Volume 2011, Article ID 828509,19pages doi:10.1155/2011/828509
Research Article
An Efficient Therapy Strategy under a Novel HIV Model
Chunming Zhang,
1Xiaofan Yang,
1Wanping Liu,
1and Lu-Xing Yang
21College of Computer Science, Chongqing University, Chongqing 400044, China
2College of Mathematics and Statistics, Chongqing University, Chongqing 400044, China
Correspondence should be addressed to Xiaofan Yang,xf yang1964@yahoo.com Received 20 April 2011; Revised 19 August 2011; Accepted 19 August 2011 Academic Editor: Antonia Vecchio
Copyrightq2011 Chunming Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
By incorporating the chemotherapy into a previous model describing the interaction of the im- mune system with the human immunodeficiency virusHIV, this paper proposes a novel HIV virus spread model with control variables. Our goal is to maximize the number of healthy cells and, meanwhile, to minimize the cost of chemotherapy. In this context, the existence of an optimal control is proved. Experimental results show that, under this model, the spread of HIV virus can be controlled effectively.
1. Introduction
Numerous studies have been devoted to the description and understanding of the spread of infectious diseasesespecially, the acquired immunodeficiency syndromeAIDS 1–18.
Mathematical modeling of the human immunodeficiency virus HIV viral dynamics has offered many insights into the pathogenesis and treatment of HIV 1, 2, 4–10,12–16,18.
Consequently, many mathematical models have been developed to depict the relationships among HIV, etiological agent for AIDS and CD4T lymphoblasts, which are the targets for the virus13. Some of these models investigate how to avoid an excessive use of drugs because it might be toxic to human body and, hence, cause damages1,4–6,8–11,14,15,17,18.
Recently, Sedaghat et al.13proposed a model, which describes the law governing the transition of two populations of target cells, the T cellsthe abbreviation of the CD4T lymphoblasts and the M cellssay, macrophages, T cells in a lower state of activation, or another cell type, in the effect of free virusseeFigure 1. The T cells produce most of the plasma virus and are responsible for the first-phase decay, while the M cells are responsible
TU T1 T2
kT
kM
NM
NT
βT
βM
M2
M1
MU
V δTU δT1 δT2
δMU δM1 δM2
Figure 1: The HIV model.
for the second-phase decay. T cells are classified into three categories:TUcellsuninfected T cells,T1cellsearly-stage infected T cells, andT2cellslate-stage infected T cells. LetTU,T1 andT2denote the numbers ofTUcells,T1cells, andT2cells, respectively. Likewise, M cells are classified into three categories:Mu cellsuninfected M cells,M1 cellsearly-stage infected M cells, andM2cellslate-stage infected M cells. LetMu,M1, andM2denote the numbers ofMU cells,M1 cells andM2 cells, respectively. Besides, let V denote the number of free viruses. Sedaghat et al.13made the following reasonable assumptions.
A1TU cells are produced with constant rateθT.MU cells are produced with constant rateθM.
A2TU cells become T1 cells with constant rate βT. MU cells becomeM1 cells with constant rateβM.
A3T1 cells become T2 cells with constant rate kT. M1 cells become M2 cells with constant ratekM.
A4These cells die with constant ratesδTU,δT1,δT2,δMU,δM1, andδM2respectively.
A5Free virusesVare cleared at a ratec, produced byT2cells with a burst size ofNT, and produced byM2cells with a burst size ofNM, respectively.
Under these assumptions, Sedaghat et al.13 deduced the following system of ordinary differential equations:
dTU
dt θT−δTUTU−βTTUV, dT1
dt βTTUV−δT1kTT1, dT2
dt kTT1−δT2T2,
dMU
dt θM−δMUMU−βMMUV, dM1
dt βMMUV−δM1kMM1, dM2
dt kMM1−δM2M2, dV
dt NTT2NMM2−cV.
