Solution techniques for periodic control problems: A case study in production planning

Maurer HJ, Bueskens C, & Feichtinger G (1998). Solution techniques for periodic control problems: A case study in production planning. Optimal Control Applications and Methods 19 (3): 185-203. DOI:10.1002/(SICI)1099-1514(199805/06)19:3<185::AID-OCA627>3.0.CO; 2-E.

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Official URL: http://185::AID-OCA627

Abstract

Two numerical techniques for solving optimal periodic control problems with a free period are developed. The first method uses shooting techniques for solving an appropriate boundary value problem associated with the necessary conditions of the minimum principle. A convenient form of the transversality condition for the free period is incorporated. The second method is a direct optimization method that applies non-linear programming techniques to a discretized version of the control problem. Both numerical methods are illustrated in detail by a non-convex economic production planning problem. In this model, the p-test reveals that the steady-state operation is not optimal. The optimal periodic control is computed such that a complete set of necessary conditions is verified. The solution techniques are extended to obtain the optimal periodic control under various state constraints. A sensitivity analysis of the optimal solution is performed with respect to a specific parameter in the model.

Item Type: Article
Uncontrolled Keywords: Periodic optimal control; Boundary value problem; Direct optimization method; Production planning; Sensitivity analysis
Research Programs: World Population (POP)
Bibliographic Reference: Optimal Control Applications and Methods; 19(3):185-203 (May/June 1998)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:09
Last Modified: 26 Feb 2016 10:42
URI: http://pure.iiasa.ac.at/5367

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