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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Format: | Article |
Language: | English |
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Pushpa Publishing House
2017
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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 |
first_indexed | 2024-10-01T01:43:31Z |
format | Article |
id | uum-31030 |
institution | Universiti Utara Malaysia |
language | English |
last_indexed | 2024-10-01T01:43:31Z |
publishDate | 2017 |
publisher | Pushpa Publishing House |
record_format | eprints |
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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