1.1 For a highly simplified version of this system, Sedaghat et al. 13 derived its analytic solution.
It is well known 5,6,8–11,13,15,17that there are mainly two categories of anti- HIV drugs: the reverse transcriptase inhibitorsRTIs, which prevent new HIV infection by disrupting the conversion of viral RNA into DNA inside of T cells, and the protease inhibitors PIs, which reduce the number of virus particles produced by actively-infected T cells.
In consideration of this, this paper introduces a novel HIV model by incorporating the drug dosage into the above-mentioned model. Our goal is to maximize the number of healthy cells and, meanwhile, to minimize the cost of chemotherapy. In this context, the existence of an optimal control strategy is proved. Experimental results show that, under this model, the spread of HIV virus can be controlled effectively.
2. Presentation of a New Model
For our purpose, let us introduce the following notationsseeFigure 2:
u1t: the dosage of RTI at timet, which is assumed to take values in the interval0,1;
u2t: the dosage of PI at timet, which is assumed to take values in0,1;
γ1: the capability of preventingTUcells from becomingT1cells with per unit dosage of RTI;
γ2: the capability of preventingMUcells from becomingM1cells with per unit dosage of RTI;
α1: the capability of preventingT2cells from producing viruses with per unit dosage of PI;
α2: the capability of preventingM2cells from producing viruses with per unit dosage of PI.
Next, let us consider the following assumptions.
A6Due to the effect of RTIs,TUcells becomeT1cells with rateβT1−u1tγ1, andMU
cells becomeM1cells with rateβM1−u1tγ2, whereγ1andγ2are constants.
A7Due to the effect of PIs, Free virusesVare produced byT2 andM2cells with a burst size ofα11−u2tNTandα21−u2tNM, respectively, whereα1andα2are constants.
TU T1 T2
M2
M1
MU
βT
α1
βM
α2
V δTU δT1 δT2
kM
δMU δM1 δM2
kT
(1−u1)γ1 (1−u2)NT
(1−u1)γ2
(1−u2)NM
Figure 2: The HIV model with therapy strategy.
Under assumptionsA1–A7, we can derive the following system of ordinary differential equations:
dTU
dt θT−δTUTU−βTV TU1−u1γ1, dT1
dt βTV TU1−u1γ1−δT1kTT1, dT2
dt kTT1−δT2T2, dMU
dt θM−δMUMU−βMV MU1−u1γ2, dM1
dt βMV MU1−u1γ2−δM1kMM1, dM2
dt kMM1−δM2M2, dV
dt α1NTT21−u2 α2NMM21−u2−cV.
2.1
Our target is to maximize the objective functional by increasing the number of healthy T and M cells and minimizing the cost based on the percentage effect of the chemotherapy given. For that purpose, we introduce the following objective functional
Ju1t, u2t t1
t0
B1TUB2MU−
A1u21A2u22
dt, 2.2
whereB1, B2 represent the benefit of perTU cell and per MU cell, respectively, andA1, A2
represent the cost of per unit RTI and per unit PI, respectively. Our goal is to obtain an optimal control pairu∗1, u∗2such that
J u∗1, u∗2
max{Ju1, u2:u1, u2∈ U}, 2.3
whereUis the admissible control set defined by
UU1×U2,
U1U2{ut:umeasurable,0≤ut≤1, t∈t0, t1}. 2.4
3. Existence of an Optimal Control Pair
For our purpose, let us introduce the following four assumptions.
A8The set of control and corresponding state variables is nonempty.
A9The admissible control setUis closed and convex.
A10All the right hand sides of equations of system2.1are continuous, bounded above by a sum of bounded control and state, and can be written as a linear function ofu with coefficients depending on time and state.
A11There exist positive constants c1, c2 and β > 1 such that the integranddenoted byLy, u, tof the objective functional2.2is concave and satisfies the condition Ly, u, t≤c1−c2u21u22β/2.
In what follows, it is always assumed that assumptionsA1–A7hold.
Theorem 3.1. Consider system2.1with initial conditions, and the objective functional2.2. There existsu∗ u∗1, u∗2such that
J u∗1, u∗2
max
u∈UJu1, u2. 3.1
Proof. It suffices to verify the assumptions A8–A11 with respect to the seven ODEs of system2.1.
