Inventory Problems with Partially Observed Demands and Lost Sales

This paper considers the case of partially observed demand in the context of a multi-period inventory problem with lost sales. Demand in a period is observed if it is less than the inventory level in that period and the leftover inventory is carried over to the next period. Otherwise, only the event that it is larger than or equal to the inventory level is observed. These observations are used to update the demand distributions over time. The state of the resulting dynamic program consists of the current inventory level and the current demand distribution, which is infinite dimensional. The state evolution equation for the demand distribution becomes linear with the use of unnormalized probabilities. We study two demand cases. First, the demands evolve according to a Markov chain. Second, the demand distribution has an unknown parameter which is updated in the Bayesian manner. In both cases, we prove the existence of an optimal feedback ordering policy. Permanent address of J. Adolfo Minjárez-Sosa: Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Sonora, México. This project was partially supported by NSF Grant 0509278, ARPATP Grant 009741-0019-2006, and CONACYT (Mexico) Grant 46633-F.     

一类具有饱和因子的奇异时滞系统的鲁棒保性能控制

研究了具有饱和因子的非线性奇异时滞系统的鲁棒保性能控制问题.目的是设计一个鲁棒控制器和保成本控制器,通过线性矩阵不等式方法(LMI)得出了鲁棒控制器和保性能控制器存在的充分条件.当这些LMI方法是可解时,分别给出了鲁棒控制器和保性能控制器的解析表达式.     

具有饱和因子的时滞广义系统的鲁棒 H SymboleB@ 控制

研究了一类具有饱和因子并含有不确定参数的变时滞广义系统的时滞相关鲁棒H∞控制,系统的状态方程和输出方程均带有时滞,且状态方程的输入和输入时滞中均含饱和因子.通过构造Lya-punov-Krasovskii泛函,利用线性矩阵不等式方法和矩阵奇异值理论,给出了时滞广义系统正则、无脉冲、渐进稳定且满足H∞范数小于给定界γ的充分条件,并给出了H∞控制器的设计方法 .数值算例说明了本文所提方法具有更小的保守性.     

Viscosity Solutions of HJB Equations with Unbounded Data and Characteristic Points

We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton–Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.     

旋转刚柔耦合系统的模型及控制

旋转刚柔耦合系统在航空航天、机器人、高速机构以及车辆等领域有着广泛的应用,主要描述负载在旋转刚体上的柔性梁的运动。对旋转刚柔耦合系统施加控制使得整个闭环系统达到:1)旋转刚体以预期的旋转角速度运动;2)负载在刚体上的柔性梁镇定。本文将从控制器设计的角度出发,介绍目前在旋转刚柔耦合系统控制方面取得的主要研究成果。     

非光滑控制Lyapunov函数及非线性切换系统的镇定问题

In this paper we consider general nonlinear switching systems.Under an addi- tional assumption,we prove that there exists a state space depending switching rule which stabilizes the system in a very general sense.     

On the Attainable Sets of Control Systems with p-Integrable Controls

It is well known that, for a control system, under suitable assumptions, the closure of the attainable set does not change if we consider p-integrable controls for different p. This is an interesting problem and has not been studied in depth, whether or not the attainable set changes when p changes. We show that, for a linear system, the attainable sets may be different for different p. In the two-dimensional case, we prove that the number of indices for which the attainable sets change is finite. Moreover, we show that, for a class of systems, the attainable sets are the same, when the time duration is large enough.     

Stabilization of Infinite-Dimensional Semilinear Systems with Dissipative Drift

In this paper we study feedback stabilization for distributed semilinear control systems . Here, A is the infinitesimal generator of a linear C ₀ -semigroup of contractions on a real Hilbert space H and is a nonlinear operator on H into itself. A sufficient ad-condition is provided for strong feedback stabilization. The result is illustrated by means of partial differential systems. Accepted 31 July 1996     

Fully discrete approximation of a velocity and temperature tracking problem for the Boussinesq equations with piecewise distributed controls

In this article, we study the dynamics of a fully discrete piecewise optimal distributed control problem for the Boussinesq equations which models a velocity tracking over time coupled to thermal dynamics. We prove that the rates of velocity and‐ temperature tracking are exponential. We also give some computational results which reinforces the theoretical results derived. Copyright © 2005 John Wiley & Sons, Ltd.     

