EML 6934 Optimal Control Examination #1 Spring 2010

3 March 2010

Materials Allowed During Examination

You may use any materials you would like as long as you obtain the information independently and do not communicate with anyone about the exam.

Guidelines for Solutions

As I have stressed in class, communication is an extremely important part of demonstrating that you understand the material. To this end, the following guidelines are in effect for all problems on the examination: Your handwriting must be neat. I will not try to decipher sloppy handwriting and will assume that something is incorrect if I am unable to read your handwriting. You must be crystal clear with every step of your solution. In other words, any step in a derivation or statement you write must be unambiguous (i.e., have one and only one meaning). If it is ambiguous as to what you mean in a step, then I will assume the step is incorrect. In short, please write your solutions in a orderly fashion so that somebody else can make sense of what you are doing and saying.

Point Distribution
The exam consists of three questions. The point value for each question and each part of each question is boldface characters. Unless otherwise stated, full credit will be given for a proper application of a relevant concept Contrariwise, no credit will be given for a concept applied incorrectly, even if the nal answer is correct.

University of Florida Honor Code

On your exam you must state and sign the University of Florida honor pledge as follows: I pledge on my honor that I did not violate the University of Florida honor code during any portion of this exam.

Signature:

Date:

Question 1: 20 Points
Consider the following optimal control problem. Determine the state, y(t), and the control, u(t), on t [0, tf ] that minimize the cost functional J = y(tf ), (1) subject to the dynamic constraint y = y + yu u2 , and the boundary conditions y(0) where tf = 5. Determine (a) The rst-order optimality conditions that dene an extremal solution; (b) If the Hamiltonian constant along an extremal solution; (c) If the Hamiltonian is zero along an extremal solution; (d) Solve the problem to determine the extremal state, control, and costate as a function of time. = 1, (3) (2)

Question 2: 40 Points
Consider the following optimal control problem. Maximize J = x(tf ) subject to the dynamic constraints x y u v and the boundary conditions x(0) = 0 y(0) = 0 u(0) = 0 v(0) = 0 y(tf ) = yf v(tf ) = 0 where a and yf are constants, tf is xed, and is the control. Determine (a) the rst-order optimality conditions that dene an extremal solution; (b) the extremal trajectory (x, y, u, v) as a function of the control, . Hint: In solving this problem, re-write the rst-order optimality conditions using as the independent variable. Also, when integrating with respect to , you will get two unknown constants, k1 and k2 . Do not solve for these constants. Instead, write the two implicit algebraic equations from which, in principle, these constants can be determined. = = = = u v a cos a sin (5) (4)

(6)

Question 3: 40 Points
Consider the following optimal control problem. Minimize the cost functional J = tf subject to the dynamic constraints x = y = and the boundary conditions x(0) y(0) x(tf ) = 0 = 0 = (9) 2gy cos , 2gy sin , (7)

(8)

where x is the horizontal distance, y is the vertical distance (downward), g is the acceleration due to gravity, and is the control. (a) The rst-order optimality conditions that dene an extremal solution; (b) Solve the problem to determine the extremal state, control, and costate as a function of time. Suppose now that we interpret the costate as being the sensitivity of the optimal cost with respect to the optimal state, that is J = x Given this interpretation, what do you notice that is unusual about the optimal costate for this problem.