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Optimal periodic control for scalar dynamics under integral constraint on the input

Dedicated to Prof. Dr. Frédéric Bonnans on the occasion of his 60th birthday

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  • This paper studies a periodic optimal control problem governed by a one-dimensional system, linear with respect to the control $ u $, under an integral constraint on $ u $. We give conditions for which the value of the cost function at steady state with a constant control $ \bar u $ can be improved by considering periodic control $ u $ with average value equal to $ \bar u $. This leads to the so-called "over-yielding" met in several applications. With the use of the Pontryagin Maximum Principle, we provide the optimal synthesis of periodic strategies under the integral constraint. The results are illustrated on a single population model in order to study the effect of periodic inputs on the utility of the stock of resource.

    Mathematics Subject Classification: 49J15, 49K15, 34C25, 49N20, 49J30.

    Citation:

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  • Figure 1.  Functions $ \gamma = \psi\circ \ell^{-1} $ and $ \hat\gamma $ defined above

    Figure 2.  $ T $-periodic solutions $ x(\cdot,u^-,\bar x) $ and $ x(\cdot,u^+,\bar x) $

    Figure 3.  The solution $ \tilde x $ in thick line, $ x $ in thin line

    Figure 4.  Optimal criterion $ J_{T}(\hat u_{T}) $ (left) and $ x_m $, $ x_M $ (right) as functions of the period $ T $ for the logistic growth

    Figure 5.  Graphs of the functions $ h $ (left) and $ \psi $ (right) for $ r = 0.3 $, $ K = 5 $, $ \alpha = 2.5 $, $ E_{max} = 0.5893 $, $ E^\star = 0.6235 $

    Figure 6.  Optimal criterion $ J_{T}(\hat u_{T}) $ (left) and $ x_m $, $ x_M $ (right) as functions of the period $ T $ for the depensation model (case 1)

    Figure 7.  Plot of the function $ F $ defined by (22) (left), and $ x_m $, $ x_M $, $ x_T^- $, $ x_T^+ $ (right) as functions of the period $ T $ $ (T<6) $ for the depensation model (case 2)

    Figure 8.  Optimal criterion $ J_{T}(\hat u_{T}) $ for the depensation model (case 2)

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