Optimal maintenance and replacement via a semi-Markov decision model

Optimal bang-coast maintenance policies for a machine, subject to failure, are considered. The approach utilizes a semi-Markov model for the system. A simplified model for modifying the probability of machine failure with maintenance is employed. A numerical example is presented to illustrate the procedure and results.

Constrained linear filter and its relation to singular optimal control

This paper presents an analysis of an optimal linear filter in the presence of constraints on the moan squared values of the estimates from the viewpoint of singular optimal control. The singular arc has been shown to satisfy the generalized Legcndrc-Clebseh condition and Jacobson's condition. Both the cases of white measurement noise and coloured measurement noise are considered. The constrained estimate is shown to be a linear transformation of the unconstrained Kalman estimate.

Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach.

The stochastic version of Pontryagin's maximum principle is applied to determine an optimal maintenance policy of equipment subject to random deterioration. The deterioration of the equipment with age is modelled as a random process. Next the model is generalized to include random catastrophic failure of the equipment. The optimal maintenance policy is derived for two special probability distributions of time to failure of the equipment, namely, exponential and Weibull distributions Both the salvage value and deterioration rate of the equipment are treated as state variables and the maintenance as a control variable. The result is illustrated by an example

An Optimal Mechanism for Sponsored Search Auctions on the Web and Comparison With Other Mechanisms

In this paper, we first describe a framework to model the sponsored search auction on the web as a mechanism design problem. Using this framework, we describe two well-known mechanisms for sponsored search auction-Generalized Second Price (GSP) and Vickrey-Clarke-Groves (VCG). We then derive a new mechanism for sponsored search auction which we call optimal (OPT) mechanism. The OPT mechanism maximizes the search engine's expected revenue, while achieving Bayesian incentive compatibility and individual rationality of the advertisers. We then undertake a detailed comparative study of the mechanisms GSP, VCG, and OPT. We compute and compare the expected revenue earned by the search engine under the three mechanisms when the advertisers are symmetric and some special conditions are satisfied. We also compare the three mechanisms in terms of incentive compatibility, individual rationality, and computational complexity. Note to Practitioners-The advertiser-supported web site is one of the successful business models in the emerging web landscape. When an Internet user enters a keyword (i.e., a search phrase) into a search engine, the user gets back a page with results, containing the links most relevant to the query and also sponsored links, (also called paid advertisement links). When a sponsored link is clicked, the user is directed to the corresponding advertiser's web page. The advertiser pays the search engine in some appropriate manner for sending the user to its web page. Against every search performed by any user on any keyword, the search engine faces the problem of matching a set of advertisers to the sponsored slots. In addition, the search engine also needs to decide on a price to be charged to each advertiser. Due to increasing demands for Internet advertising space, most search engines currently use auction mechanisms for this purpose. These are called sponsored search auctions. A significant percentage of the revenue of Internet giants such as Google, Yahoo!, MSN, etc., comes from sponsored search auctions. In this paper, we study two auction mechanisms, GSP and VCG, which are quite popular in the sponsored auction context, and pursue the objective of designing a mechanism that is superior to these two mechanisms. In particular, we propose a new mechanism which we call the OPT mechanism. This mechanism maximizes the search engine's expected revenue subject to achieving Bayesian incentive compatibility and individual rationality. Bayesian incentive compatibility guarantees that it is optimal for each advertiser to bid his/her true value provided that all other agents also bid their respective true values. Individual rationality ensures that the agents participate voluntarily in the auction since they are assured of gaining a non-negative payoff by doing so.

A Modified Dubins Method for Optimal Path Planning of a Miniature Air Vehicle Converging to a Straight Line Path

This paper presents a Dubins model based strategy to determine the optimal path of a Miniature Air Vehicle (MAV), constrained by a bounded turning rate, that would enable it to fly along a given straight line, starting from an arbitrary initial position and orientation. The method is then extended to meet the same objective in the presence of wind which has a magnitude comparable to the speed of the MAV. We use a modification of the Dubins' path method to obtain the complete optimal solution to this problem in all its generality.

Determination of optimal trajectory under design constraints for a satellite launch vehicle

An optimal pitch steering programme of a solid-fuel satellite launch vehicle to maximize either (1) the injection velocity at a given altitude, or (2) the size of circular orbit, for a given payload is presented. The two-dimensional model includes the rotation of atmosphere with the Earth, the vehicle's lift and drag, variation of thrust with time and altitude, inverse-square gravitational field, and the specified initial vertical take-off. The inequality constraints on the aerodynamic load, control force, and turning rates are also imposed. Using the properties of the central force motion the terminal constraint conditions at coast apogee are transferred to the penultimate stage burnout. Such a transformation converts a time-free problem into a time-fixed one, reduces the number of terminal constraints, improves accuracy, besides demanding less computer memory and time. The adjoint equations are developed in a compact matrix form. The problem is solved on an IBM 360/44 computer using a steepest ascent algorithm. An illustrative analysis of a typical launch vehicle establishes the speed of convergence, and accuracy and applicability of the algorithm.