Since the coefficients involved in the system are bounded, and each state variable of the system is bounded on the finite time interval, it follows by a resultseeAppendix Afrom 19we can obtain the existence to the solution of the system2.1.
The control setUU1×U2is obviously closed and convex, because bothU1andU2
are closed and convex sets.
By definition, each right hand side of the ODEs of system2.1is continuous and can be written as a linear function ofuwith coefficients depending on time and states. The fact that all state variablesTU,T1,T2,MU,M1,M2,V, andUare bounded ont0, t1, implies the rest of assumptionA10.
It is easy to see thatLy, u, tis concave inU. By setting c1 max{B1TUB2MU}, c2infA1, A2andβ2, we can derive
L y, u, t
B1TUB2MU−
A1u21A2u22
≤c1−c2 u21u22 .
3.2
The proof is complete.
4. Optimally Controlling Chemotherapy
In this section, we discuss the theorem related to the characterization of the optimal con- trol. This result depends on the Pontryagin’s Maximum Principle, which gives necessary con- ditions for the optimal control. First, we rewrite the system 2.1 in the following vector notation:
dyt
dt A
y, u, t
; ∀t > t0,∀u∈U, yt0 y0,
4.1
whereytandAy, u, tare given by
yt TUt,T1t,T2t,MUt,M1t,M2t,VtT, A
y, u, t
g1
y, u, t , g2
y, u, t , . . . , g6
y, u, t , g7
y, u, tT .
4.2
The Hamiltonian associated with our problem is H
y, u, p, t L
y, u, t
λtTA y, u, t
, 4.3
where the adjoint vectorλtis defined by the adjoint equation dλt
dt −Ayλt−Ly, λt1 0.
4.4
Here
Ay
⎛
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎝
∂g1
∂TU
∂g2
∂TU
∂g3
∂TU
∂g4
∂TU
∂g5
∂TU
∂g6
∂TU
∂g7
∂TU
∂g1
∂T1
∂g2
∂T1
∂g3
∂T1
∂g4
∂T1
∂g5
∂T1
∂g6
∂T1
∂g7
∂T1
∂g1
∂T2
∂g2
∂T2
∂g3
∂T2
∂g4
∂T2
∂g5
∂T2
∂g6
∂T2
∂g7
∂T2
∂g1
∂MU
∂g2
∂MU
∂g3
∂MU
∂g4
∂MU
∂g5
∂MU
∂g6
∂MU
∂g7
∂MU
∂g1
∂M1
∂g2
∂M1
∂g3
∂M1
∂g4
∂M1
∂g5
∂M1
∂g6
∂M1
∂g7
∂M1
∂g1
∂M2
∂g2
∂M2
∂g3
∂M2
∂g4
∂M2
∂g5
∂M2
∂g6
∂M2
∂g7
∂M2
∂g1
∂V
∂g2
∂V
∂g3
∂V
∂g4
∂V
∂g5
∂V
∂g6
∂V
∂g7
∂V
⎞
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎠
E, F, 4.5
where
E
⎛
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎝
−δTU−βTV1−u1γ1 βTV1−u1γ1 0
0 −δT1kT kT
0 0 −δT2
0 0 0
0 0 0
0 0 0
0 0 0
⎞
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎠ ,
F
⎛
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎜⎜
⎝
0 0 0 0
0 0 0 0
0 0 0 α1NT1−u2
−δMU−βMV1−u1γ2 βMV1−u1γ2 0 0
0 −δM1kM kM 0
0 0 −δM2 α2NM1−u2
0 0 0 −c
⎞
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎟⎟
⎠ .
4.6
In addition, theLyin system4.3is
Ly ∂L
∂TU, ∂L
∂T1, ∂L
∂T2, ∂L
∂MU, ∂L
∂M1, ∂L
∂M2,∂L
∂V T
, B1,0,0, B2,0,0,0T.
