Optimal control problems for a class of nonlinear descriptor systems are considered. It is shown that they possess a well-defined analytical feedback solution in a neighborhood of the origin, provided stabilizability and some other regularity conditions are satisfied. Explicit formulas for the series expansions of the cost function and control law are given.

In Stochastic Optimal Control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterize...

In this work, we employ the simple direct method to investigate the generalized mKdV equation with variable coefficients. By using this scheme, we found some new exact solutions of the equation, including four new types of Jacobi elliptic function solutions, and these solutions are degenerated to solitary wave solutions and triangle function solutions in the limit case when the modulus of the J...

Wavelets, which have many good properties such as time/freqency localization and compact support, are considered for solving the Hamilton-Jacobi-Bellman (HJB) equation as appears in optimal control problems. Specifically, we propose a Successive Wavelet Collocation Algorithm (SWCA) that uses interpolating wavelets in a collocation scheme to iteratively solve the Generalized-Hamilton-Jacobi-Bell...

(2 + 1) dimensional Boussinesq and Kadomtsev-Petviashvili equation are investigated by employing Jacobi elliptic function expansion method in this paper. As a result, some new forms traveling wave solutions of the equation are reported. Numerical simulation results are shown. These new solutions may be important for the explanation of some practical physical problems. The results of this paper ...

The paper deals with connections between optimality and passivity-like properties in discrete time. The problem is set in the framework of differential/difference representations of discrete-time dynamics. The Hamilton–Jacobi–Bellman equality associated with a given cost and the corresponding optimal control solution are characterized. On these bases the connection with u-average passivity is c...