Optimal control of a stochastic hybrid system with discounted cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

Optimal location of centre of gravity for swashplateless helicopter UAV and MAV

To investigate the use of centre of gravity location on reducing cyclic pitch control for helicopter UAV's (unmanned air vehicles) and MAV's (micro air vehicles). Low cyclic pitch is a necessity to implement the swashplateless rotor concept using trailing edge flaps or active twist using current generation low authority piezoceramic actuators. Design/methodology/approach – An aeroelastic analysis of the helicopter rotor with elastic blades is used to perform parametric and sensitivity studies of the effects of longitudinal and lateral center of gravity (cg) movements on the main rotor cyclic pitch. An optimization approach is then used to find cg locations which reduce the cyclic pitch at a given forward speed. Findings – It is found that the longitudinal cyclic pitch and lateral cyclic pitch can be driven to zero at a given forward speed by shifting the cg forward and to the port side, respectively. There also exist pairs of numbers for the longitudinal and lateral cg locations which drive both the cyclic pitch components to zero at a given forward speed. Based on these results, a compromise optimal cg location is obtained such that the cyclic pitch is bounded within ±5° for a BO105 helicopter rotor. Originality/value – The reduction in the cyclic pitch due to helicopter cg location is found to significantly reduce the maximum magnitudes of the control angles in flight, facilitating the swashplateless rotor concept. In addition, the existence of cg locations which drive the cyclic pitches to zero allows for the use of active cg movement as a way to replace the cyclic pitch control for helicopter MAV's.

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

How to run a campaign: Optimal control of SIS and SIR information epidemics

Information spreading in a population can be modeled as an epidemic. Campaigners (e.g., election campaign managers, companies marketing products or movies) are interested in spreading a message by a given deadline, using limited resources. In this paper, we formulate the above situation as an optimal control problem and the solution (using Pontryagin's Maximum Principle) prescribes an optimal resource allocation over the time of the campaign. We consider two different scenarios-in the first, the campaigner can adjust a direct control (over time) which allows her to recruit individuals from the population (at some cost) to act as spreaders for the Susceptible-Infected-Susceptible (SIS) epidemic model. In the second case, we allow the campaigner to adjust the effective spreading rate by incentivizing the infected in the Susceptible-Infected-Recovered (SIR) model, in addition to the direct recruitment. We consider time varying information spreading rate in our formulation to model the changing interest level of individuals in the campaign, as the deadline is reached. In both the cases, we show the existence of a solution and its uniqueness for sufficiently small campaign deadlines. For the fixed spreading rate, we show the effectiveness of the optimal control strategy against the constant control strategy, a heuristic control strategy and no control. We show the sensitivity of the optimal control to the spreading rate profile when it is time varying. (C) 2014 Elsevier Inc. All rights reserved.

Optimal control of information epidemics modeled as Maki Thompson rumors

We model the spread of information in a homogeneously mixed population using the Maki Thompson rumor model. We formulate an optimal control problem, from the perspective of single campaigner, to maximize the spread of information when the campaign budget is fixed. Control signals, such as advertising in the mass media, attempt to convert ignorants and stiflers into spreaders. We show the existence of a solution to the optimal control problem when the campaigning incurs non-linear costs under the isoperimetric budget constraint. The solution employs Pontryagin's Minimum Principle and a modified version of forward backward sweep technique for numerical computation to accommodate the isoperimetric budget constraint. The techniques developed in this paper are general and can be applied to similar optimal control problems in other areas. We have allowed the spreading rate of the information epidemic to vary over the campaign duration to model practical situations when the interest level of the population in the subject of the campaign changes with time. The shape of the optimal control signal is studied for different model parameters and spreading rate profiles. We have also studied the variation of the optimal campaigning costs with respect to various model parameters. Results indicate that, for some model parameters, significant improvements can be achieved by the optimal strategy compared to the static control strategy. The static strategy respects the same budget constraint as the optimal strategy and has a constant value throughout the campaign horizon. This work finds application in election and social awareness campaigns, product advertising, movie promotion and crowdfunding campaigns. (C) 2014 Elsevier B.V. All rights reserved.

Ergodic control of partially observed Markov chains

The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies.

Optimal barrier subdivision for Kramers' escape rate

We examine the effect of subdividing the potential barrier along the reaction coordinate on Kramers' escape rate for a model potential. Using the known supersymmetric potential approach, we show the existence of an optimal number of subdivisions that maximizes the rate.

Optimal scheduling of hydro-thermal power systems under shortage

The problem of optimal scheduling of the generation of a hydro-thermal power system that is faced with a shortage of energy is studied. The deterministic version of the problem is first analyzed, and the results are then extended to cases where the loads and the hydro inflows are random variables.

Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

An optimal dynamic inversion-based neuro-adaptive approach for treatment of chronic myelogenous leukemia

Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an innovative technique is presented to design an automatic drug administration strategy for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used to design the controller (medication dosage). First, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat the nominal model patients (patients who can be described by the mathematical model used here with the nominal parameter values) effectively. However, since the system parameters for a realistic model patient can be different from that of the nominal model patients, simulation studies for such patients indicate that the nominal controller is either inefficient or, worse, ineffective; i.e. the trajectory of the number of cancer cells either shows non-satisfactory transient behavior or it grows in an unstable manner. Hence, to make the drug dosage history more realistic and patient-specific, a model-following neuro-adaptive controller is augmented to the nominal controller. In this adaptive approach, a neural network trained online facilitates a new adaptive controller. The training process of the neural network is based on Lyapunov stability theory, which guarantees both stability of the cancer cell dynamics as well as boundedness of the network weights. From simulation studies, this adaptive control design approach is found to be very effective to treat the CML disease for realistic patients. Sufficient generality is retained in the mathematical developments so that the technique can be applied to other similar nonlinear control design problems as well.

Pareto-optimal solutions for multi-objective optimization of fed-batch bioreactors using nondominated sorting genetic algorithm

Many optimal control problems are characterized by their multiple performance measures that are often noncommensurable and competing with each other. The presence of multiple objectives in a problem usually give rise to a set of optimal solutions, largely known as Pareto-optimal solutions. Evolutionary algorithms have been recognized to be well suited for multi-objective optimization because of their capability to evolve a set of nondominated solutions distributed along the Pareto front. This has led to the development of many evolutionary multi-objective optimization algorithms among which Nondominated Sorting Genetic Algorithm (NSGA and its enhanced version NSGA-II) has been found effective in solving a wide variety of problems. Recently, we reported a genetic algorithm based technique for solving dynamic single-objective optimization problems, with single as well as multiple control variables, that appear in fed-batch bioreactor applications. The purpose of this study is to extend this methodology for solution of multi-objective optimal control problems under the framework of NSGA-II. The applicability of the technique is illustrated by solving two optimal control problems, taken from literature, which have usually been solved by several methods as single-objective dynamic optimization problems. (C) 2004 Elsevier Ltd. All rights reserved.

A neuro-adaptive augmented optimal dynamic inversion approach for effective and efficient treatment of chronic myelogenous leukemia

Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an efficient technique is presented for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used for the control (medication) synthesis. First, taking a set of nominal parameters, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat nominal patients (patients having same nominal parameters as used for the control design) effectively. However, since the parameters of an actual patient can be different from that of the ideal patient, to make the treatment strategy more effective and efficient, a model-following neuro-adaptive controller is augmented to the nominal controller. In this approach, a neural network trained online (based on Lyapunov stability theory) facilitates a new adaptive controller, computed online. From the simulation studies, this adaptive control design approach (treatment strategy) is found to be very effective to treat the CML disease for actual patients. Sufficient generality is retained in the theoretical developments in this paper, so that the techniques presented can be applied to other similar problem as well. Note that the technique presented is computationally non-intensive and all computations can be carried out online.

Modelling of Fe2 + oxidation by Thiobacillus ferrooxidans

The kinetics of oxidation of aqueous acidic ferrous sulphate by Thiobacillus ferrooxidans has been studied in a batch reactor. The contribution of cell wall envelopes to the oxidation rate has been shown to be negligible. A model which accounts for the oxidation of Fe2 +, death of bacteria due to Fe3 + poisoning, existence of an optimal pH and precipitation of Fe3 + has been proposed. The model is able to predict the concentration of Fe2 + and pH quite satisfactorily. The predictions of Fe3 + are not so accurate because of simplifying assumptions made about its precipitation.

Structure and properties of Tl0.5Pb0.5Sr2Gd2−xCexCu2O9−δ

A systematic study of the Tl0.5Pb0.5Sr2Gd2−xCexCu2O9−δ system has revealed the existence of a pure phase in the compositional. range 0.0≤x≤0.6 crystalizzing in the 1222 structure. It has an intersheet distance of approximately 6 Å, a value much higher than those found in other cuprates with double CuO2 sheets interleaved by a single fluorite layer. Superconductivity has been observed in the range 0.1≤x≤0.4 with a Tc of 45 K and a superconductive volume fraction up to 20% for the optimal composition. An interesting variation of the superconducting properties of the above system with the composition, i.e. cerium content, has also been noticed. A possible dependence of superconductivity on the coupling between CuO2 sheets in the layered cuprates has been pointed out to bring out a correlation between structure and properties.

A Flexible Class of Regenerating Codes for Distributed Storage

In the distributed storage setting introduced by Dimakis et al., B units of data are stored across n nodes in the network in such a way that the data can be recovered by connecting to any k nodes. Additionally one can repair a failed node by connecting to any d nodes while downloading at most beta units of data from each node. In this paper, we introduce a flexible framework in which the data can be recovered by connecting to any number of nodes as long as the total amount of data downloaded is at least B. Similarly, regeneration of a failed node is possible if the new node connects to the network using links whose individual capacity is bounded above by beta(max) and whose sum capacity equals or exceeds a predetermined parameter gamma. In this flexible setting, we obtain the cut-set lower bound on the repair bandwidth along with a constructive proof for the existence of codes meeting this bound for all values of the parameters. An explicit code construction is provided which is optimal in certain parameter regimes.