A Non-Standard Optimal Control Problem Using Hyperbolic Tangent

A current ideal control issue in the region of financial aspects has numerical properties that do not fall into the standard optimal control problem detailing. In our concern the state an incentive at the final time, y(T ) = z, is free and obscure, and furthermore the integrand is a piecewise consis...

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Main Authors: Ahmad, Wan N. A. W., Sufahani, Suliadi, Rusiman, Mohd Saifullah, Zinober, Alan, Ramli, Razamin, Zulkepli Hew, Jafri, Nazri, E. M., Nawawi, MKM
Format: Article
Language:English
Published: Pushpa Publishing House 2017
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/31030/1/FEJMS%20102%2010%202017%202435-2446.pdf
http://dx.doi.org/10.17654/MS102102435
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author Ahmad, Wan N. A. W.
Sufahani, Suliadi
Rusiman, Mohd Saifullah
Zinober, Alan
Ramli, Razamin
Zulkepli Hew, Jafri
Nazri, E. M.
Nawawi, MKM
author_facet Ahmad, Wan N. A. W.
Sufahani, Suliadi
Rusiman, Mohd Saifullah
Zinober, Alan
Ramli, Razamin
Zulkepli Hew, Jafri
Nazri, E. M.
Nawawi, MKM
author_sort Ahmad, Wan N. A. W.
collection UUM
description A current ideal control issue in the region of financial aspects has numerical properties that do not fall into the standard optimal control problem detailing. In our concern the state an incentive at the final time, y(T ) = z, is free and obscure, and furthermore the integrand is a piecewise consistent capacity of the obscure esteem y(T ). This is not a standard optimal control problem and cannot be settled utilizing Pontryagin’s Minimum Principle with the standard limit conditions at the final time. In the standard issue a free final state y(T ) yields an important limit condition p(T ) = 0, where p(t) is the costate. Since the integrand is a component of y(T ), the new fundamental condition is that y(T ) yield to be equivalent to a specific necessary that is a consistent capacity of z. We present a continuous estimation of the piecewise consistent integrand function through hyperbolic tangent approach and tackle a case utilizing a C++ shooting method with Newton emphasis for tackling the two point boundary value problem (TPBVP). The limiting free y(T ) value is computed in an external circle emphasis through the Golden Section method
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spelling uum-310302024-07-10T07:35:11Z https://repo.uum.edu.my/id/eprint/31030/ A Non-Standard Optimal Control Problem Using Hyperbolic Tangent Ahmad, Wan N. A. W. Sufahani, Suliadi Rusiman, Mohd Saifullah Zinober, Alan Ramli, Razamin Zulkepli Hew, Jafri Nazri, E. M. Nawawi, MKM QA Mathematics A current ideal control issue in the region of financial aspects has numerical properties that do not fall into the standard optimal control problem detailing. In our concern the state an incentive at the final time, y(T ) = z, is free and obscure, and furthermore the integrand is a piecewise consistent capacity of the obscure esteem y(T ). This is not a standard optimal control problem and cannot be settled utilizing Pontryagin’s Minimum Principle with the standard limit conditions at the final time. In the standard issue a free final state y(T ) yields an important limit condition p(T ) = 0, where p(t) is the costate. Since the integrand is a component of y(T ), the new fundamental condition is that y(T ) yield to be equivalent to a specific necessary that is a consistent capacity of z. We present a continuous estimation of the piecewise consistent integrand function through hyperbolic tangent approach and tackle a case utilizing a C++ shooting method with Newton emphasis for tackling the two point boundary value problem (TPBVP). The limiting free y(T ) value is computed in an external circle emphasis through the Golden Section method Pushpa Publishing House 2017 Article PeerReviewed application/pdf en cc4_by https://repo.uum.edu.my/id/eprint/31030/1/FEJMS%20102%2010%202017%202435-2446.pdf Ahmad, Wan N. A. W. and Sufahani, Suliadi and Rusiman, Mohd Saifullah and Zinober, Alan and Ramli, Razamin and Zulkepli Hew, Jafri and Nazri, E. M. and Nawawi, MKM (2017) A Non-Standard Optimal Control Problem Using Hyperbolic Tangent. Far East Journal of Mathematical Sciences (FJMS), 102 (10). pp. 2435-2446. ISSN 0972-0871 http://www.pphmj.com/abstract/11261.htm http://dx.doi.org/10.17654/MS102102435 http://dx.doi.org/10.17654/MS102102435
spellingShingle QA Mathematics
Ahmad, Wan N. A. W.
Sufahani, Suliadi
Rusiman, Mohd Saifullah
Zinober, Alan
Ramli, Razamin
Zulkepli Hew, Jafri
Nazri, E. M.
Nawawi, MKM
A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title_full A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title_fullStr A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title_full_unstemmed A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title_short A Non-Standard Optimal Control Problem Using Hyperbolic Tangent
title_sort non standard optimal control problem using hyperbolic tangent
topic QA Mathematics
url https://repo.uum.edu.my/id/eprint/31030/1/FEJMS%20102%2010%202017%202435-2446.pdf
http://dx.doi.org/10.17654/MS102102435
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