4.7
Next, adding the penalty term will give us the optimality condition ξ
y, u, λ, t H
y, u, λ, t
Γutωt, 4.8
whereΓis an operator fromÊ2 toÊ4 defined by
Γut 1−u1t, u1t,1−u2t, u2t,
ωt
⎛
⎜⎜
⎜⎜
⎜⎝ ω11t ω12t ω21t ω22t
⎞
⎟⎟
⎟⎟
⎟⎠, 4.9
where allωij, i, j 1,2 are nonnegative penalty multipliers satisfying the following condi- tions:
1−u∗1t
ω11t u∗1tω12t
1−u∗2t
ω21t u∗2tω22t 0. 4.10 According to the Pontryagin’s Maximum Principle, if the control u∗t and the corre- sponding state y∗tconstitute an optimal pair, there exists an adjoint vector λtdefined system4.4such that the functionξy, u, λ, tdefined by4.8reaches its maximum on the setUat the pointu∗. This gives the following result.
Theorem 4.1. Given an optimal control pairu∗t u∗1t, u∗2tand a solutiony∗t TU∗t, T1∗t,T2∗t,M∗Ut,M∗1t,M∗2t,V∗tof the corresponding system, then there exist seven adjoint variablesλ1t, λ2t, . . . , λ7tsatisfying
dλ1
dt
δTUβTV1−u1γ1
λ1−βTV1−u1γ1λ2−B1,
dλ2
dt δT1kTλ2−kTλ3, dλ3
dt δT2λ3−α1NT1−u2λ7, dλ4
dt
δMUβMV1−u1γ2
λ4−βMV1−u1γ2λ5−B2, dλ5
dt δM1kMλ5−kMλ6, dλ6
dt δM2λ6−α2NM1−u2λ7, dλ7
dt cλ7βTTU1−u1γ1λ1−βTTU1−u1γ1λ2
βMMU1−u1γ2λ4−βMMU1−u1γ2λ5,
4.11
with the final conditions
λ1t1 λ2t1 · · ·λ7t1 0. 4.12 Furthermore,u∗1t min{max{0, R1t},1}, u∗2t min{max{0, R2t},1}, where
R1t V∗ 2A1
βTTU∗γ1λ1−λ2 βMM∗Uγ2λ4−λ5 , R2t − λ7
2A2α1NTT2α2NMM2.
4.13
Proof. According to the previous section, an optimal couple y∗t, u∗t exists for maxi- mizing the objective functional2.2subject to the system2.1. Therefore, by Pontryagin’s Maximum Principle, there exists a vectorλt λ1t, . . . , λ7tTsatisfying
λt
dt −∂H
∂y −Ly−Ayλt. 4.14
That yields
λ1t
dt −
∂g1
y∗, u∗, t
∂TU , . . . ,∂g7
y∗, u∗, t
∂TU
λt−∂L
y∗, u∗, t
∂TU , λ2t
dt −
∂g1
y∗, u∗, t
∂T1 , . . . ,∂g7
y∗, u∗, t
∂T1
λt−∂L
y∗, u∗, t
∂T1 , λ3t
dt −
∂g1
y∗, u∗, t
∂T2 , . . . ,∂g7
y∗, u∗, t
∂T2
λt−∂L
y∗, u∗, t
∂T2 , λ4t
dt −
∂g1
y∗, u∗, t
∂MU , . . . ,∂g7
y∗, u∗, t
∂MU
λt−∂L
y∗, u∗, t
∂MU , λ5t
dt −
∂g1
y∗, u∗, t
∂M1 , . . . ,∂g7
y∗, u∗, t
∂M1
λt−∂L
y∗, u∗, t
∂M2 , λ6t
dt −
∂g1
y∗, u∗, t
∂M2 , . . . ,∂g7
y∗, u∗, t
∂M2
λt−∂L
y∗, u∗, t
∂M2 , λ7t
dt −
∂g1
y∗, u∗, t
∂V , . . . ,∂g7
y∗, u∗, t
∂V
λt−∂L
y∗, u∗, t
∂V .
