We settle the question of how to compute the entry and leaving arcs for turnpikes in autonomous variational problems, in the one-dimensional case using the phase space of the vector field associated with the Euler equation, and the initial/final and/or the transversality condition. The results hinge on the realization that extremals are the contours of a well-known function and that the transversality condition is (generically) a curve. An approximation algorithm is presented, and an example is included for completeness.

In this paper, we study the spread of virus/worm in computer networks with a view to addressing cyber security problems. Epidemic models have been applied extensively to model the propagation of computer viruses, which characterize the fact that infected machines may spread malware to other hosts connected to the network. In our framework, the dynamics of hosts evolves according to a modified inhomogeneous Susceptible-Infectious-Susceptible $\left( \text{SIS} \right)$ epidemic model with time-varying transmission rate and recovery rate. The infection of computers is subject to direct attack as well as propagation among hosts. Based on optimal control theory, optimal attack strategies are provided by minimizing the cost (equivalently maximizing the profit) of the attacker. We present a threshold function of the fraction of infectious hosts, which captures the dynamically evolving strategies of the attacker and reflects the persistence of virus spreading. Moreover, our results indicate that if the infectivity of a computer worm is low and the computers are installed with antivirus software with high reliability, the intensity of attacks incurred will likely be low. This agrees with our intuition.

In this paper we study optimal control computation based on the control parameterization method for a class of optimal control problems involving nonlinear systems with multiple time delays subject to continuous state inequality constraints. Both the state and the control are allowed to have different time delays, and they are uncorrelated in this system. The control of the dynamical system is approximated by a piecewise constant function whose heights are taken as decision vectors. The formulae for computing the gradients of the cost and constraint functions are then derived. Based on this, a computational method for finding the optimal control is developed by utilizing the Sequential Quadratic Programming (SQP) algorithm with an active set strategy. The computational method is applied to an industrial problem arising in the purification process of zinc hydrometallurgy. Numerical simulation shows that the amount of zinc powder that is needed can be decreased significantly, thus avoiding wastage of resources.

The problem of optimal dividends paid until absorbtion at zero is considered for a rather general diffusion model. With each dividend payment there is a proportional cost and a fixed cost. It is shown that there can be essentially three different solutions depending on the model parameters and the costs. (i) Whenever assets reach a barrier y*, they are reduced to y* - δ* through a dividend payment, and the process continues. (ii) Whenever assets reach a barrier y*, everything is paid out as dividends and the process terminates. (iii) There is no optimal policy, but the value function is approximated by policies of one of the two above forms for increasing barriers. A method to numerically find the optimal policy (if it exists) is presented and numerical examples are given.