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121.
Fully and partially observed stochastic control of systems with nonlinear dynamics and terminal and running costs are considered.
Measure changes are introduced which allow both state and observation dynamics to be thought of as linear. In the case when
the terms of the cost have a special form the measure change transformation “cancels out” the nonlinearities and changes the
original nonlinear problem into a classical LQG one and standard results can be applied. We also consider unnormalized conditional
densities of the whole path as state variables and obtain dynamic programming and verification results.
R. J. Elliott wishes to acknowledge support of the Natural Sciences and Engineering Research Council of Canada, Grant A7964. 相似文献
122.
We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived. 相似文献
123.
Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control 总被引:1,自引:0,他引:1
Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N
3. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction. 相似文献
124.
UCINSKI DARIUSZ; JAI ABDELHAQ EL 《IMA Journal of Mathematical Control and Information》1997,14(2):153-174
In this paper, the concept of weak spreadability is introduced.It constitutes an extension of the idea developed by El Jai& Kassara. In the case of linear distributed systems weconsider quadratic control techniques with a conveniently penalizedcriterion which makes the system weakly spreadable. The approachis outlined for a convectiondiffusion system, and theresults of a numerical study are also included to illustratethe main features of the considered problem. 相似文献
125.
本文介绍了EltctronicWorkbench软件和计算机虚拟仪器系统,采用计算机模拟仿真技术对电子线路实验加以辅助设计和探索。 相似文献
126.
A new scheme for controlling photodissociation through preparation of a variationally optimized linear superposition of field free vibrational eigenstates is applied for selective control of IBr and HI dissociation. The dependence of photodissociation on various field parameters and initial conditions is examined to investigate the mechanistic basis of selective control. The parametric equations of motion approach for determining vibrational dynamics as a function of field parameters without having to solve the time dependent Schrödinger equation explicitly for each field parameter separately is outlined and its use to identify field characteristics which will provide the requisite population mix represented by the optimal linear superposition of vibrational states is advocated. 相似文献
127.
研究铲磨机各种运动和控制要求,设计出继电控制与PC控制相结合的电气控制系统。此系统在电路设计、电气柜安装、调试维修和操作等方面满足了设计要求。铲磨加工过程的PC控制解决了转轮流道三维表面成形运动的控制难题。PC控制程序基本满足了铲磨工艺要求。 相似文献
128.
研究了电子线路的数值化设计方法.它是一种自动化程度高、通用性强、精度高的电路设计方法。介绍了电子线路数值优化设计软件系统YJX—1.它具有广泛的通用性和快速收敛的特点。 相似文献
129.
Modeling and numerical simulations of the convective flows induced by the vibration of the monocrystal during crystal growth have been performed for two configurations simulating the Cz and FZ methods. This permitted to emphasize the role of different vibrational mechanisms in the formation of the average flows. It is shown that an appropriate combination of these mechanisms can be used to counteract the usual convective flows (buoyancy- and/or thermocapillary-driven) inherent to crystal growth processes from the liquid phase. While vibrational convection is rather complex due to these identified mechanisms, the new modeling used in the present paper opens up very promising perspectives to efficiently control heat and mass transfer during real industrial applications of crystal growth from the liquid phase. 相似文献
130.