4.15
Through simple calculations, we derive system4.11. The Pontryagin’s Maximum Prin- ciple gives the following necessary conditions to obtain the optimal pairy∗, u∗:
∂ξ
y∗, u∗, λ, t
∂u1 0, ∂ξ
y∗, u∗, λ, t
∂u2 0, 4.16
whereξy∗, u∗, λ, t Hy∗, u∗, λ, t Γu∗tωt. From4.10and4.16, we have
∂ξ
y∗, u∗, λ, t
∂u1 0
⇒ ∂L
y∗, u∗, t
∂u1 ∂ λtTA
y∗, u∗, t
∂u1 ∂Γu∗tωt
∂u1 0,
4.17
which implies
u∗1t V∗ 2A1
βTTU∗γ1λ1−λ2 βMM∗Uγ2λ4−λ5
. 4.18
On the other hand,
∂ξ
y, u∗, λ, t
∂u2 0
⇒ ∂L
y∗, u∗, t
∂u2 ∂ λtTA
y, u∗, t
∂u2 ∂Γu∗tωt
∂u2 0,
4.19
which indicates
u∗2t − λ7
2A2α1NTT2α2NMM2. 4.20
Now from the constraint condition, the following three cases arise.
Case 1. t∈ {t: 0< u∗1t<1}andω11t ω12t 0. Thenu∗1t R1t.
Case 2. t ∈ {t : u∗1t 0} andω11t 0. Then 0 u∗1t R1t ω12t, which implies u∗1t≥R1tbecauseω12t≥0.
Case 3. t∈ {t:u∗1t 1}andω12t 0. Thenu∗1t R1t−ω11t, which leads to 1u∗1t≤ R1t, owing toω11≥0.
Hence, we have u∗1t min{max{0, R1t},1}. Similarly, we can get that u∗2t min{max{0, R2t},1}.
The proof is complete.
Now, the optimality system is given by incorporating the optimal control pair in the state system coupled with the adjoint system. Thus, we have
dy∗t
dt A
y∗, u∗, t
; ∀t > t0, dλt
dt −Ay∗λt−Ly∗, y∗t0 y0∗,
λt1 0.
4.21
We substitute the expressionsu∗ u∗1, u∗2in the above system. The uniqueness of the solu- tion of the optimality system can be derived by a standard methodrefer to6for more de- tails on the proof.
5. Numerical Algorithm and Results
The resolution of the optimal system is created improving the Gauss-Seidel-like implicit finite-difference method developed by7and denoted by GSS1 method. It consists on dis- cretizing the intervalt0, t1at the pointstkklt0k0,1, . . . , n, wherelis the time step.
In the following, we define the state and adjoint variablesTUt,T1t,T2t,MUt, M1t,M2t,Vt,λ1t∼λ7tand the controlsu1tandu2tin terms of nodal pointsTUk, T1k,T2k,MUk,Mk1,Mk2,Vk,λk1 ∼ λk7,uk1,uk2 as the state and adjoint variables and the controls at initial timet0, whileTUn,T1n,T2n,MUn,Mn1,Mn2,Vn,λn1 ∼ λn7,un1,un2 as the state and adjoint variables and the controls at final timet1. As it is well known that the approximation of the time derivative by its first-order forward-difference is given, for the first state variableTU, by
dTUt
dt lim
l→0
TUtl−TUt
l . 5.1
We use the scheme developed by Gumel et al.7in the following way:
TUk1−TUk
l θT−δTUTUk1−βTγ1Vk 1−uk1
TUk1. 5.2
Analogously, we have T1k1−T1k
l βTγ1Vk 1−uk1
TUk1−δT1kTT1k1, T2k1−T2k
l kTT1k1−δT2T2k1, Mk1U −MkU
l θM−δMUMk1U −βMγ2Vk 1−uk1 MUk1,
Mk11 −Mk1
l βMγ2Vk 1−uk1
Mk1U −δM1kMMk11 , Mk12 −Mk2
l kMMk11 −δM2Mk12 , Vk1−Vk
l α1NTT2k1 1−uk2
α2NMMk12 1−uk2
−cVk1.
