178 resultados para STOCHASTIC OPTIMAL CONTROL


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Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

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Our work is motivated by impromptu (or ``as-you-go'') deployment of wireless relay nodes along a path, a need that arises in many situations. In this paper, the path is modeled as starting at the origin (where there is the data sink, e.g., the control center), and evolving randomly over a lattice in the positive quadrant. A person walks along the path deploying relay nodes as he goes. At each step, the path can, randomly, either continue in the same direction or take a turn, or come to an end, at which point a data source (e.g., a sensor) has to be placed, that will send packets to the data sink. A decision has to be made at each step whether or not to place a wireless relay node. Assuming that the packet generation rate by the source is very low, and simple link-by-link scheduling, we consider the problem of sequential relay placement so as to minimize the expectation of an end-to-end cost metric (a linear combination of the sum of convex hop costs and the number of relays placed). This impromptu relay placement problem is formulated as a total cost Markov decision process. First, we derive the optimal policy in terms of an optimal placement set and show that this set is characterized by a boundary (with respect to the position of the last placed relay) beyond which it is optimal to place the next relay. Next, based on a simpler one-step-look-ahead characterization of the optimal policy, we propose an algorithm which is proved to converge to the optimal placement set in a finite number of steps and which is faster than value iteration. We show by simulations that the distance threshold based heuristic, usually assumed in the literature, is close to the optimal, provided that the threshold distance is carefully chosen. (C) 2014 Elsevier B.V. All rights reserved.

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Using a realistic nonlinear mathematical model for melanoma dynamics and the technique of optimal dynamic inversion (exact feedback linearization with static optimization), a multimodal automatic drug dosage strategy is proposed in this paper for complete regression of melanoma cancer in humans. The proposed strategy computes different drug dosages and gives a nonlinear state feedback solution for driving the number of cancer cells to zero. However, it is observed that when tumor is regressed to certain value, then there is no need of external drug dosages as immune system and other therapeutic states are able to regress tumor at a sufficiently fast rate which is more than exponential rate. As model has three different drug dosages, after applying dynamic inversion philosophy, drug dosages can be selected in optimized manner without crossing their toxicity limits. The combination of drug dosages is decided by appropriately selecting the control design parameter values based on physical constraints. The process is automated for all possible combinations of the chemotherapy and immunotherapy drug dosages with preferential emphasis of having maximum possible variety of drug inputs at any given point of time. Simulation study with a standard patient model shows that tumor cells are regressed from 2 x 107 to order of 105 cells because of external drug dosages in 36.93 days. After this no external drug dosages are required as immune system and other therapeutic states are able to regress tumor at greater than exponential rate and hence, tumor goes to zero (less than 0.01) in 48.77 days and healthy immune system of the patient is restored. Study with different chemotherapy drug resistance value is also carried out. (C) 2014 Elsevier Ltd. All rights reserved.

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We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

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In this paper, we study a problem of designing a multi-hop wireless network for interconnecting sensors (hereafter called source nodes) to a Base Station (BS), by deploying a minimum number of relay nodes at a subset of given potential locations, while meeting a quality of service (QoS) objective specified as a hop count bound for paths from the sources to the BS. The hop count bound suffices to ensure a certain probability of the data being delivered to the BS within a given maximum delay under a light traffic model. We observe that the problem is NP-Hard. For this problem, we propose a polynomial time approximation algorithm based on iteratively constructing shortest path trees and heuristically pruning away the relay nodes used until the hop count bound is violated. Results show that the algorithm performs efficiently in various randomly generated network scenarios; in over 90% of the tested scenarios, it gave solutions that were either optimal or were worse than optimal by just one relay. We then use random graph techniques to obtain, under a certain stochastic setting, an upper bound on the average case approximation ratio of a class of algorithms (including the proposed algorithm) for this problem as a function of the number of source nodes, and the hop count bound. To the best of our knowledge, the average case analysis is the first of its kind in the relay placement literature. Since the design is based on a light traffic model, we also provide simulation results (using models for the IEEE 802.15.4 physical layer and medium access control) to assess the traffic levels up to which the QoS objectives continue to be met. (C) 2014 Elsevier B.V. All rights reserved.

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The sensitivity of combustion phasing and combustion descriptors to ignition timing, load and mixture quality on fuelling a multi-cylinder natural gas engine with bio-derived H-2 and CO rich syngas is addressed. While the descriptors for conventional fuels are well established and are in use for closed loop engine control, presence of H-2 in syngas potentially alters the mixture properties and hence combustion phasing, necessitating the current study. The ability of the descriptors to predict abnormal combustion, hitherto missing in the literature, is also addressed. Results from experiments using multi-cylinder engines and numerical studies using zero dimensional Wiebe function based simulation models are reported. For syngas with 20% H-2 and CO and 2% CH4 (producer gas), an ignition retard of 5 +/- 1 degrees was required compared to natural gas ignition timing to achieve peak load of 72.8 kWe. It is found that, for syngas, whose flammability limits are 0.42-1.93, the optimal engine operation was at an equivalence ratio of 1.12. The same methodology is extended to a two cylinder engine towards addressing the influence of syngas composition, especially H-2 fraction (varying from 13% to 37%), on the combustion phasing. The study confirms the utility of pressure trace derived combustion descriptors, except for the pressure trace first derivative, in describing the MBT operating condition of the engine when fuelled with an alternative fuel. Both experiments and analysis suggest most of the combustion descriptors to be independent of the engine load and mixture quality. A near linear relationship with ignition angle is observed. The general trend(s) of the combustion descriptors for syngas fuelled operation are similar to those of conventional fuels; the differences in sensitivity of the descriptors for syngas fuelled engine operation requires re-calibration of control logic for MBT conditions. Copyright (C) 2014, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

