• Bulletin of the Korean Mathematical Society
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• v.52 no.4
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• pp.1185-1199
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• 2015

This paper is concerned with the optimal control problem for the viscous weakly dispersive Benjamin-Bona-Mahony (BBM) equation. We prove the existence and uniqueness of weak solution to the equation. The optimal control problem for the viscous weakly dispersive BBM equation is introduced, and then the existence of optimal control to the problem is proved.

• East Asian mathematical journal
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• v.22 no.2
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• pp.171-188
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• 2006

We consider the problem of an optimal control of the wave equation with a localized nonlinear dissipation. An optimal control is used to bring the state solutions close to a desired profile under a quadratic cost of control. We establish the existence of solutions of the underlying initial boundary value problem and of an optimal control that minimizes the cost functional. We derive an optimality system by formally differentiating the cost functional with respect to the control and evaluating the result at an optimal control.

• Journal of the Korean Mathematical Society
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• v.50 no.1
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• pp.173-187
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• 2013

This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

• Journal of the Korean Mathematical Society
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• v.47 no.1
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• pp.83-100
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• 2010

In this article, an optimal control problem associated with convection-diffusion equation is considered. Using Lagrange multiplier, the optimality system is obtained. The derived optimal system becomes coupled, non-symmetric partial differential equations. For discretizations and implementations, the finite element multigrid V-cycle is employed. The convergence analysis of finite element multigrid methods for the derived optimal system is shown. Some numerical simulations are performed.

• Journal of applied mathematics & informatics
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• v.39 no.1_2
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• pp.215-222
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• 2021

We explore an optimal consumption/portfolio and retirement problem with a CARA utility function of consumption. The relevant Bellman equation for the value function is transformed into a linear equation and the optimal strategies are obtained explicitly.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.156-161
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• 1994

In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

• 제어로봇시스템학회:학술대회논문집
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• 1998.10a
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• pp.440-444
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• 1998

In this paper, we consider numerical solution of a H-J-B (Hamilton-Jacobi-Bellman) equation of elliptic type arising from the stochastic control problem. For the numerical solution of the equation, we take an approach involving contraction mapping and finite difference approximation. We choose the It(equation omitted) type stochastic differential equation as the dynamic system concerned. The numerical method of solution is validated computationally by using the constructed test case. Map of optimal controls is obtained through the numerical solution process of the equation. We also show how the method applies by taking a simple example of nonlinear spacecraft control.

• Journal of the Korean Operations Research and Management Science Society
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• v.9 no.2
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• pp.28-33
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• 1984

In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.

• Journal of applied mathematics & informatics
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• v.37 no.1_2
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• pp.123-131
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• 2019

In this paper, we introduce a uniform mesh method for a Maxwell's equation with discontinuous coefficients. We observe optimal O(h) order for the electric field and O(h) order for the curl.

• Journal of Institute of Control, Robotics and Systems
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• v.18 no.12
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• pp.1086-1089
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• 2012

We propose a near optimal controller design method for ramp metering based on SDRE (State Dependent Riccati Equation) approach. We parameterize the optimal nonlinear controller in terms of the solution matrices of an SDRE. We also give a simple algorithm to obtain the controller gain. Finally we give numerical results to show the effectiveness of the proposed near optimal traffic controller design method.