5.3 By applying an analogous technology, we approximate the time derivative of the ad- joint variables by their first-order backward-difference and we use the appropriated scheme as follows:
λn−k1 −λn−k−11
l
δTUβTVk1 1−uk1 γ1
λn−k−11 − βTVk1 1−uk1
γ1λn−k2 −B1, λn−k2 −λn−k−12
l δT1kTλn−k−12 −kTλn−k3 , λn−k3 −λn−k−13
l δT2λn−k−13 −α1NT 1−uk2 λn−k7 , λn−k4 −λn−k−14
l
δMUβMVk1 1−uk1 γ2
λn−k−14 − βMVk1 1−uk1
γ2λn−k5 −B2, λn−k5 −λn−k−15
l δM1kMλn−k−15 −kMλn−k6 , λn−k6 −λn−k−16
l δM2λn−k−16 −α2NM 1−uk2 λn−k7 , λn−k7 −λn−k−17
l cλn−k−17 βTTUk1 1−uk1
γ1 λn−k−11 −λn−k−12 βMMUk1 1−uk1
γ2 λn−k−14 −λn−k−15
.
5.4
Hence, we can establish an algorithm to solve the optimality system and then to com- pute the optimal control pair by employing the GSS1 method5.2–5.4that we denote by IGSS1 method hereseeAppendix B.
5.1. Numerical Results
By making some parameter value choices, computer simulation experiments are done to verify the effectiveness of our new model by comparing the disease progression before and
Table 1
Timedays TUBT TUAT MUBT MUAT V BT V AT
0 1000 1000 1000 1000 1 1
2 980.2369 980.2012 926.3417 926.1494 15.33444 19.568136
4 955.4799 953.1210 856.9665 852.1262 283.2647 334.65888
6 839.4257 889.1900 754.0975 754.1006 4710.942 315.44809
8 270.1388 833.1982 372.5725 671.2911 38782.17 297.34008
10 11.92899 784.0453 41.26735 601.1371 99155.03 280.27154
20 0.511601 628.5318 1.021524 388.0657 255003.3 208.54835
30 0.379269 597.7372 0.756860 313.0676 335762.8 155.17956
40 0.334284 574.2037 0.666976 268.0361 376288.7 115.46816
50 0.322352 555.2309 0.643089 240.5969 387774.5 85.919158
5 10 15 20 25 30 35 40 45 50
0 0 100 200 300 400 500 600 700 800 900 1000
Before treatment After treatment
Figure 3: Uninfected T cells.
after introducing the two optimal control variablesu∗1t,u∗2t. For the following parameters and initial values:
θT 10,θM 10,δTU 0.02,δT1 0.5,δT2 1,δMU 0.0495,δM1 0.0495,δM2 0.0495, βT 0.00008,βM 0.00008,kT 0.1,kM 0.1,NT 100,NM 100,TU0 1000,T10 0, T20 0,M0U1000,M010,M02 0,V01,c0.03.
The experimental results obtained are listed inTable 1 in which “before treatment”
and “after treatment” are denoted by BT and AT, resp..
For more clearness, it is better to present these comparative results by the following graphs. When the viruses attack the human body, uninfected T and M cells decreasesee Figures3and4.
The viruses do not stop to proliferate and so its abundance dramatically increasessee Figure 5. However, after introducing the optimal controls, the situation changes. A few days later, the effect of chemotherapy starts to appear; which explains the growth of uninfected T and M cells and the diminishing of virusesseeFigure 6.
Finally, the optimal controlsu∗1t,u∗2tfor drug administration are presented through Figures7and8.
5 10 15 20 25 30 35 40 45 50 00
100 200 300 400 500 600 700 800 900 1000
Before treatment After treatment
Figure 4: Uninfected M cells.
5 10 15 20 25 30 35 40 45 50
0 0 0.5
1 1.5 2 2.5 3 3.5 4
×105
Figure 5: Virus population before optimal controls.
