• Title/Summary/Keyword: Optimal Control Problem

Search Result 1,158, Processing Time 0.036 seconds

A Class of Singular Quadratic Control Problem With Nonstandard Boundary Conditions

  • Lee, Sung J.
    • Honam Mathematical Journal
    • /
    • v.8 no.1
    • /
    • pp.21-49
    • /
    • 1986
  • A class of singular quadratic control problem is considered. The state is governed by a higher order system of ordinary linear differential equations and very general nonstandard boundary conditions. These conditions in many important cases reduce to standard boundary conditions and because of the conditions the usual controllability condition is not needed. In the special case where the coefficient matrix of the control variable in the cost functional is a time-independent singular matrix, the corresponding optimal control law as well as the optimal controller are computed. The method of investigation is based on the theory of least-squares solutions of multi-valued operator equations.

  • PDF

Computational Solution of a H-J-B equation arising from Stochastic Optimal Control Problem

  • Park, Wan-Sik
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1998.10a
    • /
    • pp.440-444
    • /
    • 1998
  • In this paper, we consider numerical solution of a H-J-B (Hamilton-Jacobi-Bellman) equation of elliptic type arising from the stochastic control problem. For the numerical solution of the equation, we take an approach involving contraction mapping and finite difference approximation. We choose the It(equation omitted) type stochastic differential equation as the dynamic system concerned. The numerical method of solution is validated computationally by using the constructed test case. Map of optimal controls is obtained through the numerical solution process of the equation. We also show how the method applies by taking a simple example of nonlinear spacecraft control.

  • PDF

Optimal control of stochastic continuous discrete systems applied to FMS

  • Boukas, E.K.
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1989.10a
    • /
    • pp.733-743
    • /
    • 1989
  • This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.

  • PDF

On the Linear Quadratic Regulator for Descriptor Systems

  • Katayama, Tohru;Minamino, Katsuki
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1992.10b
    • /
    • pp.219-224
    • /
    • 1992
  • This paper deals with the linear quadratic optimal regulator problem for descriptor systems without performing a preliminary transformation for a descriptor system. We derive a generalized Riccati differential equation (GRDE) based on the two-point boundary value problem for a Hamiltonian equation. We then obtain an optimal feedback control and the optimal cost in terms of the solution of GRE. A simple example is included.

  • PDF

Novel Discrete Optimal Sliding Mode Control

  • Park, Seung-Kyu;Ahn, Ho-Kyun;Kim, Min-Chan
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.22.4-22
    • /
    • 2001
  • In this paper, the discrete optimal control is made to have the robust property of sliding mode controller. A augmented system with a virtual state is constructed for this objective and noble sliding surface is constructed based on this system. The sliding surface is the same as the optimal control trajectory in the original system. The states follow the optimal trajectory even if there exist uncertainties. The reaching phase problem of sliding mode control is desappear in this method.

  • PDF

On a Sufficient Condition of Actuator Comparability for Actuator Selection LQ Problem

  • Kuwahara, Masanori;Kawaji, Shigeyasu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.25-29
    • /
    • 2003
  • LQ actuator selection problem for multi-input system discussed in this paper is to determine optimal actuator out of many actuators and input sequences so as to minimize the quadratic control performance. The solution of this problem depends on initial values and has a combinatorial property, so it is extremely difficult to get an optimal solution. For this difficulty, we proposed the concept of comparability of actuators and showed the uniqueness of the solution[1] . Further, to get general optimal solution for LQ problem with actuator selection strategies, we derived the equivalent condition for the comparability of actuator in single-input system . In this paper we extend this result to the case of multi-input system. The derived sufficient condition is applicable in the case of positive semi-definite comparability matrices.

  • PDF

Policy Iteration Algorithm Based Fault Tolerant Tracking Control: An Implementation on Reconfigurable Manipulators

  • Li, Yuanchun;Xia, Hongbing;Zhao, Bo
    • Journal of Electrical Engineering and Technology
    • /
    • v.13 no.4
    • /
    • pp.1740-1751
    • /
    • 2018
  • This paper proposes a novel fault tolerant tracking control (FTTC) scheme for a class of nonlinear systems with actuator failures based on the policy iteration (PI) algorithm and the adaptive fault observer. The estimated actuator failure from an adaptive fault observer is utilized to construct an improved performance index function that reflects the failure, regulation and control simultaneously. With the help of the proper performance index function, the FTTC problem can be transformed into an optimal control problem. The fault tolerant tracking controller is composed of the desired controller and the approximated optimal feedback one. The desired controller is developed to maintain the desired tracking performance at the steady-state, and the approximated optimal feedback controller is designed to stabilize the tracking error dynamics in an optimal manner. By establishing a critic neural network, the PI algorithm is utilized to solve the Hamilton-Jacobi-Bellman equation, and then the approximated optimal feedback controller can be derived. Based on Lyapunov technique, the uniform ultimate boundedness of the closed-loop system is proven. The proposed FTTC scheme is applied to reconfigurable manipulators with two degree of freedoms in order to test the effectiveness via numerical simulation.

OPTIMAL IMPULSE AND REGULAR CONTROL STRATEGIES FOR PROPORTIONAL REINSURANCE PROBLEM

  • RUI-CHENG YANG;KUN-HUI LIU;BING XIA
    • Journal of applied mathematics & informatics
    • /
    • v.18 no.1_2
    • /
    • pp.145-158
    • /
    • 2005
  • We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

A Study on the Convergency Property of the Auxiliary Problem Principle

  • Kim, Balho-H.
    • Journal of Electrical Engineering and Technology
    • /
    • v.1 no.4
    • /
    • pp.455-460
    • /
    • 2006
  • This paper presents the convergency property of the Auxiliary Problem Principle when it is applied to large-scale Optimal Power Flow problems with Distributed or Parallel computation features. The key features and factors affecting the convergence ratio and solution stability of APP are also analyzed.