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Optimal movement control models of Langevin and Hamiltonian types
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Feng, Jianfeng, Shcherbina, M., Tirozzi, B. and You, G. Q. (2007) Optimal movement control models of Langevin and Hamiltonian types. Mathematical and Computer Modelling, Vol.46 (No.5-6). pp. 680-698. doi:10.1016/j.mcm.2006.11.033 ISSN 0895-7177.
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Official URL: http://dx.doi.org/10.1016/j.mcm.2006.11.033
Abstract
We study a class of optimal stochastic control problems arising from the control of movements. Exact solutions are first presented for linear cases for both the during- and post-movement control problem, depending on a parameter alpha > 0. It is found that for the Langevin type equation and for the post-movement control case, a non-degenerate solution exists only when alpha > 1/2. For the Langevin type equation and for the during-movement control, a non-degenerate solution is found when alpha > 1. For the post-movement control and the Hamiltonian type equation, an optimal control signal is obtained and is non-degenerate when alpha > 1/2. Again for the during-movement control, we find an optimal non-degenerate control signal when alpha > 1. All results are then generalized to nonlinear control cases (the first order perturbation of linear cases). Numerical examples are included to illustrate the applications of our results. (C) 2006 Elsevier Ltd. All rights reserved.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software Q Science > QA Mathematics |
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Centre for Scientific Computing Faculty of Science, Engineering and Medicine > Science > Computer Science |
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Journal or Publication Title: | Mathematical and Computer Modelling | ||||
Publisher: | Pergamon | ||||
ISSN: | 0895-7177 | ||||
Official Date: | September 2007 | ||||
Dates: |
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Volume: | Vol.46 | ||||
Number: | No.5-6 | ||||
Number of Pages: | 19 | ||||
Page Range: | pp. 680-698 | ||||
DOI: | 10.1016/j.mcm.2006.11.033 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access | ||||
Funder: | UK EPSRC | ||||
Grant number: | R54569, S20574, S30443, S63830 |
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