6. Conclusions
By incorporating the chemotherapy into a previous model describing the interaction of the immune system with the human immunodeficiency virusHIV, this paper has proposed a novel HIV virus spread model with control variables. Our goal is to maximize the number of healthy cells and, meanwhile, to minimize the cost of chemotherapy. In this context, the existence of an optimal control has been proved. Experimental results show that, under this model, the spread of HIV virus can be controlled effectively.
Our next work is to study other kinds of models, especially those with impulsive drug effect.
5 10 15 20 25 30 35 40 45 50 0
0 50 100 150 200 250 300 350
Figure 6: Virus population after optimal controls.
0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
5 10 15 20 25 30 35 40 45 50
Figure 7: Optimal control variableu∗1t.
0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
5 10 15 20 25 30 35 40 45 50
Figure 8: Optimal control variableu∗2t.
Appendices
A. The Theorem Used in Theorem 3.1
The equations
xt ˙ ft, xt,
x|tτ ξ, A.1
whereτ, ξ ∈ D, withDa nonempty open subset ofR × Rnandf : D → Rn, are called a Cauchy problem or initial-value problem.
A solution to the Cauchy Problem is defined to be any pairI, φin whichI is an open subinterval ofRcontainingτ, φ:I → Rnis absolutely continuous,t, φt∈Dfor allt∈I, andφsatisfies the above two equations ata.e.t∈I.
Forx∈ Rnwith coordinatesxi, define a norm onRnby
|x|max
1≤i≤n|xi|. A.2
The following theorem applies the Lebesgue integral and the hypothesis is stated in terms of the rectangular subset ofR × Rncentered aboutτ, ξ,
Ra,b{t, x:|t−τ| ≤a,|x−ξ| ≤b}, a >0, b >0. A.3 Theorem A.1see19, p.182. The Cauchy problem has a solution if for someRa,b ⊂ Dcentered aboutτ, ξthe restriction off toRa,bis continuous inxfor fixedt, measurable intfor fixedx, and satisfies
ft, x≤mt, t, x∈Ra,b, A.4
for somemintegrable over the intervalτ−a, τa.
B. An Algorithm Using the GSS1 Method
Algorithm B.1.
Step 1.
TUt0←−TU0, T1t0←−T10, T2t0←−T20,
MUt0←−M0U, M1t0←−M01, M2t0←−M02, Vt0←−V0, λ1tn←−0, λ2tn←−0, λ3tn←−0, λ4tn←−0,
λ5tn←−0, λ6tn←−0, λ7tn←−0, u1t0←−0, u2t0←−0.
B.1
Step 2. fork1, . . . , ndo
TUk ←− lθTTUk−1
1lδTUlβTVk−1 1−uk−11 γ1
,
T1k←−lβTγ1Vk−1 1−uk−11
TUkT1k−1 1 δT1kTl , T2k←−lkTT1kT2k−1
1lδT2
,
MkU←− lθMMUk−1
1lδMUlβMγ2Vk−1 1−uk−11 ,
Mk1 ←−lβMγ2Vk−1 1−uk−11
MkUMk−11 1 δM1kMl , Mk2 ←−lkMM1kMk−12
1lδM2
,
Vk←−lα1NTT2k 1−uk−12
lα2NMM2k 1−uk−12 Vk−1
1cl ,
λn−k1 ←−lB1lβTVk 1−uk−11
γ1λn−k12 λn−k11 1lδTU lβTVk 1−uk−11
γ1 ,
λn−k2 ←−λn−k12 lkTλn−k13 1 δT1kTl ,
λn−k3 ←−λn−k13 lα1NT 1−uk−12 λn−k17
1lδT2 ,
λn−k4 ←−lB2lβMVk 1−uk−11
γ2λn−k15 λn−k14 1lδMU lβMVk 1−uk−11
γ2 ,
λn−k5 ←−λn−k15 lkMλn−k16 1 δM1kMl ,
λn−k6 ←−λn−k16 lα2NM 1−uk−12 λn−k17 1lδM2
,
λn−k7 ←−λn−k17 l 1−uk−11
βTTUkγ1 λn−k2 −λn−k1
βMMkUγ2 λn−k5 −λn−k4
1lc ,