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

Maurer, H.J., 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. 10.1002/(SICI)1099-1514(199805/06)19:3<185::AID-OCA627>3.0.CO;.

Full text not available from this repository.

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:	27 Aug 2021 17:16
URI:	https://pure.iiasa.ac.at/5367

Actions (login required)

View Item