Â
Kok Lay Teo
Department of Mathematics and Statistics, Curtin University, Perth, Australia
Abstract
In any real system, changing the control signal from one value to another will usually cause wear and tear on the system’s actuators. Thus, when designing a control law, it is important to consider not only predicted system performance, but also the cost associated with changing the control action. This cost, however, is almost always ignored in the optimal control literature. In this talk, we will consider a class of optimal control problems in which the variation of the control signal is explicitly penalized in the cost function. We describe two computational methods-one based on a smooth approximation scheme and the other based on a novel transformation procedure-for solving this class of optimal control problems. We then apply these methods to solve example problems in fisheries, train control, and chemical engineering.
Bibliography of the Speaker
Professor Kok Lay Teo received his Ph.D. degree in Electrical Engineering from the University of Ottawa, Canada. He was Chair Professor of Applied Mathematics and Head of Department of Applied Mathematics at The Hong Kong Polytechnic University, China from 1999 to 2004 and Professor of Applied Mathematics and Head of Department of Mathematics and Statistics, Curtin University from 2005 to 2010. He is currently John Curtin Distinguished Professor at Curtin University. His research interests include both the theoretical and practical aspects of optimal control and optimization and their practical applications such as in engineering and financial portfolio optimization.