Bilinear Control and Application to Flexible a.c. Transmission Systems

The purpose of this paper is an integrated overview of bilinear systems (BLS) research which has evolved over the past few decades, and a new result on control of flexible a.c. transmission systems (FACTS) is presented. BLS may be derived in many cases from principles of physics, chemistry, biology, socioeconomics, and engineering. In other cases, BLS are more accurate approximations to nonlinear systems than are traditional linear systems, as shown for example by the added bilinear terms (in state and control) for the Taylor series.While an appropriately designed linear control system may be optimum relative to some quadratic performance index without added constraints, bilinear or parametric control can be designed to improve more global performance and indeed to increase the region of attainable states. Such controllability and stabilization of BLS and of a series line-capacitor controlled FACTS is presented.     

Stabilization and control of distributed systems with time-dependent spatial domains

This paper considers the problem of the stabilization and control of distributed systems with time-dependent spatial domains. The evolution of the spatial domains with time is described by a finite-dimensional system of ordinary differential equations, while the distributed systems are described by first-order or second-order linear evolution equations defined on appropriate Hilbert spaces. First, results pertaining to the existence and uniqueness of solutions of the system equations are presented. Then, various optimal control and stabilization problems are considered. The paper concludes with some examples which illustrate the application of the main results.This work was supported by the Air Force Office of Scientific Research, Grant No. AFOSR 86-0132, by the National Science Foundation, Grant No. 87-18473, and by the Jet Propulsion Laboratory, Pasadena, California.     

Randomized Algorithms for Robust Stability and Guaranteed Cost Control of Stochastic Jump Parameter Systems with Uncertain Switching Policies

It has been suggested recently that the uncertainty randomization approach may offer numerical advantages when applied to robust control problems. This paper investigates new possibilities which this approach may offer in relation to the robust stability and control of stochastic systems governed by uncertain discrete-state Markov processes.This work was supported by the Australian Research Council.The author thanks Professors R. Tempo and B. Polyak for discussions concerning possible applications of the results of Refs. 9--10. Also, technical discussions with Professor R. Tempo and Dr. Y. Fujisaki during the author visit to IRITI-CNR, Torino, Italy are gratefully acknowledged.     

Sufficiency-Type Stability and Stabilization Criteria for Linear Time-Invariant Systems with Constant Point Delays

We derive a set of criteria of asymptotic stability for linear and time-invariant systems with multirate point delays. The criteria are concerned with -stability local in the delays and -stability independent of the delays and are classified in several groups according to the technique dealt with. The techniques used include both Lyapunov's matrix inequalities and equalities and Gerschgorin's circle theorem. Lyapunov's inequalities are guaranteed if a set of matrices built from matrices of undelayed and delayed dynamics are stability matrices. Some extensions to robust stability of the above results are also discussed.     

Sufficiency-Type Stability and Stabilization Criteria for Linear Time-Invariant Systems with Constant Point Delays

A set of criteria of asymptotic stability for linear and time-invariant systems with constant point delays are derived. The criteria are concerned with -stability local in the delays and -stability independent of the delays, namely, stability with all the characteristic roots in Res–<0 for all delays in some defined real intervals including zero and stability with characteristic roots in Res<–<0 as 0⁺ for all possible values of the delays, respectively. The results are classified in several groups according to the technique dealt with. The used techniques include both Lyapunov's matrix inequalities and equalities and Gerschgorin's circle theorem. The Lyapunov's inequalities are guaranteed if a set of matrices, built from the matrices of undelayed and delayed dynamics, are stability matrices. Some extensions to robust stability of the above results are also discussed.     

