A non-classical optimal control problem
We consider another non-classical of optimal control problem that is spurred by some current research on the nonlinear income issue in the field of financial matters. This class of issue can be set up as a maximizing issue in the area of Optimal Control. In any case, the state value at the final fix...
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| Format: | Article |
| Language: | English |
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UTHM Publisher
2018
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| Online Access: | http://eprints.uthm.edu.my/5740/ http://eprints.uthm.edu.my/5740/1/AJ%202018%20%28336%29.pdf |
| _version_ | 1848888625508384768 |
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| author | Wan Ahmad, Wan Noor Afifah Sufahani, Suliadi Firdaus Rusiman, Mohd Saifullah Ali, Maselan |
| author_facet | Wan Ahmad, Wan Noor Afifah Sufahani, Suliadi Firdaus Rusiman, Mohd Saifullah Ali, Maselan |
| author_sort | Wan Ahmad, Wan Noor Afifah |
| building | UTHM Institutional Repository |
| collection | Online Access |
| description | We consider another non-classical of optimal control problem that is spurred by some current research on the nonlinear income issue in the field of financial matters. This class of issue can be set up as a maximizing issue in the area of Optimal Control. In any case, the state value at the final fixed time, y(T), is priori unknown and the integrand is an element of the unknown y(T). This is a non-classical optimal control problem. In this paper we apply the new costate value conditions p(T) in the definition of the optimal control problem. We solve some examples in this issue using the numerical shooting method to illuminate the subsequent Two Point Boundary Value Problem (TPBVP) and join the free y(T) as an additionally unknown. Basically similar outcomes are obtained through the nonlinear programming (NP) discrete-time results. |
| first_indexed | 2025-11-15T20:13:15Z |
| format | Article |
| id | uthm-5740 |
| institution | Universiti Tun Hussein Onn Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T20:13:15Z |
| publishDate | 2018 |
| publisher | UTHM Publisher |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uthm-57402022-01-23T03:01:10Z http://eprints.uthm.edu.my/5740/ A non-classical optimal control problem Wan Ahmad, Wan Noor Afifah Sufahani, Suliadi Firdaus Rusiman, Mohd Saifullah Ali, Maselan QA Mathematics We consider another non-classical of optimal control problem that is spurred by some current research on the nonlinear income issue in the field of financial matters. This class of issue can be set up as a maximizing issue in the area of Optimal Control. In any case, the state value at the final fixed time, y(T), is priori unknown and the integrand is an element of the unknown y(T). This is a non-classical optimal control problem. In this paper we apply the new costate value conditions p(T) in the definition of the optimal control problem. We solve some examples in this issue using the numerical shooting method to illuminate the subsequent Two Point Boundary Value Problem (TPBVP) and join the free y(T) as an additionally unknown. Basically similar outcomes are obtained through the nonlinear programming (NP) discrete-time results. UTHM Publisher 2018 Article PeerReviewed text en http://eprints.uthm.edu.my/5740/1/AJ%202018%20%28336%29.pdf Wan Ahmad, Wan Noor Afifah and Sufahani, Suliadi Firdaus and Rusiman, Mohd Saifullah and Ali, Maselan (2018) A non-classical optimal control problem. Journal of Science and Technology, 10 (1). pp. 28-32. ISSN 2600-7924 |
| spellingShingle | QA Mathematics Wan Ahmad, Wan Noor Afifah Sufahani, Suliadi Firdaus Rusiman, Mohd Saifullah Ali, Maselan A non-classical optimal control problem |
| title | A non-classical optimal control problem |
| title_full | A non-classical optimal control problem |
| title_fullStr | A non-classical optimal control problem |
| title_full_unstemmed | A non-classical optimal control problem |
| title_short | A non-classical optimal control problem |
| title_sort | non-classical optimal control problem |
| topic | QA Mathematics |
| url | http://eprints.uthm.edu.my/5740/ http://eprints.uthm.edu.my/5740/1/AJ%202018%20%28336%29.pdf |