Optimal iterative schemes for computing the Moore-Penrose matrix inverse

Among the iterative schemes for computing the Moore — Penrose inverse of a woll-conditioned matrix, only those which have an order of convergence three or two are computationally efficient. A Fortran programme for these schemes is provided.

Influence of adhesive non-linearities on the performance and optimal length of adhesive bonded joints

An analytical study for the static strength of adhesive lap joints is presented. The earlier solutions of Volkersen [i], DeBruyne[2] and others were limited to linear adhesives. The influence of adhesive non-linearity was first considered by Grimes' et al[3] and Dickson et al [4]. Recently Hart-Smith[5] successfully introduced elastic-plastic behaviour of the adhesive. In the present study the problem is formulated for general non-linear adhesive behaviour and an efficient numerical algorithm is written for the solution. Bilinear and trilinear models for the nonlinearity yield closed form analytical solutions.

Trajectory sensitivity modification in optimal linear systems

A new procedure for reducing trajectory sensitivity for the optimal linear regulator is described. The design is achieved without increase in the order of optimization and without the feedback of trajectory sensitivity. The procedure is also used in the input signal design problem for linear system identification by interpreting it as increasing trajectory sensitivity with respect to parameters to be estimated.

Scattering theory and the discrete linear optimal control problem

This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.

Shape effect on optimal geometric conditions in surface aeration systems

The performance of surface aeration systems, among other key design variables, depends upon the geometric parameters of the aeration tank. Efficient performance and scale up or scale down of the experimental results of an aeration ystem requires optimal geometric conditions. Optimal conditions refer to the conditions of maximum oxygen transfer rate, which assists in scaling up or down the system for ommercial utilization. The present work investigates the effect of an aeration tank's shape (unbaffled circular, baffled circular and unbaffled square) on oxygen transfer. Present results demonstrate that there is no effect of shape on the optimal geometric conditions for rotor position and rotor dimensions. This experimentation shows that circular tanks (baffled or unbaffled) do not have optimal geometric conditions for liquid transfer, whereas the square cross-section tank shows a unique geometric shape to optimize oxygen transfer.

Delay Optimal Scheduling in a Two-Hop Vehicular Relay Network

We study a scheduling problem in a wireless network where vehicles are used as store-and-forward relays, a situation that might arise, for example, in practical rural communication networks. A fixed source node wants to transfer a file to a fixed destination node, located beyond its communication range. In the absence of any infrastructure connecting the two nodes, we consider the possibility of communication using vehicles passing by. Vehicles arrive at the source node at renewal instants and are known to travel towards the destination node with average speed v sampled from a given probability distribution. Th source node communicates data packets (or fragments) of the file to the destination node using these vehicles as relays. We assume that the vehicles communicate with the source node and the destination node only, and hence, every packet communication involves two hops. In this setup, we study the source node's sequential decision problem of transferring packets of the file to vehicles as they pass by, with the objective of minimizing delay in the network. We study both the finite file size case and the infinite file size case. In the finite file size case, we aim to minimize the expected file transfer delay, i.e. expected value of the maximum of the packet sojourn times. In the infinite file size case, we study the average packet delay minimization problem as well as the optimal tradeoff achievable between the average queueing delay at the source node buffer and the average transit delay in the relay vehicle.

Mechanism of failure in a free-standing Pt-aluminide bond coat during tensile testing at room temperature

The room temperature (RT) tensile behaviour of a free-standing high activity Pt-aluminide bond coat has been evaluated by microtensile testing technique. The coating had a typical three-layer microstructure. The stress-strain plot for the free-standing coating was linear, indicating the coating to be brittle at RT. Different fracture features were observed across the coating layers, namely quasi-cleavage in the outer layer and inner interdiffusion zone, and cleavage in the intermediate layer. By employing interrupted tensile test and observing the cross-sectional microstructure of the tested specimens, it was determined that failure of the microtensile samples occurred by the initiation of a single crack in the intermediate layer of the coating and its subsequent inside-out propagation. Such a mechanism of failure has been explained in terms of the fracture features observed across the sample thickness. This mechanism of failure is consistent with fracture toughness values of the individual coating layers. (C) 2009 Elsevier B.V. All rights reserved.

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.

An optimal weighted-average congestion based pricing scheme for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.