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Opportunistic selection in multi-node wireless systems improves system performance by selecting the ``best'' node and by using it for data transmission. In these systems, each node has a real-valued local metric, which is a measure of its ability to improve system performance. Our goal is to identify the best node, which has the largest metric. We propose, analyze, and optimize a new distributed, yet simple, node selection scheme that combines the timer scheme with power control. In it, each node sets a timer and transmit power level as a function of its metric. The power control is designed such that the best node is captured even if. other nodes simultaneously transmit with it. We develop several structural properties about the optimal metric-to-timer-and-power mapping, which maximizes the probability of selecting the best node. These significantly reduce the computational complexity of finding the optimal mapping and yield valuable insights about it. We show that the proposed scheme is scalable and significantly outperforms the conventional timer scheme. We investigate the effect of. and the number of receive power levels. Furthermore, we find that the practical peak power constraint has a negligible impact on the performance of the scheme.

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This paper proposes a novel decision making framework for optimal transmission switching satisfying the AC feasibility, stability and circuit breaker (CB) reliability requirements needed for practical implementation. The proposed framework can be employed as a corrective tool in day to day operation planning scenarios in response to potential contingencies. The switching options are determined using an efficient heuristic algorithm based on DC optimal power flow, and are presented in a multi-branch tree structure. Then, the AC feasibility and stability checks are conducted and the CB condition monitoring data are employed to perform a CB reliability and line availability assessment. Ultimately, the operator will be offered multiple AC feasible and stable switching options with associated benefits. The operator can use this information, other operating conditions not explicitly considered in the optimization, and his/her own experience to implement the best and most reliable switching action(s). The effectiveness of the proposed approach is validated on the IEEE-118 bus test system. (C) 2015 Elsevier B.V. All rights reserved.

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Despite significant improvements in their properties as emitters, colloidal quantum dots have not had much success in emerging as suitable materials for laser applications. Gain in most colloidal systems is short lived, and needs to compete with biexcitonic decay. This has necessitated the use of short pulsed lasers to pump quantum dots to thresholds needed for amplified spontaneous emission or lasing. Continuous wave pumping of gain that is possible in some inorganic phosphors has therefore remained a very distant possibility for quantum dots. Here, we demonstrate that trilayer heterostructures could provide optimal conditions for demonstration of continuous wave lasing in colloidal materials. The design considerations for these materials are discussed in terms of a kinetic model. The electronic structure of the proposed dot architectures is modeled within effective mass theory.

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In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

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A new method of selection of time-to-go (t(go)) for Generalized Vector Explicit Guidance (GENEX) law have been proposed in this paper. t(go) is known to be an important parameter in the control and cost function of GENEX guidance law. In this paper the formulation has been done to find an optimal value of t(go) that minimizes the performance cost. Mechanization of GENEX with this optimal t(go) reduces the lateral acceleration demand and consequently increases the range of the interceptor. This new formulation of computing t(go) comes in closed form and thus it can be implemented onboard. This new formulation is applied in the terminal phase of an surface-to-air interceptor for an angle constrained engagement. Results generated by simulation justify the use of optimal t(go).

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A fuel optimal nonlinear sub-optimal guidance scheme is presented in this paper for soft landing of a lunar craft during the powered descent phase. The recently developed Generalized Model Predictive Static Programming (G-MPSP) is used to compute the required magnitude and angle of the thrust vector. Both terminal position and velocity vector are imposed as hard constraints, which ensures high position accuracy and facilitates initiation of vertical descent at the end of the powered descent phase. A key feature of the G-MPSP algorithm is that it converts the nonlinear dynamic programming problem into a low-dimensional static optimization problem (of the same dimension as the output vector). The control history update is done in closed form after computing a time-varying weighting matrix through a backward integration process. This feature makes the algorithm computationally efficient, which makes it suitable for on-board applications. The effectiveness of the proposed guidance algorithm is demonstrated through promising simulation results.

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In this paper the soft lunar landing with minimum fuel expenditure is formulated as a nonlinear optimal guidance problem. The realization of pinpoint soft landing with terminal velocity and position constraints is achieved using Model Predictive Static Programming (MPSP). The high accuracy of the terminal conditions is ensured as the formulation of the MPSP inherently poses final conditions as a set of hard constraints. The computational efficiency and fast convergence make the MPSP preferable for fixed final time onboard optimal guidance algorithm. It has also been observed that the minimum fuel requirement strongly depends on the choice of the final time (a critical point that is not given due importance in many literature). Hence, to optimally select the final time, a neural network is used to learn the mapping between various initial conditions in the domain of interest and the corresponding optimal flight time. To generate the training data set, the optimal final time is computed offline using a gradient based optimization technique. The effectiveness of the proposed method is demonstrated with rigorous simulation results.