多组多滞后区间时变系数线性关联控制系统的结构与关联鲁棒镇定

本文建立了多组多滞后区间时变系数线性关联控制系统的结构概念,采用刘永清建立的鲁棒镇定等价法,给出了具有扰动结构参数的多组多滞后区间时变系数线性关联控制系统的结构与关联鲁棒镇定,同时给出了鲁棒镇定的扰动参数与滞后界限的估计公式。     

The Structure and Stabilization Decom position of Linear Interconnected ControlSystem swith Multidelays

§１．　ＴｈｅＥｑｕｉｖａｌｅｎｃｅｏｆＬｙａｐｕｎｏｖｓＲａｎｇｅｏｆｔｈｅＩｎｔｅｒｃｏｎｎｅｃｔｅｄＳｔａｂｉｌｉｚａｔｉｏｎＮｅｗ，ｌｅｔｕｓｃｏｎｓｉｄｅｒｔｈｅｌｉｎｅａｒｃｏｎｓｔａｎｔｉｎｔｅｒｃｏｎｎｅｃｔｅｄｃｏｎｔｒｏｌｓｙｓｔｅｍｘｉ（ｔ）＝∑ｎｊ＝１ａｉｊｘｊ（ｔ）＋∑ｍｊ＝１ｂｉｊｕｊ（ｔ）＋∑Ｎ１ｒ＝１∑ｎｊ＝１ａ（ｒ）１ｉｊｅ（ｒ）１ｉｊｘｊ（ｔ）　　　　　　　　　　＋∑Ｎ２ｓ＝１∑ｎｊ＝１ａ（ｓ）２ｉｊｅ（ｓ）２ｉｊｘｊ（ｔ－ｒ（ｓ）１ｉｊ）＋∑Ｎ２ｄ＝１∑…     

Robust Stabilization for Dynamic Systems with Multiple Time-Varying Delays and Nonlinear Uncertainties

In this paper, the problem of the robust stabilization for a class of uncertain linear systems with multiple time-varying delays is investigated. The uncertainty is nonlinear time-varying and does not require a matching condition. A memoryless state-feedback controller for the robust stabilization of the system is proposed. Based on the Lyapunov method and the linear matrix inequality (LMI) approach, two sufficient conditions for the stability are derived. Two numerical examples are given to illustrate the proposed method.     

具有时滞和参数不确定性的网络系统的滑模控制

研究了一类具有时滞的不确定网络控制系统(NCS)的滑模控制.首先,用一种特殊的变换将不确定时滞系统化为非延迟不确定系统形式.然后基于Lyapunov稳定性理论及线性矩阵不等式(LMI)技术,以线性矩阵不等式的形式给出了该系统的一些新的稳定性判据.所提出的控制器能够使具有不确定性的时滞系统渐近稳定性,而且控制器结构简单,计算方便.最后通过数值模拟,验证了所设计方法的有效性.     

Stabilization problem of stochastic time-varying coupled systems with time delay and feedback control

The stabilization of stochastic coupled systems with time delay and time-varying coupling structure (SCSTT) via feedback control is investigated. We generalize systems with constant coupling structure to the time-varying coupling structure. Combining the graph theory with the Lyapunov method, a systematic method is provided to construct a Lyapunov function for SCSTT, and a Lyapunov-type theorem and a coefficient-type criterion are obtained to guarantee the stabilization in the sense of pth moment exponential stability. Furthermore, theoretical results are applied to analyze the stabilization of stochastic-coupled oscillators with time delay and time-varying coupling structure in order to illustrate the practicability of the results. Finally, two numerical examples are given to illustrate the effectiveness and feasibility of theoretical results.     

Robust Tracking and Model Following Control with Zero Tracking Error for Uncertain Dynamical Systems

The problem of robust tracking and model following for a class of linear dynamical systems with time-varying uncertain parameters and disturbances is considered. A class of continuous (nonlinear) state feedback controllers is proposed for robust tracking of dynamical signals. The proposed robust tracking controllers can guarantee that the tracking error decreases asymptotically to zero in the presence of uncertain parameters and disturbances. A procedure for designing such a zero tracking state feedback controller is also introduced. Finally, a numerical example is given to demonstrate the validity of the results.