Optimal Control Exam1
Optimal Control Exam1
3 March 2010
Point Distribution
The exam consists of three questions. The point value for each question and each part of each question is boldface characters. Unless otherwise stated, full credit will be given for a proper application of a relevant concept Contrariwise, no credit will be given for a concept applied incorrectly, even if the nal answer is correct.
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Question 1: 20 Points
Consider the following optimal control problem. Determine the state, y(t), and the control, u(t), on t [0, tf ] that minimize the cost functional J = y(tf ), (1) subject to the dynamic constraint y = y + yu u2 , and the boundary conditions y(0) where tf = 5. Determine (a) The rst-order optimality conditions that dene an extremal solution; (b) If the Hamiltonian constant along an extremal solution; (c) If the Hamiltonian is zero along an extremal solution; (d) Solve the problem to determine the extremal state, control, and costate as a function of time. = 1, (3) (2)
Question 2: 40 Points
Consider the following optimal control problem. Maximize J = x(tf ) subject to the dynamic constraints x y u v and the boundary conditions x(0) = 0 y(0) = 0 u(0) = 0 v(0) = 0 y(tf ) = yf v(tf ) = 0 where a and yf are constants, tf is xed, and is the control. Determine (a) the rst-order optimality conditions that dene an extremal solution; (b) the extremal trajectory (x, y, u, v) as a function of the control, . Hint: In solving this problem, re-write the rst-order optimality conditions using as the independent variable. Also, when integrating with respect to , you will get two unknown constants, k1 and k2 . Do not solve for these constants. Instead, write the two implicit algebraic equations from which, in principle, these constants can be determined. = = = = u v a cos a sin (5) (4)
(6)
Question 3: 40 Points
Consider the following optimal control problem. Minimize the cost functional J = tf subject to the dynamic constraints x = y = and the boundary conditions x(0) y(0) x(tf ) = 0 = 0 = (9) 2gy cos , 2gy sin , (7)
(8)
where x is the horizontal distance, y is the vertical distance (downward), g is the acceleration due to gravity, and is the control. (a) The rst-order optimality conditions that dene an extremal solution; (b) Solve the problem to determine the extremal state, control, and costate as a function of time. Suppose now that we interpret the costate as being the sensitivity of the optimal cost with respect to the optimal state, that is J = x Given this interpretation, what do you notice that is unusual about the optimal costate for this problem.