said to be unknown. Moreover, the Lagrangian integrand in the function is in the form of a piecewise constant integrand function of the unknown state value y(T). In addition, the Lagrangian integrand depends on the y(T) value. Thus, this case is considered as the nonstandard OC problem where the problem cannot be resolved by using Pontryagin’s Minimum Principle along with the normal boundary conditions at the final time in the classical setting. Furthermore, the free final state value, y(T) in the nonstandard OC problem yields a necessary boundary condition of final costate value, p(T) which is not equal to zero. Therefore, the new necessary condition of final state value, y(T) should be equal to a certain continuous integral function of y(T)=z since the integrand is a component of y(T). In this study, the 3-stage piecewise constant integrand system will be approximated by utilizing the continuous approximation of the hyperbolic tangent (tanh) procedure. This paper presents the solution by using the computer software of C++ programming and AMPL program language. The Two-Point Boundary Value Problem will be solved by applying the indirect method which will involve the shooting method where it is a combination of the Newton and the minimization algorithm (Golden Section Search and Brent methods). Finally, the results will be compared with the direct methods (Euler, Runge-Kutta, Trapezoidal and Hermite-Simpson approximations) as a validation process.
 
Publisher Universitas Ahmad Dahlan
 
Contributor Universiti Tun Hussein Onn Malaysia
 
Date 2019-10-29
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion

 
Format application/pdf
 
Identifier http://ijain.org/index.php/IJAIN/article/view/357
10.26555/ijain.v5i3.357
 
Source International Journal of Advances in Intelligent Informatics; Vol 5, No 3 (2019): November 2019; 206-217
2548-3161
2442-6571
 
Language eng
 
Relation http://ijain.org/index.php/IJAIN/article/view/357/ijain_v5i3_p206-217
http://ijain.org/index.php/IJAIN/article/downloadSuppFile/357/87
 
Rights https://creativecommons.org/licenses/by-sa/4.0
 

Contact Us

The PKP Index is an initiative of the Public Knowledge Project.

For PKP Publishing Services please use the PKP|PS contact form.

For support with PKP software we encourage users to consult our wiki for documentation and search our support forums.

For any other correspondence feel free to contact us using the PKP contact form.

Find Us

Twitter

Copyright © 2015-2018 Simon Fraser University Library